/*=========================================================================== Copyright (C) 2007-2012 Yves Renard, Julien Pommier. This file is a part of GETFEM++ Getfem++ is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version along with the GCC Runtime Library Exception either version 3.1 or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License and GCC Runtime Library Exception for more details. You should have received a copy of the GNU Lesser General Public License along with this program; if not, write to the Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA. ===========================================================================*/ // RECTANGULAR_MATRIX_PARAM // SQUARED_MATRIX_PARAM // ENDPARAM; #include "gmm/gmm_kernel.h" #include "gmm/gmm_dense_lu.h" #include "gmm/gmm_dense_qr.h" #include "gmm/gmm_condition_number.h" using std::endl; using std::cout; using std::cerr; using std::ends; using std::cin; using gmm::size_type; bool print_debug = false; // template void print_for_matlab(const MAT &m, T) { // cout.precision(16); // cout << "[ "; // for (size_type i = 0; i < gmm::mat_nrows(m); ++i) { // for (size_type j = 0; j < gmm::mat_ncols(m); ++j) cout << " " << m(i,j); // if (i != gmm::mat_nrows(m)-1) cout << " ; \n"; // } // cout << " ]" << endl; // } // template void print_for_matlab(const MAT &m, // std::complex) { // cout.precision(16); // cout << "[ "; // for (size_type i = 0; i < gmm::mat_nrows(m); ++i) { // for (size_type j = 0; j < gmm::mat_ncols(m); ++j) // cout << " (" << m(i,j).real() << "+" << m(i,j).imag() << "*i)" ; // if (i != gmm::mat_nrows(m)-1) cout << " ; \n"; // } // cout << " ]" << endl; // } // template inline void print_for_matlab(const MAT &m) // { print_for_matlab(m, gmm::linalg_traits::value_type()); } template inline T real_or_complex(double a, double, T) { return T(a); } template inline std::complex real_or_complex(double a, double b, std::complex) { typedef typename gmm::number_traits::magnitude_type R; return std::complex(R(a), R(b)); } template struct cmp_eval { bool operator()(T a, T b) { typedef typename gmm::number_traits::magnitude_type R; // R prec = gmm::default_tol(R()); R dr = gmm::real(a) - gmm::real(b); R di = gmm::imag(a) - gmm::imag(b); if (gmm::abs(dr) > gmm::abs(di)) return (dr void sort_eval(std::vector &v) { std::sort(v.begin(), v.end(), cmp_eval()); } template bool test_procedure(const MAT1 &m1_, const MAT2 &m2_) { MAT1 &m1 = const_cast(m1_); MAT2 &m2 = const_cast(m2_); typedef typename gmm::linalg_traits::value_type T; typedef typename gmm::number_traits::magnitude_type R; R prec = gmm::default_tol(R()); R error; static size_type nb_iter(0); ++nb_iter; // gmm::qr_factor(A, Q, R) is tested in test_gmm_mult.C // // test for gmm::qr_factor(A), apply_house_right and apply_house_left // size_type m = gmm::mat_nrows(m1), n = gmm::mat_ncols(m1); size_type k = size_type(rand() % 50); if (print_debug) { static int nexpe = 0; cout << "Begin experiment " << ++nexpe << "\n\nwith " << m1 << "\n\n"; gmm::set_warning_level(3); } gmm::dense_matrix dm1(m, n); gmm::copy(m1, dm1); if (m >= n) { gmm::dense_matrix q(k,m), qaux(k,m), q2(m,k), dm1aux(k,n), m1aux(k,n); gmm::fill_random(q); gmm::copy(q, qaux); gmm::mult(q, m1, m1aux); gmm::qr_factor(dm1); gmm::copy(dm1, m1); gmm::apply_house_right(dm1, q); for (size_type j = 0; j < n; ++j) for (size_type i = j+1; i < m; ++i) dm1(i, j) = T(0); gmm::mult(q, dm1, dm1aux); gmm::add(gmm::scaled(m1aux, T(-1)), dm1aux); error = gmm::mat_euclidean_norm(dm1aux); if (!(error <= prec * R(10000))) GMM_ASSERT1(false, "Error too large: " << error); gmm::copy(gmm::identity_matrix(), q); gmm::apply_house_right(m1, q); size_type min_km = std::min(k, m); gmm::dense_matrix a(min_km, min_km), b(min_km, min_km); gmm::copy(gmm::identity_matrix(), b); if (k > m) gmm::mult(gmm::conjugated(q), q, a); else gmm::mult(q, gmm::conjugated(q), a); gmm::add(gmm::scaled(b, T(-1)), a); error = gmm::mat_euclidean_norm(a); if (!(error <= prec * R(10000))) GMM_ASSERT1(false, "Error too large: " << error); gmm::copy(gmm::conjugated(qaux), q2); gmm::apply_house_left(m1, q2); gmm::mult(gmm::conjugated(q2), dm1, dm1aux); gmm::add(gmm::scaled(m1aux, T(-1)), dm1aux); error = gmm::mat_euclidean_norm(dm1aux); if (!(error <= prec * R(10000))) GMM_ASSERT1(false, "Error too large: " << error); } else { gmm::dense_matrix q(k,n), qaux(k,n), q2(n,k), dm1aux(k,m), m1aux(k,m); gmm::fill_random(q); gmm::copy(q, qaux); gmm::mult(q, gmm::transposed(m1), m1aux); gmm::qr_factor(gmm::transposed(dm1)); gmm::copy(dm1, m1); gmm::apply_house_right(gmm::transposed(dm1), q); for (size_type i = 0; i < m; ++i) for (size_type j = i+1; j < n; ++j) dm1(i, j) = T(0); gmm::mult(q, gmm::transposed(dm1), dm1aux); gmm::add(gmm::scaled(m1aux, T(-1)), dm1aux); error = gmm::mat_euclidean_norm(dm1aux); if (!(error <= prec * R(10000))) GMM_ASSERT1(false, "Error too large: " << error); gmm::copy(gmm::identity_matrix(), q); gmm::apply_house_right(gmm::transposed(m1), q); size_type min_km = std::min(k, n); gmm::dense_matrix a(min_km, min_km), b(min_km, min_km); gmm::copy(gmm::identity_matrix(), b); if (k > n) gmm::mult(gmm::conjugated(q), q, a); else gmm::mult(q, gmm::conjugated(q), a); gmm::add(gmm::scaled(b, T(-1)), a); error = gmm::mat_euclidean_norm(a); if (!(error <= prec * R(10000))) GMM_ASSERT1(false, "Error too large: " << error); gmm::copy(gmm::conjugated(qaux), q2); gmm::apply_house_left(gmm::transposed(m1), q2); gmm::mult(gmm::conjugated(q2), gmm::transposed(dm1), dm1aux); gmm::add(gmm::scaled(m1aux, T(-1)), dm1aux); error = gmm::mat_euclidean_norm(dm1aux); if (!(error <= prec * R(10000))) GMM_ASSERT1(false, "Error too large: " << error); } // // Test for implicit_qr_algorithm // m = gmm::mat_nrows(m2); gmm::dense_matrix cq(m, m), cr(m, m), ca(m, m); std::vector cv(m); std::vector > eigc(m), cvc(m); gmm::fill_random(ca); std::complex det1(gmm::lu_det(ca)), det2(1); implicit_qr_algorithm(ca, eigc, cq); for (size_type i = 0; i < m; ++i) det2 *= eigc[i]; if (gmm::abs(det1 - det2) > (gmm::abs(det1)+gmm::abs(det2))/R(100)) GMM_ASSERT1(false, "Error in QR or det. det lu: " << det1 << " det qr: " << det2); if (print_debug) cout << "det lu = " << det1 << " det qr = " << det2 << endl; if (m > 0) do { gmm::fill_random(cq); } while (gmm::abs(gmm::lu_det(cq)) < sqrt(prec) || gmm::condition_number(cq) > R(1000)); gmm::copy(cq, cr); gmm::lu_inverse(cr); gmm::fill_random(cv); if (m > 0) cv[ 0] = real_or_complex( 0.0, 0.0, cv[0]); if (m > 1) cv[ 1] = real_or_complex( 0.0, 0.0, cv[0]); if (m > 2) cv[ 2] = real_or_complex( 0.01,-0.1, cv[0]); if (m > 3) cv[ 3] = real_or_complex( 0.01, 0.1, cv[0]); if (m > 4) cv[ 4] = real_or_complex( -2.0, 3.0, cv[0]); if (m > 5) cv[ 5] = real_or_complex( -2.0, 3.0, cv[0]); if (m > 6) cv[ 6] = real_or_complex( -50.0, 3.0, cv[0]); if (m > 7) cv[ 7] = real_or_complex( 100.0, 1.0, cv[0]); if (m > 8) cv[ 8] = real_or_complex( 300.0, 1.0, cv[0]); if (m > 9) cv[ 9] = real_or_complex( 500.0, 1.0, cv[0]); if (m > 10) cv[10] = real_or_complex( 1000.0, 1.0, cv[0]); if (m > 11) cv[11] = real_or_complex( 4000.0, 1.0, cv[0]); if (m > 12) cv[12] = real_or_complex( 5000.0, 1.0, cv[0]); if (m > 13) cv[13] = real_or_complex( 10000.0, 1.0, cv[0]); if (m > 14) cv[14] = real_or_complex( 80000.0, 1.0, cv[0]); if (m > 15) cv[15] = real_or_complex(100000.0, 1.0, cv[0]); gmm::clear(m2); for (size_type l = 0; l < m; ++l) m2(l, l) = cv[l]; gmm::mult(cq, m2, ca); gmm::mult(ca, cr, ca); implicit_qr_algorithm(ca, eigc, cq); gmm::copy(cv, cvc); sort_eval(cvc); sort_eval(eigc); error = gmm::vect_dist2(cvc, eigc); if (!(error <= sqrt(prec) * gmm::vect_norm2(cv) * R(10))) GMM_ASSERT1(false, "Error in QR algorithm, error = " << error); gmm::dense_matrix aa(m, m), bb(m, m); gmm::mult(gmm::conjugated(cq), ca, aa); gmm::mult(aa, cq, bb); for (size_type i = 0; i < m; ++i) for (size_type j = (i == 0) ? 0 : i-1; j < m; ++j) bb(i, j) = T(0); error = gmm::mat_maxnorm(bb); if (!(error <= sqrt(prec) * gmm::vect_norm2(cv) * R(10))) GMM_ASSERT1(false, "Error in Schur vectors, error = "<< error); // // Test for symmetric_qr_algorithm // m = gmm::mat_nrows(m2); std::vector cvr(m), eigcr(m); if (m > 0) do { gmm::fill_random(cr); } while (gmm::abs(gmm::lu_det(cr)) < sqrt(prec) || gmm::condition_number(cr) > R(1000)); gmm::qr_factor(cr, cq, ca); gmm::fill_random(cvr); gmm::copy(gmm::identity_matrix(), m2); if (m > 0) cvr[ 0] = R( 0.0 ); if (m > 1) cvr[ 1] = R( 0.0 ); if (m > 2) cvr[ 2] = R( 0.01); if (m > 3) cvr[ 3] = R( 0.01); if (m > 4) cvr[ 4] = R( -2.0 ); if (m > 5) cvr[ 5] = R( -2.0 ); if (m > 6) cvr[ 6] = R( -50.0 ); if (m > 7) cvr[ 7] = R( 100.0 ); if (m > 8) cvr[ 8] = R( 300.0 ); if (m > 9) cvr[ 9] = R( 500.0 ); if (m > 10) cvr[10] = R( 1000.0 ); if (m > 11) cvr[11] = R( 4000.0 ); if (m > 12) cvr[12] = R( 5000.0 ); if (m > 13) cvr[13] = R( 10000.0 ); if (m > 14) cvr[14] = R( 80000.0 ); if (m > 15) cvr[15] = R(100000.0 ); gmm::clear(m2); for (size_type l = 0; l < m; ++l) m2(l, l) = cvr[l]; gmm::mult(gmm::conjugated(cq), m2, ca); gmm::mult(ca, cq, ca); symmetric_qr_algorithm(ca, eigcr, cq); for (size_type l = 0; l < m; ++l) { std::vector vy(m); gmm::mult(ca, gmm::mat_col(cq, l), gmm::scaled(gmm::mat_col(cq, l), -eigcr[l]), vy); error = gmm::vect_norm2(vy); if (!(error <= sqrt(prec) * gmm::vect_norm2(cvr) * R(10))) GMM_ASSERT1(false, "Error too large: " << error); } sort_eval(cvr); sort_eval(eigcr); error = gmm::vect_dist2(cvr, eigcr); if (!(error <= sqrt(prec) * gmm::vect_norm2(cvr) * R(10))) GMM_ASSERT1(false, "Error in QR algorithm."); if (nb_iter == 100) return true; return false; }