private static void TestSystemSolution1()
{
Skip.IfNot(TestSettings.TestSuiteSparse, TestSettings.MessageWhenSkippingSuiteSparse);
// Define linear system
var rhs = Vector.CreateFromArray(new double[] { 6.0, 14.0, 11.0, 12.0 });
var solutionExpected = Vector.CreateFromArray(new double[] { 1.0, 1.0, 1.0, 1.0 });
var matrixDOK = DokSymmetric.CreateEmpty(4);
matrixDOK[0, 0] = 4.0; matrixDOK[0, 2] = 2.0;
matrixDOK[1, 1] = 10.0; matrixDOK[1, 2] = 1.0; matrixDOK[1, 3] = 3.0;
matrixDOK[2, 2] = 8.0;
matrixDOK[3, 3] = 9.0;
SymmetricCscMatrix matrixCSC = matrixDOK.BuildSymmetricCscMatrix(true);
//const int n = 4;
//const int nnz = 7;
//int[] colOffsets = new int[n + 1] { 0, 1, 2, 5, nnz };
//int[] rowIndices = new int[nnz] { 0, 1, 0, 1, 2, 1, 3 };
//double[] values = new double[nnz] { 4.0, 10.0, 2.0, 1.0, 8.0, 3.0, 9.0 };
//SymmetricCSC matrixCSC = new SymmetricCSC(values, rowIndices, colOffsets, false);
//Solve it using SuiteSparse
using (var factor = CholeskySuiteSparse.Factorize(matrixCSC, true))
{
Vector solution = factor.SolveLinearSystem(rhs);
comparer.AssertEqual(solutionExpected, solution);
}
}
public static void MemoryConsumptionDebugging()
{
int order = 100000;
int bandwidth = 200;
for (int rep = 0; rep < 10; ++rep)
{
var dok = DokSymmetric.CreateEmpty(order);
for (int i = 0; i < order; ++i)
{
dok[i, i] = 10.0;
if (i >= bandwidth)
{
dok[i - bandwidth, i] = 1.0;
}
else
{
dok[0, i] = 1.0;
}
}
dok[0, 0] = 10.0;
SymmetricCscMatrix matrix = dok.BuildSymmetricCscMatrix(true);
var rhs = Vector.CreateWithValue(order, 2.0);
var solution = Vector.CreateZero(order);
using (var factorization = CholeskySuiteSparse.Factorize(matrix, true))
{
factorization.SolveLinearSystem(rhs, solution);
}
}
}
/// <summary>
/// Performs the Cholesky factorization: A = L * L^T of a symmetric positive definite matrix A.
/// Only the upper triangle of the original matrix is required and is provided in symmetric CSC format.
/// </summary>
/// <param name="matrix">The matrix in symmetric (only upper triangle) CSC format.</param>
/// <exception cref="IndefiniteMatrixException">Thrown if the original matrix is not positive definite.</exception>
public static CholeskyCSparseNet Factorize(SymmetricCscMatrix matrix)
=> Factorize(matrix.NumColumns, matrix.NumNonZerosUpper, matrix.RawValues, matrix.RawRowIndices,
matrix.RawColOffsets);
