Contents

SLIP_DEMO a demo of SLIP_backslash

SLIP_LU is a package for solving sparse linear systems of equations with a roundoff-free integer-preserving method. The result is always exact, unless the matrix A is perfectly singular.

See also vpa, SLIP_backslash, SLIP_install, SLIP_test.

SLIP_LU: (c) 2019-2020, Chris Lourenco, Jinhao Chen, Erick Moreno-Centeno, Timothy A. Davis, Texas A&M University. All Rights Reserved. See SLIP_LU/License for the license.

format compact

SLIP_backslash vs MATLAB backslash: first example

In this first example, x = SLIP_backslash (A,b) returns an approximate solution, but not because it was computed incorrectly in SLIP_backslash. It is computed exactly as a rational result in SLIP_backslash with arbitrary precision, but then converted to double precision on output.

format long g
load west0479
A = west0479 ;
n = size (A, 1) ;
xtrue = rand (n,1) ;
b = A*xtrue ;
x = SLIP_backslash (A, b) ;
% error is nonzero: x is computed exactly in rational arbitrary-precision,
% but then lost precision when returned to MATLAB:
err_slip = norm (x-xtrue)
x = A\b ;
% error is nonzero: MATLAB x=A\b experiences floating-point error
% throughout its computations:
err_matlab = norm (x-xtrue)
err_slip =
      1.04977727546159e-11
err_matlab =
      4.97118876611495e-11

SLIP_backslash: exact, vs MATLAB backslash: approximate

In this example, x = SLIP_backslash (A,b) is returned exactly in the MATLAB vector x, because x contains only integers representable exactly in double precision. x = A\b results in floating-point roundoff error.

amax = max (abs (A), [ ], 'all') ;
A = floor (2^20 * (A / amax)) + n * speye (n) ;
xtrue = floor (64 * xtrue) ;
b = A*xtrue ;
x = SLIP_backslash (A, b) ;
% error will be exactly zero:
err_slip = norm (x-xtrue)
x = A\b ;
% error will be small but nonzero:
err_matlab = norm (x-xtrue)
err_slip =
     0
err_matlab =
      1.48961053969038e-10

SLIP_backslash on ill-conditioned problems

x = SLIP_backslash (A,b) is able to solve problems that x=A\b cannot. Consider the following matrix in the MATLAB gallery:

[U, b] = gallery ('wilk', 3)
U =
                     1e-10                       0.9                      -0.4
                         0                       0.9                      -0.4
                         0                         0                     1e-10
b =
     0
     0
     1

vpa can find a good but not perfect solution:

xvpa = vpa (U) \ b

%     but MATLAB's numerical x = U\b computes a poor solution:
xapprox = U \ b
xvpa =
                                 0
 4444444444.4444444444444444444444
                     10000000000.0
xapprox =
         -2894.21354359042
          4444444444.44444
               10000000000

SLIP_backslash computes the exact answer

It returns it to MATLAB as a double vector, obtaining the exact results, except for a final floating-point error in x(2):

xslip = SLIP_backslash (U, b)
err = xvpa - xslip
relerr = double (err (2:3) ./ xvpa (2:3))
xslip =
                         0
          4444444444.44444
               10000000000
err =
                                        0
 0.00000074174669053819444444444514565414
                                        0
relerr =
      1.66893005371094e-16
                         0

SLIP_backslash with exact results

SLIP_backslash can also return x as a cell array of strings, which preserves the exact rational result. The printing option is also enabled in this example. The floating-point matrices U and b are converted into a scaled integer matrix before solving U*x=b with SLIP LU.

The value U(1,2)=0.9 is a floating-point number, and 0.9 cannot be exactly represented in IEEE floating-point representation. It is converted exactly into the rational number, fl(0.9) = 45000000000000001 / 50000000000000000.

option.print = 3 ;          % also print the details
option.solution = 'char' ;  % return x as a cell array of strings
xslip = SLIP_backslash (U, b, option)
Scaled integer input matrix A:
SLIP_matrix: nrows: 3, ncols: 3, nz:6, nzmax: 6, kind: CSC, type: MPZ
scale factor: 50000000000000000
column 0 :
  row 0 : 5000000 
column 1 :
  row 0 : 45000000000000001 
  row 1 : 45000000000000001 
column 2 :
  row 0 : -20000000000000001 
  row 1 : -20000000000000001 
  row 2 : 5000000 

Scaled integer right-hand-side b:
SLIP_matrix: nrows: 3, ncols: 1, nz:3, nzmax: 3, kind: Dense, type: MPZ
scale factor: 1
column 0 :
  row 0 : 0 
  row 1 : 0 
  row 2 : 1 

****Column Ordering Information****

Estimated L and U nonzeros: 60

Solution x:
SLIP_matrix: nrows: 3, ncols: 1, nz:3, nzmax: 3, kind: Dense, type: MPQ
scale factor: 1
column 0 :
  row 0 : 0 
  row 1 : 200000000000000010000000000/45000000000000001 
  row 2 : 10000000000 
xslip =
  3×1 cell array
    {'0'                                            }
    {'200000000000000010000000000/45000000000000001'}
    {'10000000000'                                  }

Converting an exact rational result to vpa or double

If SLIP_backslash returns x as a cell array of strings, it cannot be immediately used in computations in MATLAB. It can be converted into a vpa or double matrix, as illustrated below. The solution differs slightly from the vpa solution xvpa = vpa (U)\b, since the MATLAB vpa converts fl(0.9) into a decimal representation 0.9, or exactly 9/10; this is not exactly equal to fl(0.9), since the value 9/10 is not representable in IEEE floating-point. SLIP_backslash, by contrast, converts fl(0.9) into its exact rational representation, 45000000000000001 / 50000000000000000.

xslip_as_vpa = vpa (xslip)
xslip_as_double = double (vpa (xslip))
xvpa_as_double = double (xvpa)
xslip_as_vpa =
                                 0
 4444444444.4444445679012345679012
                     10000000000.0
xslip_as_double =
                         0
          4444444444.44444
               10000000000
xvpa_as_double =
                         0
          4444444444.44444
               10000000000

Comparing the VPA and SLIP_BACKSLASH solutions in double

Both vpa(U)\b and SLIP_backslash(U,b) compute the same result in the end, when their results are converted to double.

err = xvpa_as_double - xslip_as_double
err =
     0
     0
     0