Re: [ojAlgo-user] ActiveSetSolver - RuntimeException: Matrix is singular.

[Anders P. <an...@op...>]

If you use PrimitiveMatrix.FACTORY instead of JamaMatrix.FACTORY your  
code will run successfully and produce a solution
that is the same as the one you got from Matlab (within 4 decimals).

The reason is that PrimitiveMatrix, BigMatrix & ComplexMatrix (the  
"native" ojAlgo matrices) are more intelligent in solving equation  
systems than JamaMatrix. Look at the implementations of  
BasicMatrix#solve() and you'll see what I mean.

/Anders

14 okt 2008 kl. 12.56 skrev Oddvar Grønning:

> Hi,
>
>
>
> I’m trying to solve some quadratic programming systems using  
> version 24. The ActiveSetSolver does not always converge to a  
> solution, but throws an exception, “Matrix is singular” (The  
> exception is thrown by org.ojalgo.matrix.jama.LUDecomposition).
>
> The thing is that if I run Matlabs quadprog method on the exact  
> same system, a solution is found without problems. Here is the code  
> that produces the exception:
>
>
>
> public class QPTest {
>
>
>
>             public static void main(String[] args) {
>
>                         new QPTest();
>
>             }
>
>
>
>             public QPTest() {
>
>
>
>                         BasicMatrix[] system = new BasicMatrix[6];
>
>                         //{[AE], [be], [Q], [c], [AI], [bi]}
>
>
>
>                         double[][] AE = new double[][] 
> {{-0.0729971273939726,-0.31619624199405116,-0.14365990081105298,-3.491 
> 4813388431334E-15,0.9963066090106673,0.9989967493404447,1.0,0.0,0.0},  
> {-2.5486810808521023E-16,3.6687950405257466,3.2047109656515507,1.0,0.0 
> 8586699506600544,0.04478275122437895,0.0,1.0,0.0}, 
> {-7.646043242556307E-15,-107.21808503782593,-97.434268076846,30.0,-11. 
> 54276933307617,7.647488207332634,0.0,0,1.0}};
>
>                         system[0] = JamaMatrix.FACTORY.copy 
> (AE);     // AE
>
>                         system[1] = JamaMatrix.FACTORY.copy(new  
> double[][]{{10.461669614447484}, {-0.5328532701990767},  
> {15.782527136201711}});                                    // be
>
>                         system[2] = JamaMatrix.FACTORY.buildEye(9,  
> 9);           // Q
>
>                         system[2] = system[2].set(3, 3, 10);
>
>                         system[2] = system[2].set(4, 4, 10);
>
>                         system[2] = system[2].set(5, 5, 10);
>
>                         system[2] = system[2].set(6, 6, 1000000000);
>
>                         system[2] = system[2].set(7, 7, 1000000000);
>
>                         system[2] = system[2].set(8, 8, 1000000000);
>
>                         system[3] = JamaMatrix.FACTORY.copy(new  
> double[][]{{0}, {0}, {0}, {1}, {1}, {1}, {0}, {0},  
> {0}});                                  // c
>
>
>
>                         double[][] Ain = new double[18][9];
>
>
>
>                         for(int i = 0; i < 9; i++) {
>
>                                     Ain[i][i] = 1;
>
>                                     Ain[i+9][i] = -1;
>
>                         }
>
>                         system[4] = JamaMatrix.FACTORY.copy 
> (Ain);     // AI
>
>
>
>                         double[][] bin = new double[][]{{0},  
> {0.0175}, {0.0175}, {5}, {5}, {5}, {100000}, {100000}, {100000},  
> {0}, {0.0175}, {0.0175}, {5}, {5}, {5}, {100000}, {100000}, {100000}};
>
>                         system[5] = JamaMatrix.FACTORY.copy 
> (bin);                             // bi
>
>
>
>                         ActiveSetSolver as = new ActiveSetSolver 
> (system);
>
>                         Result res = as.solve();
>
>             }
>
> }
>
>
>
> Am I doing something wrong? Bug?
>
>
>
> Matlab is returning:
>
> X =
>
>
>
>    0.00000000000000
>
>   -0.01750000000000
>
>   -0.01750000000000
>
>    0.88830035195990
>
>    4.56989525276369
>
>    5.00000000000000
>
>    0.90562154243124
>
>   -1.91718419629399
>
>    0.06390614020590
>
>
>
> - Oddvar
>
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