Class MarkowitzQuickDiagonal<T>

Markowitz-based pivot search. Quickly search the diagonal for valid pivots.

Inheritance

object

MarkowitzSearchStrategy<T>

MarkowitzQuickDiagonal<T>

Implements

ICloneable<MarkowitzSearchStrategy<T>>

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: SpiceSharp.Algebra.Solve

Assembly: SpiceSharp.dll

Syntax

public class MarkowitzQuickDiagonal<T> : MarkowitzSearchStrategy<T>, ICloneable<MarkowitzSearchStrategy<T>>

Type Parameters

Name	Description
T	The base value type.

Properties

MaxMarkowitzTies

Gets or sets the maximum number of diagonals that are considered for choosing the pivot.

Declaration

[GreaterThan(1)]
public static int MaxMarkowitzTies { get; set; }

Property Value

Type	Description
int	The maximum number of searched pivots with the same markowitz product.

Remarks

The pivot search strategy will try to find pivots with the lowest "Markowitz product", which scores how many extra unwanted elements a row/column could create as a by-product of factoring the solver. When this score is tied, this search strategy will keep a list of them with a maximum of this amount of elements.

Exceptions

Type	Condition
ArgumentOutOfRangeException	Thrown if the value is not greater than 1.

TiesMultiplier

Gets or sets a heuristic for speeding up pivot searching.

Declaration

[GreaterThanOrEquals(0)]
public static int TiesMultiplier { get; set; }

Property Value

Type	Description
int	The multiplier for searching pivots with the same markowitz products.

Remarks

Instead of searching the whole matrix for a pivot on the diagonal, the search strategy can choose to stop searching for more pivot elements with the lowest "Markowitz product", which scores how many extra unwanted elements a row/column could create as a by-product of factoring the solver. When this score is tied, this search strategy will keep a list of them with a maximum of (MarkowitzProduct * TiesMultiplier) elements. In other words, pivots with a high Markowitz product will ask the search strategy for more entries to make sure that we can do better. Set this value to MaxMarkowitzTies to always search for the maximum number of eligible pivots.

Exceptions

Type	Condition
ArgumentOutOfRangeException	Thrown if the value is negative.

Methods

Clone()

Clones the instance.

Declaration

public override MarkowitzSearchStrategy<T> Clone()

Returns

Type	Description
MarkowitzSearchStrategy<T>	The cloned instance.

Overrides

MarkowitzSearchStrategy<T>.Clone()

FindPivot(Markowitz<T>, ISparseMatrix<T>, int, int)

Find a pivot in a matrix.

Declaration

public override Pivot<ISparseMatrixElement<T>> FindPivot(Markowitz<T> markowitz, ISparseMatrix<T> matrix, int eliminationStep, int max)

Parameters

Type	Name	Description
Markowitz<T>	markowitz	The Markowitz pivot strategy.
ISparseMatrix<T>	matrix	The matrix.
int	eliminationStep	The current elimination step.
int	max	The maximum row/column index.

Returns

Type	Description
Pivot<ISparseMatrixElement<T>>	The pivot element, or null if no pivot was found.

Overrides

MarkowitzSearchStrategy<T>.FindPivot(Markowitz<T>, ISparseMatrix<T>, int, int)

Exceptions

Type	Condition
ArgumentNullException	Thrown if markowitz or matrix is null.
ArgumentOutOfRangeException	Thrown if eliminationStep or max not 1 or higher, or eliminationStep is higher than max.

Implements

ICloneable<T>

Extension Methods

Utility.ThrowIfNull<T>(T, string)