Changeset 151dc42 in tol

Timestamp:

Feb 3, 2009, 9:21:19 AM (18 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

1941-docker-image-to-test, devel, master

Children:

f84924c

Parents:

1918f9c

Message:

New argument forceNaturalOrder in CholeskiFactor
CHOLMOD API for choleski solve treat P and Pt as products instaed of linear sistem solvers

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@566 be4846ae-f051-483a-831f-b64e7d08527f

Location:

tol_tests/tol/LinearAlgebra/vmatrix

Files:

• test_0003/test.tol (modified) (2 diffs)
• test_0004/test.tol (modified) (9 diffs)
• test_0005/performance.tol (modified) (1 diff)
• test_0005/test.tol (modified) (2 diffs)
• test_0007/test.tol (modified) (5 diffs)

tol_tests/tol/LinearAlgebra/vmatrix/test_0003/test.tol

@@ -29 +29 @@
   Matrix B_ = VMat2Mat(B);
   
-  VMatrix PB = CholeskiSolve(L.factor,B,"P");
+  VMatrix PB = CholeskiSolve(L.factor,B,"Pt");
   Matrix PB_ = VMat2Mat(PB);
 
-  VMatrix PtPB = CholeskiSolve(L.factor,PB,"Pt");
+  VMatrix PtPB = CholeskiSolve(L.factor,PB,"P");
   Matrix PtPB_ = VMat2Mat(PtPB);
   
@@ -39 +39 @@
   VMatrix L       = Convert(L.factor,"Cholmod.R.Sparse"); 
   Matrix  L_      = VMat2Mat(L);
-  VMatrix PtL     = CholeskiSolve(L.factor,L,"Pt");
+  VMatrix PtL     = CholeskiSolve(L.factor,L,"P");
   Matrix  PtL_    = VMat2Mat(PtL);
   VMatrix PtLLtP  = MMtSqr(PtL);

tol_tests/tol/LinearAlgebra/vmatrix/test_0004/test.tol

@@ -63 +63 @@
 
 
-  Real   m      = IntRand(150, 150);
+  Real   m      = IntRand(10, 10);
   
   Real   p1     = IntRand(1,3);
@@ -70 +70 @@
   Polyn  ma1    = RandStationary(q1);
   
-  Real   p7     = 1*IntRand(1,1);
+  Real   p7     = 0*IntRand(1,1);
   Polyn  ar7    = RandStationary(p7,7);
   Real   q7     = 0*IntRand(1,3);
@@ -122 +122 @@
   WriteLn("quality.L_theta_m_ = "<<quality.L_theta_m_);
 
-  
 //Sparse Choleski of large length m
   VMatrix cov_arma_m = Pol2VMat(ARMAGamma(ar,ma,m), m, m);
@@ -128 +127 @@
   WriteLn("quality.cov_arma_m = "<<quality.cov_arma_m);
 
-  VMatrix L_arma_m.1   = CholeskiFactor(cov_arma_m,"X");
+  VMatrix L_arma_m.1   = CholeskiFactor(cov_arma_m,"X",False);
   Real quality.L_arma_m.1 = 1-MatMax(Abs(VMat2Mat(L_arma_m.1)-L_arma_m_));
   WriteLn("quality.L_arma_m.1 = "<<quality.L_arma_m.1);
 
-  VMatrix Li_arma_m.1  = CholeskiSolve(L_arma_m.1,Eye(m),"L");
+  VMatrix Li_arma_m.1  = CholeskiSolve(L_arma_m.1,Eye(m),"PtL");
   VMatrix Lis_arma_m.1 = Convert(Li_arma_m.1,"Cholmod.R.Sparse");
   Real quality.Li_arma_m.1 = 1-MatMax(Abs(VMat2Mat(Li_arma_m.1)-Li_arma_m_));
@@ -141 +140 @@
   WriteLn("quality.cov_ar_m = "<<quality.cov_ar_m);
 
-  VMatrix L_ar_m   = CholeskiFactor(cov_ar_m,"X");
+  VMatrix L_ar_m   = CholeskiFactor(cov_ar_m,"X",False);
   Real quality.L_ar_m = 1-MatMax(Abs(VMat2Mat(L_ar_m)-L_ar_m_));
   WriteLn("quality.L_ar_m = "<<quality.L_ar_m);
 
-  VMatrix Li_ar_m.1  = CholeskiSolve(L_ar_m,Eye(m),"L");
+  VMatrix Li_ar_m.1  = CholeskiSolve(L_ar_m,Eye(m),"PtL");
   Matrix VMat2Mat(Li_ar_m.1);
   Real quality.Li_ar_m.1 = 1-MatMax(Abs(VMat2Mat(Li_ar_m.1)-Li_ar_m_));
@@ -156 +155 @@
   WriteLn("quality.cov_theta_m.1 = "<<quality.cov_theta_m.1);
 
-  VMatrix L_theta_m.1 = CholeskiFactor(cov_theta_m.1,"X");
+  VMatrix L_theta_m.1 = CholeskiFactor(cov_theta_m.1,"X",False);
 
 //Sparse Choleski of short length n
@@ -167 +166 @@
   WriteLn("quality.cov_ar_n = "<<quality.cov_ar_n);
 
-  VMatrix L_ar_n   = CholeskiFactor(cov_ar_n,"X");
+  VMatrix L_ar_n   = CholeskiFactor(cov_ar_n,"X",False);
   Real quality.L_ar_n = 1-MatMax(Abs(VMat2Mat(L_ar_n)-L_ar_n_));
   WriteLn("quality.L_ar_n = "<<quality.L_ar_n);
 
-  VMatrix Li_ar_n  = CholeskiSolve(L_ar_n,Eye(n),"L");
+  VMatrix Li_ar_n  = CholeskiSolve(L_ar_n,Eye(n),"PtL");
   Real quality.Li_ar_n = 1-MatMax(Abs(VMat2Mat(Li_ar_n)-Li_ar_n_));
   WriteLn("quality.Li_ar_n = "<<quality.Li_ar_n);
@@ -186 +185 @@
   WriteLn("quality.Li_ar_m = "<<quality.Li_ar_m);
 
-  VMatrix L_theta_m = CholeskiFactor(cov_theta_m,"X");
+  VMatrix L_theta_m = CholeskiFactor(cov_theta_m,"X",True);
   VMatrix Ls_theta_m = Convert(L_theta_m,"Cholmod.R.Sparse");
   Matrix VMat2Mat(Ls_theta_m);
@@ -192 +191 @@
   WriteLn("quality.Ls_theta_m = "<<quality.Ls_theta_m);
 
-  VMatrix Li_arma_m  = CholeskiSolve(L_theta_m,Li_ar_m,"L");
+  VMatrix Li_arma_m  = CholeskiSolve(L_theta_m,Li_ar_m,"PtL");
   Matrix VMat2Mat(Li_arma_m);
   Real quality.L_arma_m = 1-VMatMax(Abs(Li_arma_m-Lis_arma_m.1));

tol_tests/tol/LinearAlgebra/vmatrix/test_0005/performance.tol

@@ -94 +94 @@
   {
     Set For(2,repeatSolv,Real(Real k) 
-    { VMatrix CholeskiSolve(L,Xty,"LLt"); 1 });
-    Drop(CholeskiSolve(L,Xty,"LLt"),1.E-15)
+    { VMatrix CholeskiSolve(L,Xty,"PtLLtP"); 1 });
+    Drop(CholeskiSolve(L,Xty,"PtLLtP"),1.E-15)
   };
   Real tSolv = (Copy(Time)-t0)/repeatSolv;

tol_tests/tol/LinearAlgebra/vmatrix/test_0005/test.tol

@@ -63 +63 @@
 
   WriteLn("TRACE 10 "+Time);
-  VMatrix b3.1 = CholeskiSolve(L2,Xty,  "P");
+  VMatrix b3.1 = CholeskiSolve(L2,Xty,  "Pt");
   VMatrix b3.2 = CholeskiSolve(L2,b3.1, "L");
   VMatrix b3.3 = CholeskiSolve(L2,b3.2, "Lt");
-  VMatrix b3   = CholeskiSolve(L2,b3.3, "Pt");
+  VMatrix b3   = CholeskiSolve(L2,b3.3, "P");
   Matrix _b3   = VMat2Mat(b3);
   Real b3.quality   = 1-MatMax(Abs(_b-_b3));
@@ -78 +78 @@
 
   WriteLn("TRACE 12 "+Time);
-  VMatrix PXtX  = CholeskiSolve(L2, XtX, "P");
+  VMatrix PXtX  = CholeskiSolve(L2, XtX,  "Pt");
   VMatrix L_2t  = CholeskiSolve(L2, PXtX, "L");
   VMatrix L_2   = Tra(L_2t);

tol_tests/tol/LinearAlgebra/vmatrix/test_0007/test.tol

@@ -40 +40 @@
 Matrix  COV_ = VMat2Mat(COV);
 WriteLn("TRACE 3");
-VMatrix factor  = CholeskiFactor(COV,"X");
+VMatrix factor  = CholeskiFactor(COV,"X",False);
 
 VMatrix B = Mat2VMat(DifEq(1/(1-B),Rand(m,1,1,1),Rand(0,0,0,0),Col(0)));
@@ -65 +65 @@
 Matrix VMat2Mat(LLiB);
 
-VMatrix PtL = CholeskiSolve(factor, Ls, "Pt");
+VMatrix PtL = CholeskiSolve(factor, Ls, "P");
 VMatrix PtLLtP.1 = MMtSqr(PtL);
 Matrix VMat2Mat(PtLLtP.1);
@@ -75 +75 @@
 
 
-
 Matrix  L_ = Choleski(COV_);
 Matrix  Li = LTInverse(L_);
@@ -82 +81 @@
 WriteLn("TRACE 6 quality.3="<<quality.3);
 
-VMatrix LLtP = CholeskiSolve(factor, COV, "Pt");
-Matrix VMat2Mat(LLtP);
-VMatrix LtP  = CholeskiSolve(factor, LLtP, "L");
-Matrix VMat2Mat(LtP);
-VMatrix LtP_  = (CholeskiSolve(factor, COV, "PtL")+m)-m;
-Matrix VMat2Mat(LtP_);
+
+VMatrix LtP      = CholeskiSolve(factor, COV, "PtL");
 VMatrix PtLLtP.2 = MtMSqr(LtP);
 Matrix VMat2Mat(PtLLtP.2);
@@ -93 +88 @@
 WriteLn("TRACE 7 quality.4="<<quality.4);
 
-//VMatrix E  = CholeskiSolve(factor,Z,"PtL");
-VMatrix E  = CholeskiSolve(factor,CholeskiSolve(factor,Z,"Pt"),"L");
+VMatrix E  = CholeskiSolve(factor,Z,"PtL");
 Matrix VMat2Mat(Z-PtL*E);
 Real quality.5 = 1-VMatMax(Abs(Z-PtL*E));