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perf(math): route ordinary products through MKL and preserve arithmetic

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KOKO\Mimi
2026-10-14 15:09:53 +09:00
parent b4fc1bb54b
commit 59c8e93b07
18 changed files with 793 additions and 169 deletions
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tests/unit/solvers/linear/tangent_solver_test.cpp
+40
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@@ -129,4 +129,44 @@ TEST(TangentSolver, RejectsSolveBeforeSuccessfulFactorization) {
EXPECT_DOUBLE_EQ(correction[1U], -9.0);
}
TEST(TangentSolver, ReusesRhsButFreshValuesAndFailureCannotReuseStaleState) {
fesa::MklPardisoTangentSolver solver;
ASSERT_TRUE(solver.FactorizeFresh(MakeDenseCsr(2U, {2.0, 1.0, 0.0, 3.0}))
.IsOk());
fesa::Vector correction{2U};
for (double scale : {1.0, -2.0, 0.5}) {
ASSERT_TRUE(solver.SolveCorrection(MakeVector({4.0 * scale, 6.0 * scale}),
correction).IsOk());
EXPECT_NEAR(correction[0U], scale, 1.0e-14);
EXPECT_NEAR(correction[1U], 2.0 * scale, 1.0e-14);
}
const auto bad_rhs = MakeVector({std::numeric_limits<double>::quiet_NaN(), 0});
correction = MakeVector({17, -4});
EXPECT_FALSE(solver.SolveCorrection(bad_rhs, correction).IsOk());
EXPECT_DOUBLE_EQ(correction[0U], 17);
EXPECT_DOUBLE_EQ(correction[1U], -4);
ASSERT_TRUE(solver.SolveCorrection(MakeVector({4, 6}), correction).IsOk());
ASSERT_TRUE(solver.FactorizeFresh(MakeDenseCsr(2U, {4, 0, 1, 2})).IsOk());
ASSERT_TRUE(solver.SolveCorrection(MakeVector({4, 5}), correction).IsOk());
EXPECT_NEAR(correction[0U], 1, 1.0e-14);
EXPECT_NEAR(correction[1U], 2, 1.0e-14);
auto diagonal = fesa::SparseMatrix::FromCoo(
2U, 2U, {{0U, 0U, 5, 0U, 0U}, {1U, 1U, 7, 1U, 0U}},
{{0U, 1U, 2U}, {0U, 1U}});
ASSERT_TRUE(diagonal.HasValue());
ASSERT_TRUE(solver.FactorizeFresh(diagonal.Value()).IsOk());
ASSERT_TRUE(solver.SolveCorrection(MakeVector({10, -7}), correction).IsOk());
EXPECT_NEAR(correction[0U], 2, 1.0e-14);
EXPECT_NEAR(correction[1U], -1, 1.0e-14);
EXPECT_FALSE(solver.FactorizeFresh(MakeDenseCsr(2U, {0, 0, 0, 0})).IsOk());
correction = MakeVector({19, -8});
const auto stale = solver.SolveCorrection(MakeVector({10, -7}), correction);
ASSERT_FALSE(stale.IsOk());
EXPECT_EQ(stale.Diagnostics().front().code, "solver-not-factorized");
EXPECT_DOUBLE_EQ(correction[0U], 19);
EXPECT_DOUBLE_EQ(correction[1U], -8);
ASSERT_TRUE(solver.FactorizeFresh(diagonal.Value()).IsOk());
EXPECT_TRUE(solver.SolveCorrection(MakeVector({10, -7}), correction).IsOk());
}
} // namespace