VB Sparse Factorization Example

Imports CenterSpace.NMath.Core


Namespace CenterSpace.NMath.Examples.VisualBasic

  A .NET example in Visual Basic showing how to solve a symmetric sparse linear system using the 
  DoubleSparseSymFact class.
  Module SparseFactorizationExample

    Sub Main()

      Dim Values As New Dictionary(Of IntPair, Double)()
      Values.Add(New IntPair(0, 0), 7)
      Values.Add(New IntPair(0, 2), 1)
      Values.Add(New IntPair(0, 5), 2)
      Values.Add(New IntPair(0, 6), 7)

      Values.Add(New IntPair(1, 1), -4)
      Values.Add(New IntPair(1, 2), 8)
      Values.Add(New IntPair(1, 4), 2)

      Values.Add(New IntPair(2, 2), 1)
      Values.Add(New IntPair(2, 7), 5)

      Values.Add(New IntPair(3, 3), 7)
      Values.Add(New IntPair(3, 6), 9)

      Values.Add(New IntPair(4, 4), 5)
      Values.Add(New IntPair(4, 5), 1)
      Values.Add(New IntPair(4, 6), 5)

      Values.Add(New IntPair(5, 5), -1)
      Values.Add(New IntPair(5, 7), 5)

      Values.Add(New IntPair(6, 6), 11)

      Values.Add(New IntPair(7, 7), 5)

      Create a symmetric sparse matrix with 8 columns from the above data.
      Dim S As New DoubleSymCsrSparseMatrix(Values, 8)

      Factor the matrix. The factorization can then be used to solve for various
      right hand sides.
      Dim Fact As New DoubleSparseSymFact(S)

      Console.WriteLine()

      Check that factorization succeeded. 
      If (Fact.ErrorStatus <> SparseMatrixFact(Of Double).Error.NoError) Then
        Console.WriteLine("Error {0} in factoring sparse matrix S. " & Fact.ErrorStatus)
        Return
      End If

      Right hand side a vector containing all ones.
      Dim B As New DoubleVector(8, 1)
      Dim X As DoubleVector = Fact.Solve(B)

      Check that solve succeeded.
      If (Fact.ErrorStatus <> SparseMatrixFact(Of Double).Error.NoError) Then
        Console.WriteLine("Error {0} in solving sparse system Sx = b. " & Fact.ErrorStatus)
        Return
      End If

      Console.WriteLine("Solution for one right hand side = ")
      Console.WriteLine(X.ToString("G5"))

      Solve for several right hand sides.
      Dim nrhs As Integer = 3
      Dim B2 As New DoubleMatrix(8, nrhs, New RandGenBeta())
      Dim X2 As DoubleMatrix = Fact.Solve(B2)

      Check that solve succeeded.
      If (Fact.ErrorStatus <> SparseMatrixFact(Of Double).Error.NoError) Then
        Console.WriteLine("Error {0} in solving sparse system Sx = b. " & Fact.ErrorStatus)
        Return
      End If

      Console.WriteLine(Environment.NewLine & "Solving for {0} right hand sides.", nrhs)
      Dim I As Integer = 0
      For I = 0 To (nrhs - 1)
        Console.WriteLine()
        Console.WriteLine("Solution for rhs")
        Console.WriteLine(B2.Col(I).ToString("G5"))
        Console.WriteLine("is")
        Console.WriteLine(X2.Col(I).ToString("G5"))
      Next

      Console.WriteLine()
      Console.WriteLine("Press Enter Key")
      Console.Read()

    End Sub
  End Module
End Namespace