private void TestUpdateFSolveSize(int size)
{
Random rnd = new Random();
double[] B = new double[size * size];
for (int i = 0; i < size; i++)
{
for (int j = 0; j < size; j++)
{
B[i * size + j] = rnd.NextDouble();
}
}
double[] B0 = (double[])B.Clone();
int c = rnd.Next(size);
double[] newB = new double[size];
double[] tmp = new double[size];
for (int i = 0; i < size; i++)
{
newB[i] = rnd.NextDouble();
B[i * size + c] = newB[i];
}
double[] x = new double[size];
for (int i = 0; i < size; i++)
{
x[i] = rnd.NextDouble();
}
double[] b = new double[size];
for (int i = 0; i < size; i++)
{
for (int j = 0; j < size; j++)
{
b[i] += B[i * size + j] * x[j];
}
}
Array.Copy(B0, Rawr.Mage.LU._U, size * size);
Mage.LU lu = new Rawr.Mage.LU(size);
fixed(double *U = Rawr.Mage.LU._U, sL = Rawr.Mage.LU.sparseL, column = Rawr.Mage.LU.column, column2 = Rawr.Mage.LU.column2)
fixed(int *P = Rawr.Mage.LU._P, Q = Rawr.Mage.LU._Q, LJ = Rawr.Mage.LU._LJ, sLI = Rawr.Mage.LU.sparseLI, sLstart = Rawr.Mage.LU.sparseLstart)
{
lu.BeginUnsafe(U, sL, P, Q, LJ, sLI, sLstart, column, column2);
lu.Decompose();
unsafe
{
fixed(double *nb = newB, t = tmp, _b = b)
{
lu.FSolveL(nb, t);
double pivot;
lu.Update(t, c, out pivot);
lu.FSolve(_b);
}
}
}
for (int i = 0; i < size; i++)
{
Assert.AreEqual(x[i], b[i], 0.000001, "Size = " + size);
}
}
private void TestBSolveSize(int size)
{
Random rnd = new Random();
double[] B = new double[size * size];
for (int i = 0; i < size; i++)
{
for (int j = 0; j < size; j++)
{
B[i * size + j] = rnd.NextDouble();
}
}
double[] x = new double[size];
for (int i = 0; i < size; i++)
{
x[i] = rnd.NextDouble();
}
double[] b = new double[size];
for (int i = 0; i < size; i++)
{
for (int j = 0; j < size; j++)
{
b[i] += B[j * size + i] * x[j];
}
}
Array.Copy(B, Rawr.Mage.LU._U, size * size);
Mage.LU lu = new Rawr.Mage.LU(size);
fixed(double *U = Rawr.Mage.LU._U, sL = Rawr.Mage.LU.sparseL, column = Rawr.Mage.LU.column, column2 = Rawr.Mage.LU.column2)
fixed(int *P = Rawr.Mage.LU._P, Q = Rawr.Mage.LU._Q, LJ = Rawr.Mage.LU._LJ, sLI = Rawr.Mage.LU.sparseLI, sLstart = Rawr.Mage.LU.sparseLstart)
{
lu.BeginUnsafe(U, sL, P, Q, LJ, sLI, sLstart, column, column2);
lu.Decompose();
unsafe
{
fixed(double *_b = b)
{
lu.BSolve(_b);
}
}
}
for (int i = 0; i < size; i++)
{
Assert.AreEqual(x[i], b[i], 0.000001, "Size = " + size);
}
}
private void TestUpdateSize(int size)
{
Random rnd = new Random();
double[] B = new double[size * size];
for (int i = 0; i < size; i++)
{
for (int j = 0; j < size; j++)
{
B[i * size + j] = rnd.NextDouble();
}
}
double[] B0 = (double[])B.Clone();
int c = rnd.Next(size);
double[] newB = new double[size];
double[] tmp = new double[size];
for (int i = 0; i < size; i++)
{
newB[i] = rnd.NextDouble();
B[i * size + c] = newB[i];
//newB[i] = B[i, c];
}
Array.Copy(B0, Rawr.Mage.LU._U, size * size);
Mage.LU lu = new Rawr.Mage.LU(size);
fixed(double *U = Rawr.Mage.LU._U, sL = Rawr.Mage.LU.sparseL, column = Rawr.Mage.LU.column, column2 = Rawr.Mage.LU.column2)
fixed(int *P = Rawr.Mage.LU._P, Q = Rawr.Mage.LU._Q, LJ = Rawr.Mage.LU._LJ, sLI = Rawr.Mage.LU.sparseLI, sLstart = Rawr.Mage.LU.sparseLstart)
{
lu.BeginUnsafe(U, sL, P, Q, LJ, sLI, sLstart, column, column2);
lu.Decompose();
unsafe
{
fixed(double *nb = newB, t = tmp)
{
lu.FSolveL(nb, t);
double pivot;
lu.Update(t, c, out pivot);
}
}
}
for (int j = 0; j < size; j++)
{
// Ln...L0 B = P U Q
// left hand side
double[] L = new double[size];
for (int i = 0; i < size; i++)
{
L[i] = B[i * size + j];
}
for (int k = 0; k < lu.etaSize; k++)
{
if (k < size)
{
int row = Rawr.Mage.LU._LJ[k]; // we're updating using row, if element is zero we can skip
// b~ = b + eta (erow' b)
double f = L[row];
if (Math.Abs(f) >= 0.000001)
{
/*for (int i = 0; i < size; i++)
* {
* L[i] += f * lu._L[k * size + i];
* }*/
int maxi = Rawr.Mage.LU.sparseLstart[k + 1];
for (int i = Rawr.Mage.LU.sparseLstart[k]; i < maxi; i++)
{
L[Rawr.Mage.LU.sparseLI[i]] += f * Rawr.Mage.LU.sparseL[i];
}
}
}
else
{
int row = Rawr.Mage.LU._LJ[k]; // we're updating row element
double f = 0.0;
int maxi = Rawr.Mage.LU.sparseLstart[k + 1];
for (int i = Rawr.Mage.LU.sparseLstart[k]; i < maxi; i++)
{
f += L[Rawr.Mage.LU.sparseLI[i]] * Rawr.Mage.LU.sparseL[i];
}
L[row] += f;
}
}
// right hand side
double[] R = new double[size];
int jj = j;
for (jj = 0; jj < size; jj++)
{
if (Rawr.Mage.LU._Q[jj] == j)
{
break;
}
}
for (int i = 0; i < size; i++)
{
R[Rawr.Mage.LU._P[i]] = Rawr.Mage.LU._U[i * size + jj]; // DON'T CHANGE THIS!!! THIS IS HOW IT REALLY SHOULD BE!!!!1!!
}
for (int i = 0; i < size; i++)
{
Assert.AreEqual(L[i], R[i], 0.00001, "Size = " + size);
}
}
}