kryst 3.2.1

Krylov subspace and preconditioned iterative solvers for dense and sparse linear systems, with shared and distributed memory parallelism.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70

use super::Real;
use crate::algebra::scalar::{KrystScalar, R};
use crate::error::KError;

#[derive(Clone, Copy, Debug, PartialEq)]
pub enum PivotStrategy {
    Strict,
    Threshold,
    DiagonalPerturbation,
}

#[inline]
pub fn handle_pivot(
    raw_pivot: Real,
    strategy: PivotStrategy,
    thr: R,
    diag_perturb_factor: R,
    max_diag_abs: R,
) -> Result<Real, KError> {
    match strategy {
        PivotStrategy::Strict => {
            if raw_pivot.abs() < thr {
                Err(KError::ZeroPivot(0))
            } else {
                Ok(raw_pivot)
            }
        }
        PivotStrategy::Threshold => {
            let abs = raw_pivot.abs();
            if abs < thr {
                Ok(rescale_to_magnitude(raw_pivot, thr))
            } else {
                Ok(raw_pivot)
            }
        }
        PivotStrategy::DiagonalPerturbation => {
            let abs = raw_pivot.abs();
            if abs < thr {
                let base = if max_diag_abs.is_finite() && max_diag_abs > 0.0 {
                    max_diag_abs
                } else {
                    1.0
                };
                let delta = (diag_perturb_factor.abs().max(thr.min(1.0) * 1e-12)) * base;
                let delta_s = Real::from_real(delta);
                let direction = if abs > 0.0 {
                    raw_pivot / Real::from_real(abs)
                } else {
                    Real::one()
                };
                Ok(direction * delta_s)
            } else {
                Ok(raw_pivot)
            }
        }
    }
}

#[inline]
fn rescale_to_magnitude(pivot: Real, magnitude: R) -> Real {
    if magnitude == 0.0 {
        return Real::zero();
    }
    let abs = pivot.abs();
    if abs == 0.0 {
        Real::from_real(magnitude)
    } else {
        pivot * Real::from_real(magnitude / abs)
    }
}