mirror of
https://github.com/TREX-CoE/Sherman-Morrison.git
synced 2024-11-03 20:54:08 +01:00
314 lines
7.8 KiB
C++
314 lines
7.8 KiB
C++
// Helpers.hpp
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// Some usefull helper functions to support the Maponi algorithm.
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#include <cmath>
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#include <cstring>
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#include <iostream>
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#include <string>
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#ifdef MKL
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#include <mkl_lapacke.h>
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#endif
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// #define DEBUG
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#ifndef THRESHOLD
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#define THRESHOLD 1e-3
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#endif
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double threshold();
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void Switch(unsigned int *p, unsigned int l, unsigned int lbar);
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void selectLargestDenominator(unsigned int l, unsigned int N_updates,
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unsigned int *Updates_index, unsigned int *p,
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double ***ylk);
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#ifdef MKL
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lapack_int inverse(double *A, unsigned n);
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#endif
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template <typename T> void showScalar(T scalar, std::string name) {
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std::cout << name << " = " << scalar << std::endl << std::endl;
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}
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template <typename T>
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void showVector(T *vector, unsigned int size, std::string name) {
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std::cout << name << " = " << std::endl;
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for (unsigned int i = 0; i < size; i++) {
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std::cout << "[ " << vector[i] << " ]" << std::endl;
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}
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std::cout << std::endl;
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}
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template <typename T>
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void showMatrix(T *matrix, unsigned int M, std::string name) {
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std::cout.precision(17);
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std::cout << name << " = [" << std::endl;
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for (unsigned int i = 0; i < M; i++) {
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std::cout << "[";
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for (unsigned int j = 0; j < M; j++) {
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if (matrix[i * M + j] >= 0) {
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std::cout << " " << matrix[i * M + j] << ",";
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} else {
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std::cout << " " << matrix[i * M + j] << ",";
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}
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}
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std::cout << " ]," << std::endl;
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}
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std::cout << "]" << std::endl;
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std::cout << std::endl;
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}
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template <typename T>
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void showMatrix2(T *matrix, unsigned int M, unsigned int N, std::string name) {
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std::cout.precision(17);
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std::cout << name << " = [" << std::endl;
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for (unsigned int i = 0; i < M; i++) {
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std::cout << "[";
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for (unsigned int j = 0; j < N; j++) {
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if (matrix[i * N + j] >= 0) {
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std::cout << " " << matrix[i * N + j] << ",";
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} else {
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std::cout << " " << matrix[i * N + j] << ",";
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}
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}
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std::cout << " ]," << std::endl;
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}
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std::cout << "]" << std::endl;
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std::cout << std::endl;
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}
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template <typename T> T *transpose(T *A, unsigned int M) {
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T *B = new T[M * M];
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for (unsigned int i = 0; i < M; i++) {
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for (unsigned int j = 0; j < M; j++) {
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B[i * M + j] = A[i + j * M];
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}
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}
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return B;
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}
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template <typename T> void matMul(T *A, T *B, T *C, unsigned int M) {
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memset(C, 0, M * M * sizeof(T));
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for (unsigned int i = 0; i < M; i++) {
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for (unsigned int j = 0; j < M; j++) {
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for (unsigned int k = 0; k < M; k++) {
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C[i * M + j] += A[i * M + k] * B[k * M + j];
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}
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}
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}
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}
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template <typename T1, typename T2, typename T3>
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void matMul2(T1 *A, T2 *B, T3 *C, unsigned int M, unsigned int N,
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unsigned int P) {
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for (unsigned int i = 0; i < M; i++) {
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for (unsigned int j = 0; j < P; j++) {
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C[i * P + j] = 0;
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for (unsigned int k = 0; k < N; k++) {
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C[i * P + j] += A[i * N + k] * B[k * P + j];
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}
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}
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}
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}
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template <typename T1, typename T2>
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T1 *outProd(T1 *vec1, T2 *vec2, unsigned int M) {
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T1 *C = new T1[M * M];
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for (unsigned int i = 0; i < M; i++) {
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for (unsigned int j = 0; j < M; j++) {
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C[i * M + 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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// // This flat version doesn't work. Get's stuck in an infinite recursion loop.
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// template <typename T> T determinant(T *A, unsigned int M) {
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// std::cout << "determinant() called..." << std::endl;
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// T det = 0;
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// int p, h, k, i, j;
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// T *temp = new T[M * M];
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// if (M == 1) {
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// return A[0];
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// } else if (M == 2) {
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// det = (A[0] * A[3] - A[1] * A[2]);
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// return det;
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// } else {
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// for (p = 0; p < M; p++) {
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// h = 0;
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// k = 0;
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// for (i = 1; i < M; i++) {
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// for (j = 0; j < M; j++) {
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// if (j == p) {
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// continue;
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// }
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// temp[h * M + k] = A[i * M + j];
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// k++;
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// if (k == M - 1) {
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// h++;
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// k = 0;
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// }
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// }
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// }
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// det = det + A[p] * pow(-1, p) * determinant(temp, M - 1);
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// }
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// return det;
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// }
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// delete temp;
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// }
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// // This version also gets stuck in a recursion loop
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// template <typename T> T determinant(T **A, unsigned int M) {
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// int p, h, k, i, j;
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// T det = 0;
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// T **temp = new T *[M];
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// for (int i = 0; i < M; i++) {
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// temp[i] = new T[M];
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// }
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// if (M == 1) {
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// return A[0][0];
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// } else if (M == 2) {
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// det = (A[0][0] * A[1][1] - A[0][1] * A[1][0]);
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// return det;
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// } else {
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// for (p = 0; p < M; p++) {
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// h = 0;
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// k = 0;
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// for (i = 1; i < M; i++) {
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// for (j = 0; j < M; j++) {
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// if (j == p) {
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// continue;
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// }
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// temp[h][k] = A[i][j];
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// k++;
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// if (k == M - 1) {
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// h++;
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// k = 0;
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// }
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// }
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// }
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// det = det + A[0][p] * pow(-1, p) * determinant(temp, M - 1);
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// }
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// return det;
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// }
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// delete[] temp;
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// }
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template <typename T> bool is_identity(T *A, unsigned int M, double tolerance) {
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for (unsigned int i = 0; i < M; i++) {
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for (unsigned int j = 0; j < M; j++) {
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if (i == j && std::fabs(A[i * M + j] - 1) > tolerance) {
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return false;
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}
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if (i != j && std::fabs(A[i * M + j]) > tolerance) {
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return false;
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}
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}
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}
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return true;
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}
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template <typename T>
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bool is_identity2(T *A, unsigned int M, double tolerance) {
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double det = determinant(A, M);
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if (det - 1 > tolerance) {
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return false;
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}
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return true;
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}
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template <typename T> T norm_max(T *A, unsigned int Dim) {
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T res = 0;
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for (unsigned int i = 0; i < Dim; i++) {
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for (unsigned int j = 0; j < Dim; j++) {
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T delta = A[i * Dim + j];
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delta = std::fabs(delta);
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if (delta > res) {
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res = delta;
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}
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}
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}
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return res;
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}
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template <typename T> T norm_frobenius2(T *A, unsigned int Dim) {
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T res = 0;
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for (unsigned int i = 0; i < Dim; i++) {
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for (unsigned int j = 0; j < Dim; j++) {
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T delta = A[i * Dim + j];
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res += delta * delta;
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}
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}
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return res;
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}
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template <typename T> T residual_max(T *A, unsigned int Dim) {
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T res = 0;
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for (unsigned int i = 0; i < Dim; i++) {
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for (unsigned int j = 0; j < Dim; j++) {
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T delta = A[i * Dim + j] - (i == j);
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delta = std::fabs(delta);
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if (delta > res) {
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res = delta;
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}
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}
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}
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return res;
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}
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template <typename T> T residual_frobenius2(T *A, unsigned int Dim) {
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T res = 0;
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for (unsigned int i = 0; i < Dim; i++) {
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for (unsigned int j = 0; j < Dim; j++) {
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T delta = A[i * Dim + j] - (i == j);
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res += delta * delta;
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}
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}
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return res;
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}
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template <typename T> T residual2(T *A, unsigned int Dim) {
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double res = 0.0;
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for (unsigned int i = 0; i < Dim; i++) {
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for (unsigned int j = 0; j < Dim; j++) {
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T delta = (A[i * Dim + j] - (i == j));
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res += delta * delta;
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}
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}
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return res;
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}
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// Computes the condition number of A using a previously computed B=A^{-1}
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template <typename T> T condition1(T *A, T *B, unsigned int Dim) {
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T resA = 0;
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T resB = 0;
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for (unsigned int i = 0; i < Dim; i++) {
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for (unsigned int j = 0; j < Dim; j++) {
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T deltaA = A[i * Dim + j];
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T deltaB = B[i * Dim + j];
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resA += deltaA * deltaA;
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resB += deltaB * deltaB;
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}
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}
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return sqrt(resA * resB);
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}
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#ifdef MKL
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// Computes the condition number of A by first inverting it with LAPACKE
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template <typename T> T condition2(T *A, unsigned int Dim) {
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T B[Dim * Dim];
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std::memcpy(B, A, Dim * Dim * sizeof(T));
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inverse(B, Dim);
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T resA = 0;
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T resB = 0;
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for (unsigned int i = 0; i < Dim; i++) {
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for (unsigned int j = 0; j < Dim; j++) {
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T deltaA = A[i * Dim + j];
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T deltaB = B[i * Dim + j];
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resA += deltaA * deltaA;
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resB += deltaB * deltaB;
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}
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}
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return sqrt(resA) * sqrt(resB);
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}
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#endif
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