public void SolveGETest()
{
const int N = 50;
var a = new SparseDoubleMatrix(N, N);
for (int i = 0; i < N; i++)
{
a[i, i] = 1;
}
// Apply random rotations around each pair of axes. This will keep det(A) ~ 1
var rand = new Random();
for (int i = 0; i < N; i++)
{
for (int j = i + 1; j < N; j++)
{
double angle = rand.NextDouble() * 2 * Math.PI;
var r = new SparseDoubleMatrix(N, N);
for (int k = 0; k < N; k++)
{
r[k, k] = 1;
}
r[i, i] = r[j, j] = Math.Cos(angle);
r[i, j] = Math.Sin(angle);
r[j, i] = -Math.Sin(angle);
a = a * r;
}
}
var ainit = a.Clone();
// Generate random vector
var b = new DoubleVector(N);
for (int i = 0; i < N; i++)
{
b[i] = rand.NextDouble();
}
var binit = b.Clone();
// Solve system
var solver = new GaussianEliminationSolver();
var sw = new Stopwatch();
sw.Start();
var x = solver.SolveDestructive(a, b.GetInternalData());
sw.Stop();
Trace.WriteLine("Gaussian elimination took: " + sw.ElapsedTicks);
// Put solution into system
var b2 = ainit * x;
// Verify result is the same
Assert.IsTrue(VectorMath.LInfinityNorm(binit, b2) < 1e-6);
}
public void SolverCoreTest2d()
{
var a = new double[][] {
new double[] { 2, 1 },
new double[] { -1, 1 }
};
var b = new double[] { 1, -2 };
var x = new double[2];
solver.SolveDestructive(new MatrixWrapperStructForLeftSpineJaggedArray <double>(a, 2, 2), b, x);
var answer = new double[] { 1, -1 };
Assert.IsTrue(VectorMath.LInfinityNorm(x, answer) < 1e-10);
}
public void SolverCoreTest3d()
{
var a = new double[][] {
new double[] { 2, 1, -1 },
new double[] { -3, -1, 2 },
new double[] { -2, 1, 2 }
};
var b = new double[] { 8, -11, -3 };
var x = new double[3];
solver.SolveDestructive(new MatrixWrapperStructForLeftSpineJaggedArray <double>(a, 3, 3), b, x);
var answer = new DoubleVector(3)
{
[0] = 2, [1] = 3, [2] = -1
};
Assert.IsTrue(VectorMath.LInfinityNorm(x, answer) < 1e-10);
}
public void SolverCoreTestMatrixNd()
{
const int N = 50;
var a = new DoubleMatrix(N, N);
// Make matrix diagonal
for (int i = 0; i < N; i++)
{
a[i, i] = 1;
}
// Apply random rotations around each pair of axes. This will keep det(A) ~ 1
var rand = new Random();
for (int i = 0; i < N; i++)
{
for (int j = i + 1; j < N; j++)
{
double angle = rand.NextDouble() * 2 * Math.PI;
var r = new DoubleMatrix(N, N);
for (int k = 0; k < N; k++)
{
r[k, k] = 1;
}
r[i, i] = r[j, j] = Math.Cos(angle);
r[i, j] = Math.Sin(angle);
r[j, i] = -Math.Sin(angle);
a = a * r;
}
}
// Generate random vector
var b = DoubleVector.Zeros(N);
for (int i = 0; i < N; i++)
{
b[i] = rand.NextDouble();
}
// Solve system
var sw = new Stopwatch();
sw.Start();
var x = solver.Solve(a, b, (len) => new DoubleVector(len));
sw.Stop();
Trace.WriteLine("Gaussian elimination took: " + sw.ElapsedTicks);
// Solve system
sw.Start();
var x2 = solver.Solve(a, b, (l) => new DoubleVector(l));
sw.Stop();
Trace.WriteLine("Jama solve elimination took: " + sw.ElapsedTicks);
Trace.WriteLine("Difference is " + VectorMath.LInfinityNorm(x, x2));
// Put solution into system
var b2 = a * x;
// Verify result is the same
Assert.IsTrue(VectorMath.LInfinityNorm(b, b2) < 1e-6);
}