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@ -3,7 +3,9 @@ |
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// http://numerics.mathdotnet.com
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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// http://mathnetnumerics.codeplex.com
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// Copyright (c) 2009-2010 Math.NET
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//
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// Copyright (c) 2009-2013 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// files (the "Software"), to deal in the Software without
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@ -12,8 +14,10 @@ |
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// copies of the Software, and to permit persons to whom the
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// Software is furnished to do so, subject to the following
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// conditions:
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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@ -28,7 +32,7 @@ using System; |
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using System.Reflection; |
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using System.Reflection; |
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using MathNet.Numerics.LinearAlgebra; |
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using MathNet.Numerics.LinearAlgebra; |
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using MathNet.Numerics.LinearAlgebra.Single; |
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using MathNet.Numerics.LinearAlgebra.Single; |
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using MathNet.Numerics.LinearAlgebra.Single.Solvers.Preconditioners; |
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using MathNet.Numerics.LinearAlgebra.Single.Solvers; |
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using MathNet.Numerics.LinearAlgebra.Solvers; |
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using MathNet.Numerics.LinearAlgebra.Solvers; |
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using NUnit.Framework; |
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using NUnit.Framework; |
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@ -43,17 +47,17 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Precondit |
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/// <summary>
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/// <summary>
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/// The drop tolerance.
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/// The drop tolerance.
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/// </summary>
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/// </summary>
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private double _dropTolerance = 0.1; |
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double _dropTolerance = 0.1; |
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/// <summary>
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/// <summary>
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/// The fill level.
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/// The fill level.
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/// </summary>
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/// </summary>
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private double _fillLevel = 1.0; |
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double _fillLevel = 1.0; |
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/// <summary>
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/// <summary>
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/// The pivot tolerance.
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/// The pivot tolerance.
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/// </summary>
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/// </summary>
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private double _pivotTolerance = 1.0; |
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double _pivotTolerance = 1.0; |
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/// <summary>
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/// <summary>
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/// Setup default parameters.
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/// Setup default parameters.
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@ -73,7 +77,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Precondit |
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/// <param name="ilutp">Ilutp instance.</param>
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/// <param name="ilutp">Ilutp instance.</param>
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/// <param name="methodName">Method name.</param>
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/// <param name="methodName">Method name.</param>
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/// <returns>Result of the method invocation.</returns>
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/// <returns>Result of the method invocation.</returns>
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private static T GetMethod<T>(ILUTPPreconditioner ilutp, string methodName) |
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static T GetMethod<T>(ILUTPPreconditioner ilutp, string methodName) |
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{ |
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{ |
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var type = ilutp.GetType(); |
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var type = ilutp.GetType(); |
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var methodInfo = type.GetMethod( |
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var methodInfo = type.GetMethod( |
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@ -84,7 +88,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Precondit |
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new Type[0], |
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new Type[0], |
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null); |
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null); |
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var obj = methodInfo.Invoke(ilutp, null); |
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var obj = methodInfo.Invoke(ilutp, null); |
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return (T)obj; |
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return (T) obj; |
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} |
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} |
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/// <summary>
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/// <summary>
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@ -92,7 +96,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Precondit |
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/// </summary>
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/// </summary>
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/// <param name="ilutp">Ilutp instance.</param>
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/// <param name="ilutp">Ilutp instance.</param>
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/// <returns>Upper triangle.</returns>
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/// <returns>Upper triangle.</returns>
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private static SparseMatrix GetUpperTriangle(ILUTPPreconditioner ilutp) |
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static SparseMatrix GetUpperTriangle(ILUTPPreconditioner ilutp) |
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{ |
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{ |
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return GetMethod<SparseMatrix>(ilutp, "UpperTriangle"); |
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return GetMethod<SparseMatrix>(ilutp, "UpperTriangle"); |
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} |
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} |
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@ -102,7 +106,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Precondit |
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/// </summary>
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/// </summary>
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/// <param name="ilutp">Ilutp instance.</param>
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/// <param name="ilutp">Ilutp instance.</param>
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/// <returns>Lower triangle.</returns>
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/// <returns>Lower triangle.</returns>
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private static SparseMatrix GetLowerTriangle(ILUTPPreconditioner ilutp) |
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static SparseMatrix GetLowerTriangle(ILUTPPreconditioner ilutp) |
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{ |
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{ |
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return GetMethod<SparseMatrix>(ilutp, "LowerTriangle"); |
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return GetMethod<SparseMatrix>(ilutp, "LowerTriangle"); |
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} |
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} |
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@ -112,7 +116,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Precondit |
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/// </summary>
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/// </summary>
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/// <param name="ilutp">Ilutp instance.</param>
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/// <param name="ilutp">Ilutp instance.</param>
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/// <returns>Pivots array.</returns>
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/// <returns>Pivots array.</returns>
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private static int[] GetPivots(ILUTPPreconditioner ilutp) |
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static int[] GetPivots(ILUTPPreconditioner ilutp) |
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{ |
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{ |
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return GetMethod<int[]>(ilutp, "Pivots"); |
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return GetMethod<int[]>(ilutp, "Pivots"); |
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} |
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} |
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@ -122,7 +126,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Precondit |
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/// </summary>
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/// </summary>
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/// <param name="size">Matrix order.</param>
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/// <param name="size">Matrix order.</param>
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/// <returns>Reverse Unit matrix.</returns>
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/// <returns>Reverse Unit matrix.</returns>
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private static SparseMatrix CreateReverseUnitMatrix(int size) |
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static SparseMatrix CreateReverseUnitMatrix(int size) |
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{ |
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{ |
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var matrix = new SparseMatrix(size); |
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var matrix = new SparseMatrix(size); |
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for (var i = 0; i < size; i++) |
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for (var i = 0; i < size; i++) |
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@ -137,14 +141,14 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Precondit |
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/// Create preconditioner (internal)
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/// Create preconditioner (internal)
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/// </summary>
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/// </summary>
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/// <returns>Ilutp instance.</returns>
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/// <returns>Ilutp instance.</returns>
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private ILUTPPreconditioner InternalCreatePreconditioner() |
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ILUTPPreconditioner InternalCreatePreconditioner() |
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{ |
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{ |
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var result = new ILUTPPreconditioner |
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var result = new ILUTPPreconditioner |
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{ |
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{ |
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DropTolerance = _dropTolerance, |
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DropTolerance = _dropTolerance, |
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FillLevel = _fillLevel, |
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FillLevel = _fillLevel, |
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PivotTolerance = _pivotTolerance |
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PivotTolerance = _pivotTolerance |
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}; |
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}; |
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return result; |
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return result; |
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} |
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} |
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@ -169,7 +173,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Precondit |
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/// <param name="result">Result vector.</param>
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/// <param name="result">Result vector.</param>
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protected override void CheckResult(IPreconditioner<float> preconditioner, SparseMatrix matrix, Vector<float> vector, Vector<float> result) |
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protected override void CheckResult(IPreconditioner<float> preconditioner, SparseMatrix matrix, Vector<float> vector, Vector<float> result) |
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{ |
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{ |
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Assert.AreEqual(typeof(ILUTPPreconditioner), preconditioner.GetType(), "#01"); |
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Assert.AreEqual(typeof (ILUTPPreconditioner), preconditioner.GetType(), "#01"); |
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// Compute M * result = product
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// Compute M * result = product
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// compare vector and product. Should be equal
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// compare vector and product. Should be equal
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@ -177,7 +181,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Precondit |
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matrix.Multiply(result, product); |
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matrix.Multiply(result, product); |
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for (var i = 0; i < product.Count; i++) |
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for (var i = 0; i < product.Count; i++) |
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{ |
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{ |
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Assert.IsTrue(((double)vector[i]).AlmostEqual(product[i], -Epsilon.Magnitude()), "#02-" + i); |
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Assert.IsTrue(((double) vector[i]).AlmostEqual(product[i], -Epsilon.Magnitude()), "#02-" + i); |
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} |
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} |
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} |
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} |
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@ -241,11 +245,11 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Precondit |
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sparseMatrix[2, 1] = 8; |
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sparseMatrix[2, 1] = 8; |
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sparseMatrix[2, 2] = 9; |
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sparseMatrix[2, 2] = 9; |
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var ilu = new ILUTPPreconditioner |
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var ilu = new ILUTPPreconditioner |
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{ |
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{ |
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PivotTolerance = 0.0, |
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PivotTolerance = 0.0, |
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DropTolerance = 0, |
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DropTolerance = 0, |
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FillLevel = 10 |
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FillLevel = 10 |
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}; |
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}; |
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ilu.Initialize(sparseMatrix); |
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ilu.Initialize(sparseMatrix); |
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var l = GetLowerTriangle(ilu); |
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var l = GetLowerTriangle(ilu); |
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@ -274,7 +278,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Precondit |
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{ |
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{ |
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for (var j = 0; j < sparseMatrix.ColumnCount; j++) |
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for (var j = 0; j < sparseMatrix.ColumnCount; j++) |
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{ |
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{ |
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Assert.IsTrue(((double)sparseMatrix[i, j]).AlmostEqualInDecimalPlaces(original[i, j], 5), "#03-" + i + "-" + j); |
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Assert.IsTrue(((double) sparseMatrix[i, j]).AlmostEqualInDecimalPlaces(original[i, j], 5), "#03-" + i + "-" + j); |
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} |
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} |
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} |
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} |
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} |
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} |
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sparseMatrix[2, 1] = 8; |
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sparseMatrix[2, 1] = 8; |
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sparseMatrix[2, 2] = 9; |
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sparseMatrix[2, 2] = 9; |
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var ilu = new ILUTPPreconditioner |
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var ilu = new ILUTPPreconditioner |
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{ |
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{ |
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PivotTolerance = 1.0, |
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PivotTolerance = 1.0, |
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DropTolerance = 0, |
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DropTolerance = 0, |
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FillLevel = 10 |
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FillLevel = 10 |
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}; |
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}; |
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ilu.Initialize(sparseMatrix); |
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ilu.Initialize(sparseMatrix); |
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var l = GetLowerTriangle(ilu); |
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var l = GetLowerTriangle(ilu); |
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var u = GetUpperTriangle(ilu); |
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var u = GetUpperTriangle(ilu); |
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@ -317,7 +321,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Precondit |
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{ |
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{ |
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for (var j = 0; j < sparseMatrix.ColumnCount; j++) |
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for (var j = 0; j < sparseMatrix.ColumnCount; j++) |
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{ |
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{ |
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Assert.IsTrue(((double)sparseMatrix[i, j]).AlmostEqual(original[i, j], -Epsilon.Magnitude()), "#01-" + i + "-" + j); |
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Assert.IsTrue(((double) sparseMatrix[i, j]).AlmostEqual(original[i, j], -Epsilon.Magnitude()), "#01-" + i + "-" + j); |
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} |
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} |
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} |
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} |
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} |
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} |
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@ -332,11 +336,11 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Precondit |
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var newMatrix = CreateReverseUnitMatrix(Size); |
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var newMatrix = CreateReverseUnitMatrix(Size); |
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var vector = CreateStandardBcVector(Size); |
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var vector = CreateStandardBcVector(Size); |
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var preconditioner = new ILUTPPreconditioner |
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var preconditioner = new ILUTPPreconditioner |
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{ |
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{ |
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PivotTolerance = 1.0, |
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PivotTolerance = 1.0, |
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DropTolerance = 0, |
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DropTolerance = 0, |
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FillLevel = 10 |
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FillLevel = 10 |
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}; |
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}; |
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preconditioner.Initialize(newMatrix); |
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preconditioner.Initialize(newMatrix); |
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var result = new DenseVector(vector.Count); |
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var result = new DenseVector(vector.Count); |
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preconditioner.Approximate(vector, result); |
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preconditioner.Approximate(vector, result); |
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Christoph Ruegg
13 years ago