static void doSparsecholesky(mosek.Env env,
int n,
int[] anzc,
int[] asubc,
long[] aptrc,
double[] avalc,
out int[] perm,
out double[] diag,
out int[] lnzc,
out long[] lptrc,
out long lensubnval,
out int[] lsubc,
out double[] lvalc)
{
const int multiworker = 0;
const int order_meth = 1;
double tolsingular = 1.0e-14;
env.computesparsecholesky(multiworker,
order_meth,
tolsingular,
anzc,
aptrc,
asubc,
avalc,
out perm,
out diag,
out lnzc,
out lptrc,
out lensubnval,
out lsubc,
out lvalc);
Console.WriteLine("L and D. Length={0}\n", lensubnval);
for (int i = 0; i < n; ++i)
{
Console.Write("{0} perm={1} diag={2}:", i, perm[i], diag[i]);
for (int s = 0; s < lnzc[i]; ++s)
{
Console.Write(" {0}[{1}]", lvalc[lptrc[i] + s], lsubc[lptrc[i] + s]);
}
Console.Write("\n");
}
}
public static void Main()
{
/* Create the mosek environment. */
using (mosek.Env env = new mosek.Env())
{
{
//Example from the manual
//Observe that anzc, aptrc, asubc and avalc only specify the lower triangular part.
const int n = 4;
int[] anzc = { 4, 1, 1, 1 };
int[] asubc = { 0, 1, 2, 3, 1, 2, 3 };
long[] aptrc = { 0, 4, 5, 6 };
double[] avalc = { 4.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0 };
double[] b = { 13.0, 3.0, 4.0, 5.0 };
int[] perm, lnzc, lsubc;
long lensubnval;
double[] diag, lvalc;
long[] lptrc;
env.computesparsecholesky(0, //Disable multithreading
1, //Apply reordering heuristic
1.0e-14, //Singularity tolerance
anzc, aptrc, asubc, avalc,
out perm, out diag,
out lnzc, out lptrc, out lensubnval, out lsubc, out lvalc);
printsparse(n, perm, diag, lnzc, lptrc, lensubnval, lsubc, lvalc);
/* Permuted b is stored as x. */
double[] x = new double[n];
for (int i = 0; i < n; i++)
{
x[i] = b[perm[i]];
}
/*Compute inv(L)*x.*/
env.sparsetriangularsolvedense(mosek.transpose.no, lnzc, lptrc, lsubc, lvalc, x);
/*Compute inv(L^T)*x.*/
env.sparsetriangularsolvedense(mosek.transpose.yes, lnzc, lptrc, lsubc, lvalc, x);
Console.Write("\nSolution A x = b, x = [ ");
for (int i = 0; i < n; i++)
{
for (int j = 0; j < n; j++)
{
if (perm[j] == i)
{
Console.Write("{0} ", x[j]);
}
}
}
Console.WriteLine("]\n");
}
{
const int n = 3;
int[] anzc = { 3, 2, 1 };
int[] asubc = { 0, 1, 2, 1, 2, 2 };
long[] aptrc = { 0, 3, 5, };
double[] avalc = { 1.0, 1.0, 1.0, 1.0, 1.0, 1.0 };
int[] perm, lnzc, lsubc;
long lensubnval;
double[] diag, lvalc;
long[] lptrc;
env.computesparsecholesky(0, //Disable multithreading
1, //Apply reordering heuristic
1.0e-14, //Singularity tolerance
anzc, aptrc, asubc, avalc,
out perm, out diag,
out lnzc, out lptrc, out lensubnval, out lsubc, out lvalc);
printsparse(n, perm, diag, lnzc, lptrc, lensubnval, lsubc, lvalc);
}
}
}