private static void TestSystemSolution(LinearAlgebraProviderChoice providers)
{
TestSettings.RunMultiproviderTest(providers, delegate()
{
// invertible
var A1 = TriangularUpper.CreateFromArray(UpperInvertible10by10.Matrix);
var b1 = Vector.CreateFromArray(UpperInvertible10by10.Rhs);
var x1Expected = Vector.CreateFromArray(UpperInvertible10by10.Lhs);
Vector x1Computed = A1.SolveLinearSystem(b1);
comparer.AssertEqual(x1Expected, x1Computed);
// singular
var A2 = TriangularUpper.CreateFromArray(UpperSingular10by10.Matrix);
var b2 = Vector.CreateFromArray(UpperSingular10by10.Rhs);
var x2Expected = Vector.CreateFromArray(UpperSingular10by10.Lhs);
Vector x2Computed = A2.SolveLinearSystem(b2);
Assert.False(comparer.AreEqual(x2Expected, x2Computed));
// invertible - solve transposed (forward substitution)
Matrix A3 = Matrix.CreateFromArray(UpperInvertible10by10.Matrix).Invert().Transpose();
Vector x3Expected = A3 * b1;
Vector x3Computed = A1.SolveLinearSystem(b1, true);
comparer.AssertEqual(x3Expected, x3Computed);
});
}
private static void TestIndefiniteSystem(LinearAlgebraProviderChoice providers)
{
TestSettings.RunMultiproviderTest(providers, delegate()
{
(Matrix A, Vector b, Vector xExpected, IPreconditioner M) = DiagonalIndefinite.BuildIndefiniteSystem(20);
var builder = new CGAlgorithm.Builder();
builder.ResidualTolerance = 1E-6;
builder.MaxIterationsProvider = new PercentageMaxIterationsProvider(1.0);
var cg = builder.Build();
Vector xComputed = Vector.CreateZero(A.NumRows);
IterativeStatistics stats = cg.Solve(A, b, xComputed, true);
Assert.False(comparer.AreEqual(xExpected, xComputed));
});
}
private static void TestSystemSolution(LinearAlgebraProviderChoice providers)
{
TestSettings.RunMultiproviderTest(providers, delegate()
{
// invertible
var A1 = TriangularLower.CreateFromArray(LowerInvertible10by10.Matrix);
var b1 = Vector.CreateFromArray(LowerInvertible10by10.Rhs);
var x1Expected = Vector.CreateFromArray(LowerInvertible10by10.Lhs);
Vector x1Computed = A1.SolveLinearSystem(b1);
comparer.AssertEqual(x1Expected, x1Computed);
// singular
var A2 = TriangularLower.CreateFromArray(LowerSingular10by10.Matrix);
var b2 = Vector.CreateFromArray(LowerSingular10by10.Rhs);
var x2Expected = Vector.CreateFromArray(LowerSingular10by10.Lhs);
Vector x2Computed = A2.SolveLinearSystem(b2);
Assert.False(comparer.AreEqual(x2Expected, x2Computed));
});
}
private static void TestRandomMatrix()
{
// Create the random matrix and write it to a temporary file
DokSymmetric originalMatrix = RandomUtilities.CreateRandomMatrix(1000, 0.2);
var coordinateWriter = new CoordinateTextFileWriter();
coordinateWriter.NumericFormat = new ExponentialFormat {
NumDecimalDigits = 10
};
string tempFile = "temp.txt";
coordinateWriter.WriteToFile(originalMatrix, tempFile);
// Read the temporary file and compare it with the generated matrix
var reader = new CoordinateTextFileReader();
DokSymmetric readMatrix = reader.ReadFileAsDokSymmetricColMajor(tempFile);
bool success = comparer.AreEqual(originalMatrix, readMatrix);
// Clean up
File.Delete(tempFile);
Assert.True(success);
}