Description

Test the invert utility:
  1. write a square matrix to a GDX file
  2. call 'invert' (an external program) to do the inversion
  3. read in the invert from a second GDX file
  4. test that A * A-inv = I

Contributor: Erwin Kalvelagen and Steve Dirkse, July 2008.

Small Model of Type : GAMS

Category : GAMS Test library

Main file : invert01.gms

$title 'Test invert utility' (INVERT01,SEQ=391)

$ontext

Test the invert utility:
  1. write a square matrix to a GDX file
  2. call 'invert' (an external program) to do the inversion
  3. read in the invert from a second GDX file
  4. test that A * A-inv = I

Contributor: Erwin Kalvelagen and Steve Dirkse, July 2008.

$offtext

* Introduce a set that leaves holes in the uel sequence of i and does not start at 1
set offset / x1*x5,i1,x6*x10,i2,x11*x15,i3,x16*x20/;
set i  /i1*i3 /;
alias (i,j,k);

table a(i,j) 'original matrix'
      i1     i2     i3
i1    1      2      3
i2    1      3      4
i3    1      4      3
;

parameter
  inva(i,j) 'inverse of a'
  chk(i,j)  'check the product a * inva'
  ;

execute_unload 'a.gdx',i,a;
executeTool.checkErrorLevel 'linalg.invert i a inva -gdxIn=a.gdx -gdxOut=b.gdx';
execute_load 'b.gdx',inva;

chk(i,j) = sum{k, a(i,k)*inva(k,j)};
chk(i,j) = round(chk(i,j),15);
display a,inva,chk;
chk(i,i) = chk(i,i) - 1;
abort$[card(chk)] 'a * ainv <> identity';

executeTool.checkErrorLevel 'linalg.invert i a inva';

chk(i,j) = sum{k, a(i,k)*inva(k,j)};
chk(i,j) = round(chk(i,j),15);
display a,inva,chk;
chk(i,i) = chk(i,i) - 1;
abort$[card(chk)] 'a * ainv <> identity';