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Initial commit.
This commit is contained in:
François Coppens
commit
3704856b10
71
SM-Coppens-1.m
Normal file
71
SM-Coppens-1.m
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## Based on Algorithm 3 from P. Maponi,
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## p. 283, doi:10.1016/j.laa.2006.07.007
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clc ## Clear the screen
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## Define the matrix to be inverted. This is example 8 from the paper
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## In the future this matrix needs to be read from the function call arguments
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#A=[1,1,-1; ...
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# 1,1,0; ...
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# -1,0,-1];
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#A0=diag(diag(A)); ## The diagonal part of A
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### The modified example that gives all singular updates at some point
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#A=[1,1,1; ...
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# 1,1,0; ...
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# -1,0,-1];
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#A0=diag(diag(A)); ## The diagonal part of A
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## A uniform distributed random square (5x5) integer matrix with entries in [-1,1]
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do
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A=randi([-1,1],5,5);
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#A=rand(5);
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A0=diag(diag(A)); ## The diagonal part of A
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until (det(A)!=0 && det(A0)!=0) ## We need both matrices to be simultaniously non-singular
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A
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printf("Determinant of A is: %d\n",det(A))
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printf("Determinant of A0 is: %d\n\n",det(A0))
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Ar=A-A0; ## The remainder of A
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nCols=columns(Ar); ## The number of coluns of A (M in accompanying PDF)
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Id=eye(nCols); ## Identity matrix, used for the Cartesian basis vectors
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Ainv=zeros(nCols,nCols,nCols+1); ## 3d matrix to store intermediate inverse of A
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U=zeros(nCols,nCols,nCols); ## 3d matrix to store the nCols rank-1 updates
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a=zeros(1,nCols); ## Vector containing the break-down values
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used=zeros(1,nCols); ## Vector to keep track of which updates have been used
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## Loop to calculate A0_inv and the rank-1 updates and store in U
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Ainv(:,:,1)=eye(nCols);
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for i=1:nCols
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Ainv(i,i,1)=1/A0(i,i);
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U(:,:,i)=Ar(:,i)*transpose(Id(:,i));
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endfor
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## Here starts the calculation of the inverse of A
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for i=1:nCols ## Outer loop iterated over the intermediates A_l^-1, M times in total
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## Here the break-down values are calculated for each intermediate inverse
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for j=1:nCols
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a(j)=1 + transpose(Id(:,j)) * Ainv(:,:,i) * Ar(:,j); ## First time all elmts 1 because A0_inv is diagonal
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printf("a(%d) = %f\n",j,a(j))
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## Select next update ONLY if break-down value != 0 AND not yet used
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if (a(j)!=0 && used(j)!=1);
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k=j;
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break;
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endif
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endfor
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## Do the actual S-M update
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Ainv(:,:,i+1) = Ainv(:,:,i) - Ainv(:,:,i) * U(:,:,k) * Ainv(:,:,i) / a(k);
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used(k)=1; ## Mark this update as used
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endfor
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## Test if the inverse found is really an inverse (does not work if values are floats)
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if (A*Ainv(:,:,nCols+1)==eye(nCols))
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printf("\n");
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printf("Inverse found. A^{-1}:\n");
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Ainv(:,:,nCols+1)
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else
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printf("\n");
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printf("Inverse NOT found! A*A^{-1}:\n");
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A*Ainv(:,:,nCols+1)
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endif
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112
SMMaponiA3.m
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112
SMMaponiA3.m
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## Algorithm 3 from P. Maponi,
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## p. 283, doi:10.1016/j.laa.2006.07.007
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clc ## Clear the screen
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## Define the matrix to be inverted. This is example 8 from the paper
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## In the future this matrix needs to be read from the function call arguments
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A=[1,1,-1; ...
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1,1,0; ...
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-1,0,-1];
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A0=diag(diag(A)); ## The diagonal part of A
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### The modified example that gives all singular updates at some point
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#A=[1,1,1; ...
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# 1,1,0; ...
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# -1,0,-1];
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#A0=diag(diag(A)); ## The diagonal part of A
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### A square uniform distributed random integer matrix with entries in [-1,1]
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#do
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# A=randi([-1,1],3,3);
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# A0=diag(diag(A)); ## The diagonal part of A
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#until (det(A)!=0 && det(A0)!=0) ## We need both matrices to be simultaniously non-singular
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### A square uniform distributed random float matrix with entries in (0,1)
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#do
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# A=rand(5);
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# A0=diag(diag(A)); ## The diagonal part of A
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#until (det(A)!=0 && det(A0)!=0) ## We need both matrices to be simultaniously non-singular
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Ar=A-A0; ## The remainder of A
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nCols=columns(Ar); ## The number of coluns of A (M in accompanying PDF)
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Id=eye(nCols);
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A0inv=eye(nCols);
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Ainv=zeros(nCols,nCols);
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ylk=zeros(nCols,nCols,nCols);
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p=zeros(nCols,1);
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breakdown=zeros(nCols,1);
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A,A0
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printf("Determinant of A is: %d\n",det(A))
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printf("Determinant of A0 is: %d\n",det(A0))
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## Calculate the inverse of A0 and populate p-vector
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for i=1:nCols
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A0inv(i,i) = 1 / A0(i,i);
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p(i)=i;
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endfor
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## Calculate all the y0k in M^2 multiplications instead of M^3
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for k=1:nCols
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for i=1:nCols
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#printf("(i,k,1) = (%d,%d,1)\n",i,k);
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ylk(i,k,1) = A0inv(i,i) * Ar(i,k);
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endfor
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endfor
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## Calculate all the ylk from the y0k calculated previously
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for l=2:nCols
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## Calculate break-down conditions and put in a vector
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for j=l-1:nCols
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breakdown(j) = abs(1+ylk(p(j),p(j),l-1));
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#printf("|1 + ylk(%d,%d,%d)|\n", p(j), p(j), l-1);
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endfor
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[val, lbar] = max(breakdown); ## Find the index of the max value
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breakdown=zeros(nCols,1); ## Reset the entries to zero for next l-round
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## Swap p(l) and p(lbar)
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tmp=p(l-1);
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p(l-1)=p(lbar);
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p(lbar)=tmp;
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for k=l:nCols
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for i=1:nCols
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ylk(i,p(k),l) = ylk(i,p(k),l-1) - (ylk(p(l-1),p(k),l-1)) / (1+ylk(p(l-1),p(l-1),l-1)) * (ylk(i,p(l-1),l-1));
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#printf("ylk(%d,%d,%d) = ylk(%d,%d,%d) - (ylk(%d,%d,%d) / (1+ylk(%d,%d,%d) * (ylk(%d,%d,%d);\n", i,p(k),l,i,p(k),l-1,p(l-1),p(k),l-1,p(l-1),p(l-1),l-1,i,p(l-1),l-1);
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endfor
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endfor
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endfor
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## Construct A-inverse from A0-inverse and the ylk
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Ainv=A0inv;
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for l=1:nCols
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Ainv=(Id - ylk(:,p(l),l) * transpose(Id(:,p(l))) / (1 + ylk(p(l),p(l),l))) * Ainv;
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#printf("Ainv=(Id - ylk(:,%d,%d) * transpose(Id(:,%d)) / (1 + ylk(%d,%d,%d))) * Ainv\n",p(l),l,p(l),p(l),p(l),l);
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endfor
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## Test if the inverse found is really an inverse (does not work if values are floats)
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IdTest=A*Ainv;
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if (IdTest==eye(nCols))
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printf("\n");
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printf("Inverse of A^{-1} FOUND!\n");
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Ainv
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else
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printf("\n");
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printf("Inverse of A^{-1} NOT found yet.\nRunning another test...\n");
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for i=1:nCols
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for j=1:nCols
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if (abs(IdTest(i,j))<cutOff)
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IdTest(i,j)=0;
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elseif (abs(IdTest(i,j))-1<cutOff)
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IdTest(i,j)=1;
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endif
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endfor
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endfor
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if (IdTest==eye(nCols))
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printf("\n");
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printf("Inverse of A^{-1} FOUND!\n");
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Ainv
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else
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printf("\n");
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printf("Still not found. Giving up!\n");
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IdTest
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endif
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endif
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135
SMMaponiA4.m
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135
SMMaponiA4.m
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@ -0,0 +1,135 @@
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## Algorithm 4 from P. Maponi,
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## p. 283, doi:10.1016/j.laa.2006.07.007
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clc ## Clear the screen
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% ## Define the matrix to be inverted. This is example 8 from the paper
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% ## In the future this matrix needs to be read from the function call arguments
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% A=[1,1,-1; ...
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% 1,1,0; ...
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% -1,0,-1];
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## The modified example that gives all singular updates at some point
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A=[1,1,1; ...
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1,1,0; ...
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-1,0,-1];
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%## A square uniform distributed random integer matrix with entries in [-1,1]
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%do
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% A=randi([-5,5],4,4);
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%until (det(A)!=0) ## We neec matrix non-singular
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% ## A square uniform distributed random float matrix with entries in (0,1)
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% do
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% A=rand(5);
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% until (det(A)!=0) ## We need matrix non-singular
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nCols=columns(A); ## The number of coluns of A (M in accompanying PDF)
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Id=eye(nCols);
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d=0.1
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A0=d*eye(nCols);
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Ar=A-A0; ## The remainder of A
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A0inv=eye(nCols);
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Ainv=zeros(nCols,nCols);
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ylk=zeros(nCols,nCols,nCols);
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breakdown=zeros(nCols,1);
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cutOff=1e-10;
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## Calculate the inverse of A0 and populate p-vector
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for i=1:nCols
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A0inv(i,i) = 1 / A0(i,i);
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p(i)=i;
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endfor
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A,A0,Ar,A0inv
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printf("Determinant of A is: %d\n",det(A))
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printf("Determinant of A0 is: %d\n",det(A0))
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printf("Determinant of A0inv is: %d\n",det(A0inv))
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## Calculate all the y0k in M^2 multiplications instead of M^3
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for k=1:nCols
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for i=1:nCols
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ylk(i,k,1) = A0inv(i,i) * Ar(i,k);
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% printf("ylk(%d,%d,1) = A0inv(%d,%d) * Ar(%d,%d)\n",i,k,i,i,i,k);
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endfor
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endfor
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## Calculate all the ylk from the y0k calculated previously
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for l=2:3#nCols
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el=Id(:,l-1);
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## Calculate break-down conditions and put in a vector
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for j=l-1:nCols
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#breakdown(j) = abs( el(j) + ylk(j,l-1,l-1) )
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breakdown(j) = abs( el(j) + ylk(j,j,l-1) )
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% printf("|el(%d) + ylk(%d,%d,%d)|\n", j, j, l-1, l-1);
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endfor
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[val, s] = max(breakdown); ## Find the index of the max value
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printf("l = %d\ns = %d\n",l-1,s);
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breakdown=zeros(nCols,1); ## Reset the entries to zero for next l-round
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if (s!=l-1) ## Apply partial pivoting
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## Swap yl-1,k(r) and yl-1,k(s) for all k=l,l+1,...,M
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r=l-1
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for k=l-1:nCols
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tmp=ylk(r,k,l-1)
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ylk(r,k,l-1)=ylk(s,k,l-1);
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printf("ylk(%d,%d,%d)=ylk(%d,%d,%d)\n",r,k,l-1,s,k,l-1);
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ylk(s,k,l-1)=tmp;
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endfor
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## Modify yl-1,r and yl-1,s
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er=Id(:,r);
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es=Id(:,s);
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ylk(:,r,l-1) = ylk(:,r,l-1) + es - er;
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ylk(:,s,l-1) = ylk(:,s,l-1) + er - es;
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endif
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## Compute finally the yl,k
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for k=l:nCols
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for i=1:nCols
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ylk(i,k,l) = ylk(i,k,l-1) - ylk(l-1,k,l-1) / (1 + ylk(l-1,l-1,l-1)) * ylk(i,l-1,l-1);
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printf("ylk(%d,%d,%d) = ylk(%d,%d,%d) - (ylk(%d,%d,%d) / (1+ylk(%d,%d,%d) * (ylk(%d,%d,%d)\n",i,k,l,i,k,l-1,l-1,k,l-1,l-1,l-1,l-1,i,l-1,l-1);
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endfor
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endfor
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endfor
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## Construct A-inverse from A0-inverse and the ylk
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Ainv=A0inv;
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for l=1:nCols
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Ainv=(Id - ylk(:,l,l) * transpose(Id(:,l)) / (1 + ylk(l,l,l))) * Ainv;
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% printf("Ainv=(Id - ylk(:,%d,%d) * transpose(Id(:,%d)) / (1 + ylk(%d,%d,%d))) * Ainv\n",l,l,l,l,l,l);
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endfor
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## Test if the inverse found is really an inverse (does not work if values are floats)
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IdTest=A*Ainv
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if (IdTest==eye(nCols))
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printf("\n");
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printf("Inverse of A^{-1} FOUND!\n");
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Ainv
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else
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printf("\n");
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printf("Inverse of A^{-1} NOT found yet.\nRunning another test...\n");
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for i=1:nCols
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for j=1:nCols
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if (abs(IdTest(i,j))<cutOff)
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IdTest(i,j)=0;
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elseif (abs(IdTest(i,j))-1<cutOff)
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IdTest(i,j)=1;
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endif
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endfor
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endfor
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if (IdTest==eye(nCols))
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printf("\n");
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printf("Inverse of A^{-1} FOUND!\n");
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Ainv
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else
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printf("\n");
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printf("Still not found. Giving up!\n");
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Ainv,IdTest
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endif
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endif
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