use crate::{error::DiffsolError, Matrix, NonLinearOpJacobian};
#[cfg(feature = "nalgebra")]
pub mod nalgebra;
#[cfg(feature = "faer")]
pub mod faer;
#[cfg(feature = "suitesparse")]
pub mod suitesparse;
#[cfg(feature = "cuda")]
pub mod cuda;
pub use faer::lu::LU as FaerLU;
pub use nalgebra::lu::LU as NalgebraLU;
pub trait LinearSolver<M: Matrix>: Default {
fn set_linearisation<C: NonLinearOpJacobian<V = M::V, T = M::T, M = M, C = M::C>>(
&mut self,
op: &C,
x: &M::V,
t: M::T,
);
fn set_problem<C: NonLinearOpJacobian<V = M::V, T = M::T, M = M, C = M::C>>(&mut self, op: &C);
fn solve(&self, b: &M::V) -> Result<M::V, DiffsolError> {
let mut b = b.clone();
self.solve_in_place(&mut b)?;
Ok(b)
}
fn solve_in_place(&self, b: &mut M::V) -> Result<(), DiffsolError>;
}
pub struct LinearSolveSolution<V> {
pub x: V,
pub b: V,
}
impl<V> LinearSolveSolution<V> {
pub fn new(b: V, x: V) -> Self {
Self { x, b }
}
}
#[cfg(test)]
pub mod tests {
use crate::{
linear_solver::{FaerLU, NalgebraLU},
matrix::dense_nalgebra_serial::NalgebraMat,
op::{closure::Closure, ParameterisedOp},
scalar::scale,
vector::VectorRef,
FaerMat, FaerVec, LinearSolver, Matrix, NalgebraVec, NonLinearOpJacobian, Op, Vector,
};
use num_traits::{FromPrimitive, One, Zero};
use super::LinearSolveSolution;
#[allow(clippy::type_complexity)]
pub fn linear_problem<M: Matrix + 'static>() -> (
Closure<
M,
impl Fn(&M::V, &M::V, M::T, &mut M::V),
impl Fn(&M::V, &M::V, M::T, &M::V, &mut M::V),
>,
M::T,
M::V,
Vec<LinearSolveSolution<M::V>>,
) {
let diagonal = M::V::from_vec(
vec![M::T::from_f64(2.0).unwrap(), M::T::from_f64(2.0).unwrap()],
Default::default(),
);
let jac1 = M::from_diagonal(&diagonal);
let jac2 = M::from_diagonal(&diagonal);
let ctx = M::C::default();
let p = M::V::zeros(0, ctx.clone());
let mut op = Closure::new(
move |x, _p, _t, y| jac1.gemv(M::T::one(), x, M::T::zero(), y),
move |_x, _p, _t, v, y| jac2.gemv(M::T::one(), v, M::T::zero(), y),
2,
2,
p.len(),
ctx.clone(),
);
op.calculate_sparsity(
&M::V::from_element(2, M::T::one(), ctx.clone()),
M::T::zero(),
&p,
);
let rtol = M::T::from_f64(1e-6).unwrap();
let atol = M::V::from_vec(
vec![M::T::from_f64(1e-6).unwrap(), M::T::from_f64(1e-6).unwrap()],
ctx.clone(),
);
let solns = vec![LinearSolveSolution::new(
M::V::from_vec(
vec![M::T::from_f64(2.0).unwrap(), M::T::from_f64(4.0).unwrap()],
ctx.clone(),
),
M::V::from_vec(vec![M::T::one(), M::T::from_f64(2.0).unwrap()], ctx.clone()),
)];
(op, rtol, atol, solns)
}
pub fn test_linear_solver<'a, C>(
mut solver: impl LinearSolver<C::M>,
op: C,
rtol: C::T,
atol: &'a C::V,
solns: Vec<LinearSolveSolution<C::V>>,
) where
C: NonLinearOpJacobian,
for<'b> &'b C::V: VectorRef<C::V>,
{
solver.set_problem(&op);
let x = C::V::zeros(op.nout(), op.context().clone());
let t = C::T::zero();
solver.set_linearisation(&op, &x, t);
for soln in solns {
let x = solver.solve(&soln.b).unwrap();
let tol = { &soln.x * scale(rtol) + atol };
x.assert_eq(&soln.x, &tol);
}
}
#[test]
fn test_lu_nalgebra() {
let (op, rtol, atol, solns) = linear_problem::<NalgebraMat<f64>>();
let p = NalgebraVec::zeros(0, *op.context());
let op = ParameterisedOp::new(&op, &p);
let s = NalgebraLU::default();
test_linear_solver(s, op, rtol, &atol, solns);
}
#[test]
fn test_lu_faer() {
let (op, rtol, atol, solns) = linear_problem::<FaerMat<f64>>();
let p = FaerVec::zeros(0, *op.context());
let op = ParameterisedOp::new(&op, &p);
let s = FaerLU::default();
test_linear_solver(s, op, rtol, &atol, solns);
}
#[cfg(feature = "cuda")]
#[test]
fn test_lu_cuda() {
use crate::{CudaLU, CudaMat, CudaVec};
let (op, rtol, atol, solns) = linear_problem::<CudaMat<f64>>();
let p = CudaVec::zeros(0, op.context().clone());
let op = ParameterisedOp::new(&op, &p);
let s = CudaLU::default();
test_linear_solver(s, op, rtol, &atol, solns);
}
}