public static double rhoDinvA(MsrMatrix A, out MsrMatrix DinvA)
{
double rho;
// extract diagonal matrix
double[] Diag = A.GetDiagVector();
int n = Diag.Length;
// % form (D^-1) A
//Diag = spdiags(1./Diag, 0, n, n);
//DinvA = Diag*A;
DinvA = new MsrMatrix(A.RowPartitioning, A.ColPartition);
int i0 = A.RowPartitioning.i0;
int Lr;
int[] ColumnIdx = null;
double[] Values = null;
for (int i = 0; i < n; i++)
{
Lr = A.GetRow(i + i0, ref ColumnIdx, ref Values);
for (int k = 0; k < Lr; k++)
{
Values[k] *= 1.0 / Diag[i];
}
DinvA.SetRow(i + i0, ColumnIdx, Values, Lr);
}
#if DEBUG
for (int i = 0; i < n; i++)
{
Debug.Assert(Math.Abs(1.0 - DinvA[i + i0, i + i0]) < BLAS.MachineEps * 10);
}
#endif
// estimate the largest eigen value from Arnoldi iteration
int kk = 20;
var rand = new Random(0);
double[] v0 = n.ForLoop(i => rand.NextDouble());
double[][] V; double[,] H; int kact;
arnoldi(out V, out H, out kact, DinvA, v0, kk, false);
kk = Math.Min(H.GetLength(0), H.GetLength(1));
H = H.GetSubMatrix(0, kk, 0, kk);
rho = MaxAbsEigen(H);
return(rho);
}
/// <summary>
/// converts an arbitrary mutable matrix to an <see cref="MsrMatrix"/>.
/// </summary>
/// <param name="M"></param>
/// <returns></returns>
static public MsrMatrix ToMsrMatrix(this IMutableMatrixEx M)
{
using (new FuncTrace()) {
MsrMatrix R = new MsrMatrix(M.RowPartitioning, M.ColPartition);
int[] col = null;
double[] val = null;
int i0 = (int)R.RowPartitioning.i0, L = R.RowPartitioning.LocalLength;
for (int i = 0; i < L; i++)
{
int iRow = i0 + i;
int Lr = M.GetRow(iRow, ref col, ref val);
R.SetRow(iRow, col, val, Lr);
}
return(R);
}
}