mirror of
https://github.com/TREX-CoE/Sherman-Morrison.git
synced 2024-11-04 05:03:59 +01:00
C++ implementation of algo 3 is working. Not optimised yet.
This commit is contained in:
parent
e509f28ba6
commit
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3
.vscode/settings.json
vendored
3
.vscode/settings.json
vendored
@ -1,6 +1,7 @@
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{
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"files.associations": {
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"ostream": "cpp",
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"new": "cpp"
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"new": "cpp",
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"iostream": "cpp"
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}
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}
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9
Makefile
9
Makefile
@ -1,16 +1,17 @@
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CC=icc
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CXX=icpc
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CFLAGS=-xCORE-AVX2 -O0 -debug full
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CXXFLAGS=-xCORE-AVX2 -O0 -debug full
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CFLAGS=-O0 -debug full
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CXXFLAGS=-O0 -debug full -traceback
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# ARCH=-xCORE-AVX2
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DEPS = SM-MaponiA3.cpp
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OBJ = SM-MaponiA3.o
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%.o: %.c $(DEPS)
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$(CXX) -c -o $@ $< $(CFLAGS)
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$(CXX) $(ARCH) -c -o $@ $< $(CFLAGS)
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SM-MaponiA3: $(OBJ)
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$(CXX) -o $@ $^ $(CFLAGS)
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$(CXX) $(ARCH) -o $@ $^ $(CFLAGS)
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clean:
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@rm -vf *.o
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291
SM-MaponiA3.cpp
291
SM-MaponiA3.cpp
@ -2,26 +2,46 @@
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// p. 283, doi:10.1016/j.laa.2006.07.007
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#include <iostream>
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#include <string>
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using namespace std;
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int M = 3;
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uint getMaxIndex(double* arr, uint size);
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void showScalar(uint scalar, string name);
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void showScalar(int scalar, string name);
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void showScalar(double scalar, string name);
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void showVector(uint* vector, uint size, string name);
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void showVector(int* vector, uint size, string name);
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void showVector(double* vector, uint size, string name);
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void showMatrix(uint** matrix, uint sizeR, uint sizeC, string name);
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void showMatrix(int** matrix, uint sizeR, uint sizeC, string name);
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void showMatrix(double** matrix, uint sizeR, uint sizeC, string name);
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void showMatrixT(uint** matrix, uint sizeR, uint sizeC, string name);
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void showMatrixT(int** matrix, uint sizeR, uint sizeC, string name);
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void showMatrixT(double** matrix, uint sizeR, uint sizeC, string name);
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int** matMul(int** A, int** B, uint size);
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double** matMul(double** A, double** B, uint size);
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int** outProd(int* vec1, int* vec2, uint size);
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double** outProd(double* vec1, int* vec2, uint size);
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int main() {
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uint M = 3;
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uint i, j, k, l, lbar, tmp;
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double alpha, beta;
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// Declare and allocate all vectors and matrices
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int* p = new int[M+1];
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int* breakdown = new int[M];
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uint* p = new uint[M+1];
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double* breakdown = new double[M+1];
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int** A = new int*[M];
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int** A0 = new int*[M];
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int** Ar = new int*[M];
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int** Id = new int*[M];
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double** A0inv = new double*[M];
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double** Ainv = new double*[M];
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double** Ainv; //= new double*[M];
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for (i = 0; i < M; i++) {
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A[i] = new int[M];
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Ainv[i] = new double[M];
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//Ainv[i] = new double[M];
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A0[i] = new int[M];
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A0inv[i] = new double[M];
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Ar[i] = new int[M];
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@ -32,7 +52,7 @@ int main() {
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for (l = 0; l < M; l++) {
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ylk[l] = new double*[M+1];
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for (k = 0; k < M+1; k++) {
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ylk[l][k] = new double[M];
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ylk[l][k] = new double[M+1];
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}
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}
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@ -40,7 +60,7 @@ int main() {
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for (i = 0; i < M; i++) {
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for (j = 0; j < M; j++) {
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A[i][j] = 0;
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Ainv[i][j] = 0;
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//Ainv[i][j] = 0;
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A0[i][j] = 0;
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A0inv[i][j] = 0;
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Ar[i][j] = 0;
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@ -48,17 +68,27 @@ int main() {
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}
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}
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// Initialize all vectors and matrices
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// Initialize ylk with zeros
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for (l = 0; l < M; l++) {
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for (k = 0; k < M+1; k++) {
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for (i = 0; i < M+1; i++) {
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ylk[l][k][i] = 0;
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}
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}
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}
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// Initialize A
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A[0][0] = 1; A[0][1] = 1; A[0][2] = -1;
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A[1][0] = 1; A[1][1] = 1; A[1][2] = 0;
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A[2][0] = -1; A[2][1] = 0; A[2][2] = -1;
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// Define identity matrix, A0, A0inv and p
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p[0] = 0;
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for (i = 0; i < M; i++) {
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Id[i][i] = 1;
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A0[i][i] = A[i][i];
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A0inv[i][i] = 1.0/A[i][i];
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p[i] = i;
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p[i+1] = i+1;
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}
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// Init Ar
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@ -68,48 +98,80 @@ int main() {
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}
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}
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showMatrix(A, M, M, "A");
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// showMatrix(A0, M, M, "A0");
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// showMatrix(Ar, M, M, "Ar");
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// showMatrix(A0inv, M, M, "A0inv");
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// Calculate all the y0k in M^2 multiplications instead of M^3
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for (k = 1; i < M+1; k++) {
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for (i = 0; i < M; i++) {
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ylk[0][k][i] = A0inv[i][i] * Ar[i][k];
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for (k = 1; k < M+1; k++) {
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for (i = 1; i < M+1; i++) {
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ylk[0][k][i] = A0inv[i-1][i-1] * Ar[i-1][k-1];
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}
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// showVector(ylk[0][k], M+1, "y0k");
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}
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showMatrixT(ylk[0], M+1, M+1, "y0k");
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// Calculate all the ylk from the y0k
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// showVector(p, M+1, "p");
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for (l = 1; l < M; l++) {
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for (j = l; j < M; j++) {
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breakdown[j] = abs( 1 + ylk[l][p[j]][p[j]-1] );
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for (j = l; j < M+1; j++) {
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breakdown[j] = abs( 1 + ylk[l-1][p[j]][p[j]] );
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}
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lbar = findMaxElmnt(breakdown); // NOT IMPLEMENTED YET
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// showVector(breakdown, M+1, "break-down vector");
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lbar = getMaxIndex(breakdown, M+1);
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// showScalar(lbar, "lbar");
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for (i = 0; i < M; i++) {
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breakdown[i] = 0;
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}
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tmp = p
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}
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for (i = 0; i < M; i++) {
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for (j = 0; j < M; j++) {
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cout << "A["<<i<<"]["<<j<<"] = " << A0inv[i][j] << " ";
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tmp = p[l];
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p[l] = p[lbar];
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p[lbar] = tmp;
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// showVector(p, M+1, "p");
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for (k = l+1; k < M+1; k++) {
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beta = 1 + ylk[l-1][p[l]][p[l]];
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if (beta == 0) {
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cout << "Break-down condition occured. Exiting..." << endl;
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exit;
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}
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for (i = 1; i < M+1; i++) {
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alpha = ylk[l-1][p[k]][p[l]] / beta;
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ylk[l][p[k]][i] = ylk[l-1][p[k]][i] - alpha * ylk[l-1][p[l]][i];
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}
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// showVector(ylk[l][p[k]], M+1, "ylk");
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}
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cout << endl;
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}
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showMatrixT(ylk[1], M+1, M+1, "y1k");
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showMatrixT(ylk[2], M+1, M+1, "y2k");
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// EVERYTHING WORKS UPTO HERE
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// Construct A-inverse from A0-inverse and the ylk
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double** U;
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double** Ap = new double*[M];
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for (i = 0; i < M; i++) Ap[i] = new double[M];
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Ainv = A0inv;
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for (l = 0; l < M; l++) {
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k = l+1;
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U = outProd(ylk[l][p[k]], Id[p[k]-1], M);
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beta = 1 + ylk[l][p[k]][p[k]];
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for (i = 0; i < M; i++) {
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for (j = 0; j < M; j++) {
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Ap[i][j] = Id[i][j] - U[i][j] / beta;
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}
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}
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Ainv = matMul(Ap, Ainv, M);
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}
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showMatrixT(Ainv, M, M, "Ainv");
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// Deallocate all vectors and matrices
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for (i = 0; i < M; i++) {
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delete [] A[i];
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delete [] Ainv[i];
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delete [] A0[i];
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delete [] A0inv[i];
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delete [] Ar[i];
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delete [] Id[i];
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delete [] U[i];
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delete [] Ap[i];
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}
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for (l = 0; l < M; l++) {
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@ -123,3 +185,170 @@ int main() {
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return 0;
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}
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uint getMaxIndex(double* arr, uint size) {
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uint i;
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uint max = arr[0];
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uint maxi = 0;
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for (i = 1; i < size; i++) {
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if (arr[i] > max) {
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max = arr[i];
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maxi = i;
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}
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}
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return maxi;
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}
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void showScalar(uint scalar, string name) {
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cout << name << " = " << scalar << endl << endl;
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}
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void showScalar(int scalar, string name) {
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cout << name << " = " << scalar << endl << endl;
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}
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void showScalar(double scalar, string name) {
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cout << name << " = " << scalar << endl << endl;
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}
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void showVector(uint* vector, uint size, string name) {
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cout << name << " = " << endl;
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for (uint i = 0; i < size; i++) {
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cout << "[ " << vector[i] << " ]" << endl;
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}
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cout << endl;
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}
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void showVector(int* vector, uint size, string name) {
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cout << name << " = " << endl;
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for (uint i = 0; i < size; i++) {
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cout << "[ " << vector[i] << " ]" << endl;
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}
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cout << endl;
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}
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void showVector(double* vector, uint size, string name) {
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cout << name << " = " << endl;
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for (uint i = 0; i < size; i++) {
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cout << "[ " << vector[i] << " ]" << endl;
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}
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cout << endl;
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}
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void showMatrix(uint** matrix, uint sizeR, uint sizeC, string name) {
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cout << name << " = " << endl;
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for (uint i = 0; i < sizeR; i++) {
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cout << "[ ";
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for (uint j = 0; j < sizeC; j++) {
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cout << matrix[i][j] << " ";
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}
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cout << " ]" << endl;
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}
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cout << endl;
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}
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void showMatrix(int** matrix, uint sizeR, uint sizeC, string name) {
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cout << name << " = " << endl;
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for (uint i = 0; i < sizeR; i++) {
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cout << "[ ";
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for (uint j = 0; j < sizeC; j++) {
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cout << matrix[i][j] << " ";
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}
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cout << " ]" << endl;
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}
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cout << endl;
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}
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void showMatrix(double** matrix, uint sizeR, uint sizeC, string name) {
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cout << name << " = " << endl;
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for (uint i = 0; i < sizeR; i++) {
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cout << "[ ";
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for (uint j = 0; j < sizeC; j++) {
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cout << matrix[i][j] << " ";
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}
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cout << " ]" << endl;
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}
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cout << endl;
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}
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void showMatrixT(uint** matrix, uint sizeR, uint sizeC, string name) {
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cout << name << " = " << endl;
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for (uint i = 0; i < sizeR; i++) {
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cout << "[ ";
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for (uint j = 0; j < sizeC; j++) {
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cout << matrix[j][i] << " ";
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}
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cout << " ]" << endl;
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}
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cout << endl;
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}
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void showMatrixT(int** matrix, uint sizeR, uint sizeC, string name) {
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cout << name << " = " << endl;
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for (uint i = 0; i < sizeR; i++) {
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cout << "[ ";
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for (uint j = 0; j < sizeC; j++) {
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cout << matrix[j][i] << " ";
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}
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cout << " ]" << endl;
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}
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cout << endl;
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}
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void showMatrixT(double** matrix, uint sizeR, uint sizeC, string name) {
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cout << name << " = " << endl;
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for (uint i = 0; i < sizeR; i++) {
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cout << "[ ";
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for (uint j = 0; j < sizeC; j++) {
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cout << matrix[j][i] << " ";
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}
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cout << " ]" << endl;
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}
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cout << endl;
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}
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int** matMul(int** A, int** B, uint size) {
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int** C = new int*[size];
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for (uint i = 0; i < size; i++) {
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C[i] = new int[size];
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}
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for (uint i = 0; i < size; i++) {
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for (uint j = 0; j < size; j++) {
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for (uint k = 0; k < size; k++) {
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C[i][j] += A[i][k] * B[k][j];
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}
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}
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}
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return C;
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}
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double** matMul(double** A, double** B, uint size) {
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double** C = new double*[size];
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for (uint i = 0; i < size; i++) {
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C[i] = new double[size];
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}
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for (uint i = 0; i < size; i++) {
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for (uint j = 0; j < size; j++) {
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for (uint k = 0; k < size; k++) {
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C[i][j] += A[i][k] * B[k][j];
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}
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}
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}
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return C;
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}
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int** outProd(int* vec1, int* vec2, uint size) {
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int** C = new int*[size];
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for (uint i = 0; i < size; i++) {
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C[i] = new int[size];
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}
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for (uint i = 0; i < size; i++) {
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for (uint j = 0; j < size; j++) {
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C[i][j] = vec1[i+1] * vec2[j];
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}
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}
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return C;
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}
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double** outProd(double* vec1, int* vec2, uint size) {
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double** C = new double*[size];
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for (uint i = 0; i < size; i++) {
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C[i] = new double[size];
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}
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for (uint i = 0; i < size; i++) {
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for (uint j = 0; j < size; j++) {
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C[i][j] = vec1[i+1] * vec2[j];
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}
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}
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return C;
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}
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