example_matrix_algebra_cholesky.cpp

Programa para el testeo de las funciones.

Programa para el testeo de las funciones.Para compilar o código example_matrix_algebra_cholesky.cpp:

g++ -static -o example_matrix_algebra_cholesky example_matrix_algebra_cholesky.cpp -lpdsramm 

Para executar o programa:

./example_matrix_algebra_cholesky

Retornando por consola:

A:
4   12  -16 
12  37  -43 
-16 -43 98  
Elapsed time: 0.003 ms
L:
2  0  0  
6  1  0  
-8 5  3  
Elapsed time: 0.003 ms
L:
2  0  0  
6  1  0  
-8 5  3  
EigenValues:0.018804991512251   15.503963229408 123.47723177908


L*L.T():
4   12  -16 
12  37  -43 
-16 -43 98  
A:
0.97711646721597   0.19605791323992   0.097648216191663  0.025462562357029  0.24208539605996   0.010221850816969  
0.19605791323992   0.90715637894598   0.14437601423156   -0.036159569180046 0.078521276881047  0.032437778765261  
0.097648216191663  0.14437601423156   1.0094308486974    0.034829101241974  -0.030041912947753 -0.031660635653481 
0.025462562357029  -0.036159569180046 0.034829101241974  0.9650309533459    0.048453980157227  0.037639812999034  
0.24208539605996   0.078521276881047  -0.030041912947753 0.048453980157227  0.85219626253829   0.031445949480441  
0.010221850816969  0.032437778765261  -0.031660635653481 0.037639812999034  0.031445949480441  0.99422841699362   
Elapsed time: 0.003 ms
L:
0.98849201676896   0                  0                  0                  0                  0                  
0.19834041136798   0.9315672064668    0                  0                  0                  0                  
0.098785032691353  0.13394948785695   0.99082284022749   0                  0                  0                  
0.025758996456297  -0.044300205983136 0.038572473591309  0.98026378260056   0                  0                  
0.24490374424191   0.03214686744516   -0.059083007963329 0.046771692380011  0.88628810466459   0                  
0.010340853181982  0.032618977439642  -0.037394628980363 0.041071469201986  0.026779631209885  0.99461304714605   
Elapsed time: 0.003 ms
L:
0.98849201676896   0                  0                  0                  0                  0                  
0.19834041136798   0.9315672064668    0                  0                  0                  0                  
0.098785032691353  0.13394948785695   0.99082284022749   0                  0                  0                  
0.025758996456297  -0.044300205983136 0.038572473591309  0.98026378260056   0                  0                  
0.24490374424191   0.03214686744516   -0.059083007963329 0.046771692380011  0.88628810466459   0                  
0.010340853181982  0.032618977439642  -0.037394628980363 0.041071469201986  0.026779631209885  0.99461304714605   
A:
-18   -14.5 -11   -7.5  -4    -0.5  
-14.5 -11   -7.5  -4    -0.5  3     
-11   -7.5  -4    -0.5  3     6.5   
-7.5  -4    -0.5  3     6.5   10    
-4    -0.5  3     6.5   10    13.5  
-0.5  3     6.5   10    13.5  17    
Elapsed time: 0.002 ms
L:
Elapsed time: 0.002 ms
L:

Código example_matrix_algebra_cholesky.cpp:

 
#include <Pds/Ra>
 
int main(void)
{
    Pds::Matrix L;
    Pds::Matrix A;
    
    A=  "  4  12 -16\n"
        " 12  37 -43\n"
        "-16 -43  98";
    
    A.Print("A:\n");
    
    Pds::Ra::Tic();
    L=A.CholeskyBanachiewicz();
    Pds::Ra::Toc();
    L.Print("L:\n");
    
    Pds::Ra::Tic();
    L=A.CholeskyCrout();
    Pds::Ra::Toc();
    L.Print("L:\n");
    
    std::cout<<"EigenValues:"<<A.EigenValues().T()<<"\n";
    
    (L*L.T()).Print("\nL*L.T():\n");
    
    A=Pds::Matrix(100,6);
    A.FillRandN();
    A=A.CovMatrix();
    
    A.Print("A:\n");
    
    Pds::Ra::Tic();
    L=A.CholeskyBanachiewicz();
    Pds::Ra::Toc();
    L.Print("L:\n");
    
    Pds::Ra::Tic();
    L=A.CholeskyCrout();
    Pds::Ra::Toc();
    L.Print("L:\n");
    
    A.FillId();
    A=(A+A.T()-36)/2.0;
    
    A.Print("A:\n");
    
    Pds::Ra::Tic();
    L=A.CholeskyBanachiewicz();
    Pds::Ra::Toc();
    L.Print("L:\n");
    
    Pds::Ra::Tic();
    L=A.CholeskyCrout();
    Pds::Ra::Toc();
    L.Print("L:\n");
    
    return 0;
}