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-
- //#define WANT_STREAM
-
- #include "include.h"
- #include "newmatap.h"
-
- void Print(const Matrix& X);
- void Print(const UpperTriangularMatrix& X);
- void Print(const DiagonalMatrix& X);
- void Print(const SymmetricMatrix& X);
- void Print(const LowerTriangularMatrix& X);
-
- void Clean(Matrix&, Real);
-
-
-
-
- void trymatd()
- {
- // cout << "\nThirteenth test of Matrix package\n";
- Tracer et("Thirteenth test of Matrix package");
- Exception::PrintTrace(TRUE);
- Matrix X(5,20);
- int i,j;
- for (j=1;j<=20;j++) X(1,j) = j+1;
- for (i=2;i<=5;i++) for (j=1;j<=20; j++) X(i,j) = (long)X(i-1,j) * j % 1001;
- SymmetricMatrix S; S << X * X.t();
- Matrix SM = X * X.t() - S;
- Print(SM);
- LowerTriangularMatrix L = Cholesky(S);
- Matrix Diff = L*L.t()-S; Clean(Diff, 0.000000001);
- Print(Diff);
- {
- Tracer et1("Stage 1");
- LowerTriangularMatrix L1(5);
- Matrix Xt = X.t(); Matrix Xt2 = Xt;
- QRZT(X,L1);
- Diff = L - L1; Clean(Diff,0.000000001); Print(Diff);
- UpperTriangularMatrix Ut(5);
- QRZ(Xt,Ut);
- Diff = L - Ut.t(); Clean(Diff,0.000000001); Print(Diff);
- Matrix Y(3,20);
- for (j=1;j<=20;j++) Y(1,j) = 22-j;
- for (i=2;i<=3;i++) for (j=1;j<=20; j++)
- Y(i,j) = (long)Y(i-1,j) * j % 101;
- Matrix Yt = Y.t(); Matrix M,Mt; Matrix Y2=Y;
- QRZT(X,Y,M); QRZ(Xt,Yt,Mt);
- Diff = Xt - X.t(); Clean(Diff,0.000000001); Print(Diff);
- Diff = Yt - Y.t(); Clean(Diff,0.000000001); Print(Diff);
- Diff = Mt - M.t(); Clean(Diff,0.000000001); Print(Diff);
- Diff = Y2 * Xt2 * S.i() - M * L.i();
- Clean(Diff,0.000000001); Print(Diff);
- }
-
- ColumnVector C1(5);
- {
- Tracer et1("Stage 2");
- X.ReDimension(5,5);
- for (j=1;j<=5;j++) X(1,j) = j+1;
- for (i=2;i<=5;i++) for (j=1;j<=5; j++)
- X(i,j) = (long)X(i-1,j) * j % 1001;
- for (i=1;i<=5;i++) C1(i) = i*i;
- CroutMatrix A = X;
- ColumnVector C2 = A.i() * C1; C1 = X.i() * C1;
- X = C1 - C2; Clean(X,0.000000001); Print(X);
- }
-
- {
- Tracer et1("Stage 3");
- X.ReDimension(7,7);
- for (j=1;j<=7;j++) X(1,j) = j+1;
- for (i=2;i<=7;i++) for (j=1;j<=7; j++)
- X(i,j) = (long)X(i-1,j) * j % 1001;
- C1.ReDimension(7);
- for (i=1;i<=7;i++) C1(i) = i*i;
- RowVector R1 = C1.t();
- Diff = R1 * X.i() - ( X.t().i() * R1.t() ).t(); Clean(Diff,0.000000001);
- Print(Diff);
- }
-
- {
- Tracer et1("Stage 4");
- X.ReDimension(5,5);
- for (j=1;j<=5;j++) X(1,j) = j+1;
- for (i=2;i<=5;i++) for (j=1;j<=5; j++)
- X(i,j) = (long)X(i-1,j) * j % 1001;
- C1.ReDimension(5);
- for (i=1;i<=5;i++) C1(i) = i*i;
- CroutMatrix A1 = X*X;
- ColumnVector C2 = A1.i() * C1; C1 = X.i() * C1; C1 = X.i() * C1;
- X = C1 - C2; Clean(X,0.000000001); Print(X);
- }
-
-
- {
- Tracer et1("Stage 5");
- int n = 40;
- SymmetricBandMatrix B(n,2); B = 0.0;
- for (i=1; i<=n; i++)
- {
- B(i,i) = 6;
- if (i<=n-1) B(i,i+1) = -4;
- if (i<=n-2) B(i,i+2) = 1;
- }
- B(1,1) = 5; B(n,n) = 5;
- SymmetricMatrix A = B;
- ColumnVector X(n);
- X(1) = 429;
- for (i=2;i<=n;i++) X(i) = (long)X(i-1) * 31 % 1001;
- X = X / 100000L;
- // the matrix B is rather ill-conditioned so the difficulty is getting
- // good agreement (we have chosen X very small) may not be surprising;
- // maximum element size in B.i() is around 1400
- ColumnVector Y1 = A.i() * X;
- LowerTriangularMatrix C1 = Cholesky(A);
- ColumnVector Y2 = C1.t().i() * (C1.i() * X) - Y1;
- Clean(Y2, 0.000000001); Print(Y2);
- UpperTriangularMatrix CU = C1.t().i();
- LowerTriangularMatrix CL = C1.i();
- Y2 = CU * (CL * X) - Y1;
- Clean(Y2, 0.000000001); Print(Y2);
- Y2 = B.i() * X - Y1; Clean(Y2, 0.000000001); Print(Y2);
-
- LowerBandMatrix C2 = Cholesky(B);
- Matrix M = C2 - C1; Clean(M, 0.000000001); Print(M);
- ColumnVector Y3 = C2.t().i() * (C2.i() * X) - Y1;
- Clean(Y3, 0.000000001); Print(Y3);
- CU = C1.t().i();
- CL = C1.i();
- Y3 = CU * (CL * X) - Y1;
- Clean(Y3, 0.000000001); Print(Y3);
-
- Y3 = B.i() * X - Y1; Clean(Y3, 0.000000001); Print(Y3);
-
- SymmetricMatrix AI = A.i();
- Y2 = AI*X - Y1; Clean(Y2, 0.000000001); Print(Y2);
- SymmetricMatrix BI = B.i();
- BandMatrix C = B; Matrix CI = C.i();
- M = A.i() - CI; Clean(M, 0.000000001); Print(M);
- M = B.i() - CI; Clean(M, 0.000000001); Print(M);
- M = AI-BI; Clean(M, 0.000000001); Print(M);
- M = AI-CI; Clean(M, 0.000000001); Print(M);
-
- M = A; AI << M; M = AI-A; Clean(M, 0.000000001); Print(M);
- C = B; BI << C; M = BI-B; Clean(M, 0.000000001); Print(M);
-
-
- }
-
- {
- Tracer et1("Stage 5");
- SymmetricMatrix A(4), B(4);
- A << 5
- << 1 << 4
- << 2 << 1 << 6
- << 1 << 0 << 1 << 7;
- B << 8
- << 1 << 5
- << 1 << 0 << 9
- << 2 << 1 << 0 << 6;
- LowerTriangularMatrix AB = Cholesky(A) * Cholesky(B);
- Matrix M = Cholesky(A) * B * Cholesky(A).t() - AB*AB.t();
- Clean(M, 0.000000001); Print(M);
- M = A * Cholesky(B); M = M * M.t() - A * B * A;
- Clean(M, 0.000000001); Print(M);
- }
- {
- Tracer et1("Stage 6");
- int N=49;
- int i;
- SymmetricBandMatrix S(N,1);
- Matrix B(N,N+1); B=0;
- for (i=1;i<=N;i++) { S(i,i)=1; B(i,i)=1; B(i,i+1)=-1; }
- for (i=1;i<N; i++) S(i,i+1)=-.5;
- DiagonalMatrix D(N+1); D = 1;
- B = B.t()*S.i()*B - (D-1.0/(N+1))*2.0;
- Clean(B, 0.000000001); Print(B);
- }
-
- // cout << "\nEnd of Thirteenth test\n";
- }
-