/// <summary>
/// Solves the system of equations for right hand side vector B.
/// </summary>
/// <param name="B"></param>
/// <param name="X"></param>
public void SolveLU(Vector B, Vector X)
{
if (_LU != null)
{
// Make a copy of B on X:
for (int i = 0; i < B.Length; i++)
{
X[i] = B[i];
}
// Solve the system A*X = B, overwriting B with X:
if (UseIntelMathKernel)
{
double[] _X = X.Data;
char[] trans = "No transponse".ToCharArray();
int one = 1;
IntelMathKernel.dgetrs(trans, ref _N, ref one, _LU, ref _N, _IPIV, _X, ref _N, ref _Info);
}
else
{
DGETRS _dgetrs = new DGETRS();
double[] _X = X.Data;
_dgetrs.Run("No transpose", _N, 1, _LU, 0, _N, _IPIV, 0, ref _X, 0, _N, ref _Info);
}
}
}
/// <summary>
/// Computes the LU and caches the results locally.
/// Either the native .NET library or Intel MKL is used.
/// </summary>
/// <param name="A"></param>
public void ComputeLU(Matrix A)
{
_N = A.RowCount;
_LU = (double[])A.Data.Clone();
_IPIV = new int[_N];
_Info = 0;
if (UseIntelMathKernel)
{
IntelMathKernel.dgetrf(ref _N, ref _N, _LU, ref _N, _IPIV, ref _Info);
}
else
{
DGETRF _dgetrf = new DGETRF();
_dgetrf.Run(_N, _N, ref _LU, 0, _N, ref _IPIV, 0, ref _Info);
}
}
public static bool Start()
{
Console.WriteLine("Testing LU decomposition");
int n = 3;
int info = 0;
int[] ipiv = new int[3];
Matrix Mtx = new Matrix(3);
Mtx[0, 0] = 1;
Mtx[0, 1] = 9;
Mtx[0, 2] = 5;
Mtx[1, 0] = 1;
Mtx[1, 1] = 3;
Mtx[1, 2] = 4;
Mtx[2, 0] = 5;
Mtx[2, 1] = 6;
Mtx[2, 2] = 7;
try
{
// Case 1
Console.WriteLine("Computing LU with MKL dgetrf...");
double[] A = (double[])Mtx.Data.Clone();
IntelMathKernel.dgetrf(ref n, ref n, A, ref n, ipiv, ref info);
// Case 2
Console.WriteLine("Computing LU with with .NET dgetrf...");
double[] B = (double[])Mtx.Data.Clone();
DGETRF _dgetrf = new DGETRF();
_dgetrf.Run(n, n, ref B, 0, n, ref ipiv, 0, ref info);
Console.WriteLine("Comparing results...");
for (int i = 0; i < 5; i++)
{
if (A[i] != B[i] || (B[i] > 0.0 & (A[i] - B[i]) / B[i] > 1E-5))
{
Console.WriteLine("TEST NOT PASSED");
return(false);
}
}
// Case 3
Console.WriteLine("Solving linear equations with MKL dgetrs...");
info = 0;
int nrhs = 1;
double[] R = new double[3];
R[0] = 1;
R[1] = 2;
R[2] = 5;
char[] trans = "No transponse".ToCharArray();
IntelMathKernel.dgetrs(trans, ref n, ref nrhs, A, ref n, ipiv, R, ref n, ref info);
Console.WriteLine("TEST PASSED");
return(true);
}
catch
{
Console.WriteLine("TEST NOT PASSED");
return(false);
}
}
