use crate::FaerContext;
use crate::{error::LaError, linear_solver_error};
use crate::{linear_solver::LinearSolver, FaerMat, FaerScalar, FaerVec, LinearOp, Matrix};
use faer::{linalg::solvers::FullPivLu, linalg::solvers::Solve};
pub struct LU<T>
where
T: FaerScalar,
{
lu: Option<FullPivLu<T>>,
matrix: Option<FaerMat<T>>,
}
impl<T> Default for LU<T>
where
T: FaerScalar,
{
fn default() -> Self {
Self {
lu: None,
matrix: None,
}
}
}
impl<T: FaerScalar> LinearSolver<FaerMat<T>> for LU<T> {
fn set_linearisation<C: LinearOp<T = T, V = FaerVec<T>, M = FaerMat<T>, C = FaerContext>>(
&mut self,
op: &C,
) {
let matrix = self.matrix.as_mut().expect("Matrix not set");
op.matrix_inplace(matrix);
self.lu = Some(matrix.data.full_piv_lu());
}
fn solve_in_place(&self, x: &mut FaerVec<T>) -> Result<(), LaError> {
if self.lu.is_none() {
return Err(linear_solver_error!(LuNotInitialized));
}
let lu = self.lu.as_ref().unwrap();
lu.solve_in_place(&mut x.data);
Ok(())
}
fn set_sparsity<C: LinearOp<T = T, V = FaerVec<T>, M = FaerMat<T>, C = FaerContext>>(
&mut self,
op: &C,
) {
let ncols = op.ncols();
let nrows = op.nrows();
let matrix = C::M::new_from_sparsity(nrows, ncols, op.sparsity(), *op.context());
self.matrix = Some(matrix);
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::{linear_solver::tests::diagonal_op, Vector};
#[test]
fn test_lu() {
let mut s = LU::<f64>::default();
let op = diagonal_op::<FaerMat<f64>>(2.0);
s.set_sparsity(&op);
s.set_linearisation(&op);
let b = FaerVec::from_vec(vec![2.0, 4.0], Default::default());
let x = s.solve(&b).unwrap();
x.assert_eq_st(
&FaerVec::from_vec(vec![1.0, 2.0], Default::default()),
1e-10,
);
}
}