Add unit test for linear solver api

Author: filikat

check/TestHipo.cpp

@@ -6,6 +6,7 @@
 #include "Highs.h"
 #include "catch.hpp"
 #include "io/Filereader.h"
+#include "ipm/hipo/factorhighs/FactorHighs_c_api.h"
 #include "ipm/hipo/ipm/Solver.h"
 #include "ipm/hipo/ipm/Status.h"
 #include "lp_data/HighsCallback.h"
@@ -127,4 +128,80 @@ TEST_CASE("test-hipo-freevar", "[highs_hipo]") {
   runHipoTest(highs, "perold.mps", -9.381e3, expected_status, "on");
   runHipoTest(highs, "perold.mps", -9.381e3, expected_status, "off");
   highs.resetGlobalScheduler(true);
+}
+
+TEST_CASE("test-hipo-linear-solver", "[highs_hipo]") {
+  // problem size
+  const int n = 5;
+  const int nz = 10;
+
+  // define the lower triangle in CSC format, with 0-based indexing
+  int ptr[n + 1] = {0, 3, 5, 8, 9, 10};
+  int rows[nz] = {0, 2, 3, 1, 2, 2, 3, 4, 3, 4};
+  double vals[nz] = {5, 3, 4, 3, 2, 9, -1, 1, 8, 1};
+
+  // matrix is spd, so expect all pivots to be positive
+  int signs[n] = {1, 1, 1, 1, 1};
+
+  // rhs and expected solution
+  double rhs[n] = {1, 2, 3, 4, 5};
+  const double lhs[n] = {0.457627118644068, 1.118644067796610,
+                         -0.677966101694915, 0.186440677966102,
+                         5.677966101694915};
+
+  // initialise with default number of threads
+  const int num_threads = 0;
+  int initialise_status = FactorHighs_initialise(num_threads);
+  REQUIRE(initialise_status == 0);
+  void* S = FactorHighs_symbolic_create();
+  void* FH = FactorHighs_create();
+
+  // set options
+  const int logging_on = dev_run;
+  FactorHighs_setLogging(FH, logging_on);
+
+  const int block_size = 64;
+  FactorHighs_setBlockSize(FH, block_size);
+
+  const int pivoting_off = 0;
+  FactorHighs_setPivoting(FH, pivoting_off);
+
+  FactorHighs_setRegularisation(FH, 0.0, 0.0);
+
+  // compute ordering with metis
+  int perm[n];
+  int metis_status = FactorHighs_reorderMetis(FH, n, nz, rows, ptr, perm);
+  REQUIRE(metis_status == 0);
+
+  // perform analyse phase
+  int analyse_status =
+      FactorHighs_analyse(FH, S, n, nz, rows, ptr, signs, perm);
+  REQUIRE(analyse_status == 0);
+
+  // print extended statistics of symbolic factorisation
+  int verbose = 1;
+  FactorHighs_symbolic_print(FH, S, verbose);
+
+  // factorise the matrix
+  int factorise_status = FactorHighs_factorise(FH, S, n, nz, rows, ptr, vals);
+  REQUIRE(factorise_status == 0);
+
+  // compute the inertia of the factorisation
+  int pos, neg, zero;
+  double zero_tolerance = 1e-16;
+  FactorHighs_inertia(FH, &pos, &neg, &zero, zero_tolerance);
+
+  // triangular solve
+  int solve_status = FactorHighs_solve(FH, rhs, 1);
+  REQUIRE(solve_status == 0);
+
+  // compute error
+  double error = 0.0;
+  for (int i = 0; i < n; ++i) error += fabs(rhs[i] - lhs[i]);
+  REQUIRE(error < 1e-12);
+
+  // terminate
+  FactorHighs_symbolic_destroy(S);
+  FactorHighs_destroy(FH);
+  FactorHighs_terminate();
 }