/// <summary>
/// Notifies the strategy that a fill-in has been created
/// </summary>
/// <param name="matrix">The matrix.</param>
/// <param name="fillin">The fill-in.</param>
/// <exception cref="ArgumentNullException">
/// Thrown if <paramref name="matrix"/> or <paramref name="fillin"/> is <c>null</c>.
/// </exception>
public void CreateFillin(ISparseMatrix <T> matrix, ISparseMatrixElement <T> fillin)
{
matrix.ThrowIfNull(nameof(matrix));
fillin.ThrowIfNull(nameof(fillin));
if (_markowitzProduct == null)
{
return;
}
// Update the markowitz row count
int index = fillin.Row;
_markowitzRow[index]++;
_markowitzProduct[index] =
Math.Min(_markowitzRow[index] * _markowitzColumn[index], _maxMarkowitzCount);
if (_markowitzRow[index] == 1 && _markowitzColumn[index] != 0)
{
Singletons--;
}
// Update the markowitz column count
index = fillin.Column;
_markowitzColumn[index]++;
_markowitzProduct[index] =
Math.Min(_markowitzRow[index] * _markowitzColumn[index], _maxMarkowitzCount);
if (_markowitzRow[index] != 0 && _markowitzColumn[index] == 1)
{
Singletons--;
}
}
/// <summary>
/// This method will check whether or not a pivot element is valid or not.
/// It checks for the submatrix right/below of the pivot.
/// </summary>
/// <param name="pivot">The pivot candidate.</param>
/// <param name="max">The maximum index that a pivot can have.</param>
/// <returns>
/// True if the pivot can be used.
/// </returns>
/// <exception cref="ArgumentNullException">Thrown if <paramref name="pivot"/> is <c>null</c>.</exception>
public bool IsValidPivot(ISparseMatrixElement <T> pivot, int max)
{
pivot.ThrowIfNull(nameof(pivot));
if (pivot.Row > max || pivot.Column > max)
{
return(false);
}
// Get the magnitude of the current pivot
var magnitude = Magnitude(pivot.Value);
// Search for the largest element below the pivot
var element = pivot.Below;
var largest = 0.0;
while (element != null && element.Row <= max)
{
largest = Math.Max(largest, Magnitude(element.Value));
element = element.Below;
}
// Check the validity
if (largest * RelativePivotThreshold < magnitude)
{
return(true);
}
return(false);
}
/// <summary>
/// Moves a chosen pivot to the diagonal.
/// </summary>
/// <param name="pivot">The pivot element.</param>
/// <param name="step">The current step of factoring.</param>
/// <exception cref="ArgumentNullException">Thrown if <paramref name="pivot"/> is <c>null</c>.</exception>
protected void MovePivot(ISparseMatrixElement <T> pivot, int step)
{
pivot.ThrowIfNull(nameof(pivot));
Parameters.MovePivot(Matrix, Vector, pivot, step);
// Move the pivot in the matrix
SwapRows(pivot.Row, step);
SwapColumns(pivot.Column, step);
// Update the pivoting strategy
Parameters.Update(Matrix, pivot, Size - PivotSearchReduction);
}
/// <summary>
/// Update the strategy after the pivot was moved.
/// </summary>
/// <param name="matrix">The matrix.</param>
/// <param name="pivot">The pivot element.</param>
/// <param name="limit">The maximum row/column for pivots.</param>
/// <exception cref="ArgumentNullException">
/// Thrown if <paramref name="matrix"/> or <paramref name="pivot"/> is <c>null</c>.
/// </exception>
public void Update(ISparseMatrix <T> matrix, ISparseMatrixElement <T> pivot, int limit)
{
matrix.ThrowIfNull(nameof(matrix));
pivot.ThrowIfNull(nameof(pivot));
// If we haven't setup, just skip
if (_markowitzProduct == null)
{
return;
}
// Go through all elements below the pivot. If they exist, then we can subtract 1 from the Markowitz row vector!
for (var column = pivot.Below; column != null && column.Row <= limit; column = column.Below)
{
var row = column.Row;
// Update the Markowitz product
_markowitzProduct[row] -= _markowitzColumn[row];
--_markowitzRow[row];
// If we reached 0, then the row just turned to a singleton row
if (_markowitzRow[row] == 0)
{
Singletons++;
}
}
// go through all elements right of the pivot. For every element, we can subtract 1 from the Markowitz column vector!
for (var row = pivot.Right; row != null && row.Column <= limit; row = row.Right)
{
var column = row.Column;
// Update the Markowitz product
_markowitzProduct[column] -= _markowitzRow[column];
--_markowitzColumn[column];
// If we reached 0, then the column just turned to a singleton column
// This only adds a singleton if the row wasn't detected as a singleton row first
if (_markowitzColumn[column] == 0 && _markowitzRow[column] != 0)
{
Singletons++;
}
}
}
/// <summary>
/// Move the pivot to the diagonal for this elimination step.
/// </summary>
/// <param name="matrix">The matrix.</param>
/// <param name="rhs">The right-hand side vector.</param>
/// <param name="pivot">The pivot element.</param>
/// <param name="eliminationStep">The elimination step.</param>
/// <remarks>
/// This is done by swapping the rows and columns of the diagonal and that of the pivot.
/// </remarks>
/// <exception cref="ArgumentNullException">
/// Thrown if <paramref name="matrix"/>, <paramref name="rhs"/> or <paramref name="pivot"/> is <c>null</c>.
/// </exception>
public void MovePivot(ISparseMatrix <T> matrix, ISparseVector <T> rhs, ISparseMatrixElement <T> pivot, int eliminationStep)
{
matrix.ThrowIfNull(nameof(matrix));
rhs.ThrowIfNull(nameof(rhs));
pivot.ThrowIfNull(nameof(pivot));
// If we haven't setup, just skip
if (_markowitzProduct == null)
{
return;
}
int oldProduct;
var row = pivot.Row;
var col = pivot.Column;
// If the pivot is a singleton, then we just consumed it
if (_markowitzProduct[row] == 0 || _markowitzProduct[col] == 0)
{
Singletons--;
}
// Exchange rows
if (row != eliminationStep)
{
// Swap row Markowitz numbers
var tmp = _markowitzRow[row];
_markowitzRow[row] = _markowitzRow[eliminationStep];
_markowitzRow[eliminationStep] = tmp;
// Update the Markowitz product
oldProduct = _markowitzProduct[row];
_markowitzProduct[row] = _markowitzRow[row] * _markowitzColumn[row];
if (oldProduct == 0)
{
if (_markowitzProduct[row] != 0)
{
Singletons--;
}
}
else
{
if (_markowitzProduct[row] == 0)
{
Singletons++;
}
}
}
// Exchange columns
if (col != eliminationStep)
{
// Swap column Markowitz numbers
var tmp = _markowitzColumn[col];
_markowitzColumn[col] = _markowitzColumn[eliminationStep];
_markowitzColumn[eliminationStep] = tmp;
// Update the Markowitz product
oldProduct = _markowitzProduct[col];
_markowitzProduct[col] = _markowitzRow[col] * _markowitzColumn[col];
if (oldProduct == 0)
{
if (_markowitzProduct[col] != 0)
{
Singletons--;
}
}
else
{
if (_markowitzProduct[col] == 0)
{
Singletons++;
}
}
}
// Also update the moved pivot
oldProduct = _markowitzProduct[eliminationStep];
_markowitzProduct[eliminationStep] = _markowitzRow[eliminationStep] * _markowitzColumn[eliminationStep];
if (oldProduct == 0)
{
if (_markowitzProduct[eliminationStep] != 0)
{
Singletons--;
}
}
else
{
if (_markowitzProduct[eliminationStep] == 0)
{
Singletons++;
}
}
}
