Add `solve_upper_triangular` to `CsrMatrix`
This allows a sparse matrix to be used for efficient solving with a dense LU decomposition.
Add CscBuilder
For partial construction of Csc matrices
Start working on actual LU factorization
Complete basic version of sparse LU factorization
Reformat to compile in old version
Add LU tests
Add upper triangular solve
Complete tests of Sparse LU factorization
* CSC: Create constructor for unsorted but otherwise valid data
* Test creating csc matrix from unsorted but valid data
* Add function for validation and sorting
* Move validation function to cs.rs
* Restore pattern unit test
* Add unit test for 'major offset out of bounds' case
* Avoid permutation allocations on 'happy path'
* Reuse allocated permutation
* Fix comments for test-data examples
* Remove unnecessary iter variable
* Set up buffers for sorting up front
* Use common apply_permutation function
* Use common compute_sort_permutation function
* Move unsafe down to unchecked call
* Add panic cases to documentation
* Remove unnecessary Zero bound
* Move buffer set up away from loop
* Lift T::Zero from cs.rs
* Improve checking if values are provided
* Simplify copying from slices & add test for wrong values length
* Check duplicates after sorting
* Fix formatting
* Check values length at the beginning
* Check length of values if values != None
1. Several renamings
2. removed unnecessary traits
3. added support for dense matrix
4. removed unnecessary comparison when reading data line by line. (e.g.
only read header line once)
It's possible that some particularly bad inputs cause
severe loss of significance in the triangular solves.
This is exacerbated by the fact that the way we test
the (residual) error is also prone to loss of significance,
so that the error measure itself is problematic.
We could maybe improve this in the future by using arbitrary-
precision arithmetic to remove some sources of error and testing
against appropriate bounds.
Due to a bug in proptest, we were required to pull in and modify
parts of proptest::strategy::Shuffle. Once the below PR has been merged
and released on crates.io, we can remove this code.
https://github.com/AltSysrq/proptest/pull/217
After much deliberation, I have come to the conclusion that the
benefits do not really outweigh the added complexity. Even though
the added complexity is relatively minor, it makes it somewhat
more complicated to inter-op with other sparse linear algebra
libraries in the future.
julianknodt
Sébastien Crozet
Alessandro Rocco Scisca
Andreas Longva
lukas
Andreas Borgen Longva
Hantao Hui
Saurabh
Anton Arsenij
Anton
Paul Jakob Schroeder