# include # include # include # include # include using namespace std; # include "r8po.hpp" //****************************************************************************80 int i4_log_10 ( int i ) //****************************************************************************80 // // Purpose: // // I4_LOG_10 returns the integer part of the logarithm base 10 of ABS(X). // // Example: // // I I4_LOG_10 // ----- -------- // 0 0 // 1 0 // 2 0 // 9 0 // 10 1 // 11 1 // 99 1 // 100 2 // 101 2 // 999 2 // 1000 3 // 1001 3 // 9999 3 // 10000 4 // // Discussion: // // I4_LOG_10 ( I ) + 1 is the number of decimal digits in I. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 04 January 2004 // // Author: // // John Burkardt // // Parameters: // // Input, int I, the number whose logarithm base 10 is desired. // // Output, int I4_LOG_10, the integer part of the logarithm base 10 of // the absolute value of X. // { int i_abs; int ten_pow; int value; if ( i == 0 ) { value = 0; } else { value = 0; ten_pow = 10; i_abs = abs ( i ); while ( ten_pow <= i_abs ) { value = value + 1; ten_pow = ten_pow * 10; } } return value; } //****************************************************************************80 int i4_max ( int i1, int i2 ) //****************************************************************************80 // // Purpose: // // I4_MAX returns the maximum of two integers. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 13 October 1998 // // Author: // // John Burkardt // // Parameters: // // Input, int I1, I2, are two integers to be compared. // // Output, int I4_MAX, the larger of I1 and I2. // // { if ( i2 < i1 ) { return i1; } else { return i2; } } //****************************************************************************80 int i4_min ( int i1, int i2 ) //****************************************************************************80 // // Purpose: // // I4_MIN returns the smaller of two integers. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 13 October 1998 // // Author: // // John Burkardt // // Parameters: // // Input, int I1, I2, two integers to be compared. // // Output, int I4_MIN, the smaller of I1 and I2. // { if ( i1 < i2 ) { return i1; } else { return i2; } } //****************************************************************************80 int i4_power ( int i, int j ) //****************************************************************************80 // // Purpose: // // I4_POWER returns the value of I^J. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 01 April 2004 // // Author: // // John Burkardt // // Parameters: // // Input, int I, J, the base and the power. J should be nonnegative. // // Output, int I4_POWER, the value of I^J. // { int k; int value; if ( j < 0 ) { if ( i == 1 ) { value = 1; } else if ( i == 0 ) { cerr << "\n"; cerr << "I4_POWER - Fatal error!\n"; cerr << " I^J requested, with I = 0 and J negative.\n"; exit ( 1 ); } else { value = 0; } } else if ( j == 0 ) { if ( i == 0 ) { cerr << "\n"; cerr << "I4_POWER - Fatal error!\n"; cerr << " I^J requested, with I = 0 and J = 0.\n"; exit ( 1 ); } else { value = 1; } } else if ( j == 1 ) { value = i; } else { value = 1; for ( k = 1; k <= j; k++ ) { value = value * i; } } return value; } //****************************************************************************80 double r8_uniform_01 ( int &seed ) //****************************************************************************80 // // Purpose: // // R8_UNIFORM_01 returns a unit pseudorandom R8. // // Discussion: // // This routine implements the recursion // // seed = ( 16807 * seed ) mod ( 2^31 - 1 ) // u = seed / ( 2^31 - 1 ) // // The integer arithmetic never requires more than 32 bits, // including a sign bit. // // If the initial seed is 12345, then the first three computations are // // Input Output R8_UNIFORM_01 // SEED SEED // // 12345 207482415 0.096616 // 207482415 1790989824 0.833995 // 1790989824 2035175616 0.947702 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 09 April 2012 // // Author: // // John Burkardt // // Reference: // // Paul Bratley, Bennett Fox, Linus Schrage, // A Guide to Simulation, // Second Edition, // Springer, 1987, // ISBN: 0387964673, // LC: QA76.9.C65.B73. // // Bennett Fox, // Algorithm 647: // Implementation and Relative Efficiency of Quasirandom // Sequence Generators, // ACM Transactions on Mathematical Software, // Volume 12, Number 4, December 1986, pages 362-376. // // Pierre L'Ecuyer, // Random Number Generation, // in Handbook of Simulation, // edited by Jerry Banks, // Wiley, 1998, // ISBN: 0471134031, // LC: T57.62.H37. // // Peter Lewis, Allen Goodman, James Miller, // A Pseudo-Random Number Generator for the System/360, // IBM Systems Journal, // Volume 8, Number 2, 1969, pages 136-143. // // Parameters: // // Input/output, int &SEED, the "seed" value. Normally, this // value should not be 0. On output, SEED has been updated. // // Output, double R8_UNIFORM_01, a new pseudorandom variate, // strictly between 0 and 1. // { const int i4_huge = 2147483647; int k; double r; if ( seed == 0 ) { cerr << "\n"; cerr << "R8_UNIFORM_01 - Fatal error!\n"; cerr << " Input value of SEED = 0.\n"; exit ( 1 ); } k = seed / 127773; seed = 16807 * ( seed - k * 127773 ) - k * 2836; if ( seed < 0 ) { seed = seed + i4_huge; } r = ( double ) ( seed ) * 4.656612875E-10; return r; } //****************************************************************************80 void r8ge_print ( int m, int n, double a[], string title ) //****************************************************************************80 // // Purpose: // // R8GE_PRINT prints an R8GE matrix. // // Discussion: // // The R8GE storage format is used for a "general" M by N matrix. // A physical storage space is made for each logical entry. The two // dimensional logical array is mapped to a vector, in which storage is // by columns. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 06 April 2006 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the number of rows of the matrix. // M must be positive. // // Input, int N, the number of columns of the matrix. // N must be positive. // // Input, double A[M*N], the R8GE matrix. // // Input, string TITLE, a title. // { r8ge_print_some ( m, n, a, 1, 1, m, n, title ); return; } //****************************************************************************80 void r8ge_print_some ( int m, int n, double a[], int ilo, int jlo, int ihi, int jhi, string title ) //****************************************************************************80 // // Purpose: // // R8GE_PRINT_SOME prints some of an R8GE matrix. // // Discussion: // // The R8GE storage format is used for a "general" M by N matrix. // A physical storage space is made for each logical entry. The two // dimensional logical array is mapped to a vector, in which storage is // by columns. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 06 April 2006 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the number of rows of the matrix. // M must be positive. // // Input, int N, the number of columns of the matrix. // N must be positive. // // Input, double A[M*N], the R8GE matrix. // // Input, int ILO, JLO, IHI, JHI, designate the first row and // column, and the last row and column to be printed. // // Input, string TITLE, a title. // { # define INCX 5 int i; int i2hi; int i2lo; int j; int j2hi; int j2lo; cout << "\n"; cout << title << "\n"; // // Print the columns of the matrix, in strips of 5. // for ( j2lo = jlo; j2lo <= jhi; j2lo = j2lo + INCX ) { j2hi = j2lo + INCX - 1; j2hi = i4_min ( j2hi, n ); j2hi = i4_min ( j2hi, jhi ); cout << "\n"; // // For each column J in the current range... // // Write the header. // cout << " Col: "; for ( j = j2lo; j <= j2hi; j++ ) { cout << setw(7) << j << " "; } cout << "\n"; cout << " Row\n"; cout << " ---\n"; // // Determine the range of the rows in this strip. // i2lo = i4_max ( ilo, 1 ); i2hi = i4_min ( ihi, m ); for ( i = i2lo; i <= i2hi; i++ ) { // // Print out (up to) 5 entries in row I, that lie in the current strip. // cout << setw(5) << i << " "; for ( j = j2lo; j <= j2hi; j++ ) { cout << setw(12) << a[i-1+(j-1)*m] << " "; } cout << "\n"; } } return; # undef INCX } //****************************************************************************80 double *r8ge_random ( int m, int n, int &seed ) //****************************************************************************80 // // Purpose: // // R8GE_RANDOM randomizes an R8GE matrix. // // Discussion: // // The R8GE storage format is used for a "general" M by N matrix. // A physical storage space is made for each logical entry. The two // dimensional logical array is mapped to a vector, in which storage is // by columns. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 15 January 2004 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the number of rows of the matrix. // M must be positive. // // Input, int N, the number of columns of the matrix. // N must be positive. // // Input/output, int &SEED, a seed for the random number generator. // // Output, double R8GE_RANDOM[M*N], the randomized M by N matrix, // with entries between 0 and 1. // { double *a; int i; int j; a = new double[m*n]; for ( j = 0; j < n; j++ ) { for ( i = 0; i < m; i++ ) { a[i+j*m] = r8_uniform_01 ( seed ); } } return a; } //****************************************************************************80 double *r8ge_to_r8po ( int n, double a[] ) //****************************************************************************80 // // Purpose: // // R8GE_TO_R8PO copies an R8GE matrix to an R8PO matrix. // // Discussion: // // The R8PO format assumes the matrix is square and symmetric; it is also // typically assumed that the matrix is positive definite. These are not // required here. The copied R8PO matrix simply zeros out the lower triangle // of the R8GE matrix. // // The R8GE storage format is used for a general M by N matrix. A storage // space is made for each entry. The two dimensional logical // array can be thought of as a vector of M*N entries, starting with // the M entries in the column 1, then the M entries in column 2 // and so on. Considered as a vector, the entry A(I,J) is then stored // in vector location I+(J-1)*M. // // The R8PO storage format is used for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage scheme is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // R8PO storage is used by LINPACK and LAPACK. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 August 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the matrix. // // Input, double A[N,N], the R8GE matrix. // // Output, double R8GE_TO_R8PO[N,N], the R8PO matrix. // { double *b; int i; int j; b = new double[n*n]; for ( i = 0; i < n; i++ ) { for ( j = 0; j < n; j++ ) { if ( i <= j ) { b[i+j*n] = a[i+j*n]; } else { b[i+j*n] = 0.0; } } } return b; } //****************************************************************************80 double r8po_det ( int n, double a_lu[] ) //****************************************************************************80 // // Purpose: // // R8PO_DET computes the determinant of a matrix factored by R8PO_FA. // // Discussion: // // The R8PO storage format is appropriate for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage format is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 29 July 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the matrix. // // Input, double A_LU[N*N], the LU factors from R8PO_FA. // // Output, double R8PO_DET, the determinant of A. // { double det; int i; det = 1.0; for ( i = 0; i < n; i++ ) { det = det * pow ( a_lu[i+i*n], 2 ); } return det; } //****************************************************************************80 double *r8po_dif2 ( int n ) //****************************************************************************80 // // Purpose: // // R8PO_DIF2 returns the second difference matrix in R8PO format. // // Discussion: // // The R8PO storage format is appropriate for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage format is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 04 August 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of rows and columns of the matrix. // N must be positive. // // Output, double R8PO_DIF2[N*N], the matrix. // { double *a; int i; int j; a = new double[n*n]; for ( i = 0; i < n; i++ ) { for ( j = 0; j < n; j++ ) { if ( j == i ) { a[i+j*n] = 2.0; } else if ( j == i + 1 ) { a[i+j*n] = -1.0; } else { a[i+j*n] = 0.0; } } } return a; } //****************************************************************************80 double *r8po_fa ( int n, double a[] ) //****************************************************************************80 // // Purpose: // // R8PO_FA factors an R8PO matrix. // // Discussion: // // The R8PO storage format is appropriate for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage format is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // The positive definite symmetric matrix A has a Cholesky factorization // of the form: // // A = R' * R // // where R is an upper triangular matrix with positive elements on // its diagonal. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 04 February 2004 // // Author: // // Original FORTRAN77 version by Dongarra, Bunch, Moler, Stewart. // C++ version by John Burkardt. // // Reference: // // Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart, // LINPACK User's Guide, // SIAM, 1979, // ISBN13: 978-0-898711-72-1, // LC: QA214.L56. // // Parameters: // // Input, int N, the order of the matrix. // // Input, double A[N*N], the matrix in R8PO storage. // // Output, double R8PO_FA[N*N], the Cholesky factor in SGE // storage, or NULL if there was an error. // { double *b; int i; int j; int k; double s; b = new double[n*n]; for ( j = 0; j < n; j++ ) { for ( i = 0; i < n; i++ ) { b[i+j*n] = a[i+j*n]; } } for ( j = 0; j < n; j++ ) { for ( k = 0; k <= j-1; k++ ) { for ( i = 0; i <= k-1; i++ ) { b[k+j*n] = b[k+j*n] - b[i+k*n] * b[i+j*n]; } b[k+j*n] = b[k+j*n] / b[k+k*n]; } s = b[j+j*n]; for ( i = 0; i <= j-1; i++ ) { s = s - b[i+j*n] * b[i+j*n]; } if ( s <= 0.0 ) { delete [] b; return NULL; } b[j+j*n] = sqrt ( s ); } // // Since the Cholesky factor is in R8GE format, zero out the lower triangle. // for ( i = 0; i < n; i++ ) { for ( j = 0; j < i; j++ ) { b[i+j*n] = 0.0; } } return b; } //****************************************************************************80 double *r8po_indicator ( int n ) //****************************************************************************80 // // Purpose: // // R8PO_INDICATOR sets up an R8PO indicator matrix. // // Discussion: // // The R8PO storage format is appropriate for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage format is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 11 January 2004 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of rows and columns of the matrix. // N must be positive. // // Output, double R8PO_INDICATOR[N*N], the R8PO matrix. // { double *a; int fac; int i; int j; a = new double[n*n]; fac = i4_power ( 10, i4_log_10 ( n ) + 1 ); for ( i = 1; i <= n; i++ ) { for ( j = 1; j <= i-1; j++ ) { a[i-1+(j-1)*n] = 0.0; } for ( j = i; j <= n; j++ ) { a[i-1+(j-1)*n] = ( double ) ( fac * i + j ); } } return a; } //****************************************************************************80 double *r8po_inverse ( int n, double a[] ) //****************************************************************************80 // // Purpose: // // R8PO_INVERSE computes the inverse of a matrix factored by R8PO_FA. // // Discussion: // // The R8PO storage format is appropriate for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage format is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 03 February 2004 // // Author: // // Original FORTRAN77 version by Dongarra, Bunch, Moler, Stewart. // C++ version by John Burkardt. // // Reference: // // Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart, // LINPACK User's Guide, // SIAM, 1979, // ISBN13: 978-0-898711-72-1, // LC: QA214.L56. // // Parameters: // // Input, int N, the order of the matrix. // // Input, double A[N*N], the Cholesky factor, in R8GE storage, returned by R8PO_FA. // // Output, double R8PO_INVERSE[N*N], the inverse, in R8PO storage. // { double *b; int i; int j; int k; double t; b = new double[n*n]; for ( j = 0; j < n; j++ ) { for ( i = 0; i < n; i++ ) { b[i+j*n] = a[i+j*n]; } } // // Compute Inverse ( R ). // for ( k = 0; k < n; k++ ) { b[k+k*n] = 1.0 / b[k+k*n]; for ( i = 0; i < k; i++ ) { b[i+k*n] = -b[i+k*n] * b[k+k*n]; } for ( j = k+1; j < n; j++ ) { t = b[k+j*n]; b[k+j*n] = 0.0; for ( i = 0; i <= k; i++ ) { b[i+j*n] = b[i+j*n] + t * b[i+k*n]; } } } // // Compute Inverse ( R ) * Transpose ( Inverse ( R ) ). // for ( j = 0; j < n; j++ ) { for ( k = 0; k < j; k++ ) { t = b[k+j*n]; for ( i = 0; i <= k; i++ ) { b[i+k*n] = b[i+k*n] + t * b[i+j*n]; } } t = b[j+j*n]; for ( i = 0; i <= j; i++ ) { b[i+j*n] = b[i+j*n] * t; } } return b; } //****************************************************************************80 double *r8po_ml ( int n, double a_lu[], double x[] ) //****************************************************************************80 // // Purpose: // // R8PO_ML computes A * x = b after A has been factored by R8PO_FA. // // Discussion: // // The R8PO storage format is appropriate for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage format is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 01 October 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the matrix. // // Input, double A_LU[N*N], the Cholesky factor from R8PO_FA. // // Input, double X[N], the vector to be multiplied by A. // // Output, double R8PO_ML[N], the product A * x. // { double *b; int i; int j; b = new double[n]; // // Compute R * x = y. // for ( i = 0; i < n; i++ ) { b[i] = a_lu[i+i*n] * x[i]; for ( j = i+1; j < n; j++ ) { b[i] = b[i] + a_lu[i+j*n] * x[j]; } } // // Compute R' * y = b. // for ( j = n-1; 0 <= j; j-- ) { b[j] = a_lu[j+j*n] * b[j]; for ( i = 0; i < j; i++ ) { b[j] = b[j] + b[i] * a_lu[i+j*n]; } } return b; } //****************************************************************************80 double *r8po_mm ( int n, double a[], double b[] ) //****************************************************************************80 // // Purpose: // // R8PO_MM multiplies two R8PO matrices. // // Discussion: // // The R8PO storage format is appropriate for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage format is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 13 December 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the matrices. // N must be positive. // // Input, double A[N*N], B[N*N], the R8PO factor matrices. // // Output, double R8PO_MM[N*N], the R8PO product matrix. // { double aik; double bkj; double *c; int i; int j; int k; c = new double[n*n]; for ( i = 1; i <= n; i++ ) { for ( j = 1; j <= n; j++ ) { c[i-1+(j-1)*n] = 0.0; } } for ( i = 1; i <= n; i++ ) { for ( j = i; j <= n; j++ ) { for ( k = 1; k <= n; k++ ) { if ( i <= k ) { aik = a[i-1+(k-1)*n]; } else { aik = a[k-1+(i-1)*n]; } if ( k <= j ) { bkj = b[k-1+(j-1)*n]; } else { bkj = b[j-1+(k-1)*n]; } c[i-1+(j-1)*n] = c[i-1+(j-1)*n] + aik * bkj; } } } return c; } //****************************************************************************80 double *r8po_mv ( int n, double a[], double x[] ) //****************************************************************************80 // // Purpose: // // R8PO_MV multiplies an R8PO matrix times a vector. // // Discussion: // // The R8PO storage format is appropriate for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage format is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 01 October 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the matrix. // // Input, double A[N*N], the R8PO matrix. // // Input, double X[N], the vector to be multiplied by A. // // Output, double R8PO_MV(N), the product A * x. // { double *b; int i; int j; b = new double[n]; for ( i = 0; i < n; i++ ) { b[i] = 0.0; for ( j = 0; j < i; j++ ) { b[i] = b[i] + a[j+i*n] * x[j]; } for ( j = i; j < n; j++ ) { b[i] = b[i] + a[i+j*n] * x[j]; } } return b; } //****************************************************************************80 void r8po_print ( int n, double a[], string title ) //****************************************************************************80 // // Purpose: // // R8PO_PRINT prints an R8PO matrix. // // Discussion: // // The R8PO storage format is appropriate for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage format is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 06 April 2006 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the matrix. // // Input, double A[M*N], the R8PO matrix. // // Input, string TITLE, a title. // { r8po_print_some ( n, a, 1, 1, n, n, title ); return; } //****************************************************************************80 void r8po_print_some ( int n, double a[], int ilo, int jlo, int ihi, int jhi, string title ) //****************************************************************************80 // // Purpose: // // R8PO_PRINT_SOME prints some of an R8PO matrix. // // Discussion: // // The R8PO storage format is appropriate for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage format is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 06 April 2006 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the number of rows of the matrix. // M must be positive. // // Input, int N, the number of columns of the matrix. // N must be positive. // // Input, double A[M*N], the R8PO matrix. // // Input, int ILO, JLO, IHI, JHI, designate the first row and // column, and the last row and column to be printed. // // Input, string TITLE, a title. // { # define INCX 5 int i; int i2hi; int i2lo; int j; int j2hi; int j2lo; cout << "\n"; cout << title << "\n"; // // Print the columns of the matrix, in strips of 5. // for ( j2lo = jlo; j2lo <= jhi; j2lo = j2lo + INCX ) { j2hi = j2lo + INCX - 1; j2hi = i4_min ( j2hi, n ); j2hi = i4_min ( j2hi, jhi ); cout << "\n"; // // For each column J in the current range... // // Write the header. // cout << " Col: "; for ( j = j2lo; j <= j2hi; j++ ) { cout << setw(7) << j << " "; } cout << "\n"; cout << " Row\n"; cout << " ---\n"; // // Determine the range of the rows in this strip. // i2lo = i4_max ( ilo, 1 ); i2hi = i4_min ( ihi, n ); for ( i = i2lo; i <= i2hi; i++ ) { // // Print out (up to) 5 entries in row I, that lie in the current strip. // cout << setw(5) << i << " "; for ( j = j2lo; j <= j2hi; j++ ) { if ( i <= j ) { cout << setw(12) << a[i-1+(j-1)*n] << " "; } else { cout << setw(12) << a[j-1+(i-1)*n] << " "; } } cout << "\n"; } } cout << "\n"; return; # undef INCX } //****************************************************************************80 double *r8po_random ( int n, int &seed ) //****************************************************************************80 // // Purpose: // // R8PO_RANDOM randomizes an R8PO matrix. // // Discussion: // // The R8PO storage format is appropriate for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage format is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // The matrix computed here is not simply a set of random numbers in // the nonzero slots of the R8PO array. It is also a positive definite // matrix. It is computed by setting a "random" upper triangular // Cholesky factor R, and then computing A = R'*R. // The randomness is limited by the fact that all the entries of // R will be between 0 and 1. A truly random R is only required // to have positive entries on the diagonal. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 13 December 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the matrix. // N must be positive. // // Input/output, int &SEED, a seed for the random number generator. // // Output, double R8PO_RANDOM[N*N], the R8PO matrix. // { double *a; int i; int j; int k; a = new double[n*n]; for ( j = 0; j < n; j++ ) { for ( i = 0; i < n; i++ ) { a[i+j*n] = 0.0; } } for ( i = n; 1 <= i; i-- ) { // // Set row I of R. // for ( j = i; j <= n; j++ ) { a[i-1+(j-1)*n] = r8_uniform_01 ( seed ); } // // Consider element J of row I, last to first. // for ( j = n; i <= j; j-- ) { // // Add multiples of row I to lower elements of column J. // for ( k = i+1; k <= j; k++ ) { a[k-1+(j-1)*n] = a[k-1+(j-1)*n] + a[i-1+(k-1)*n] * a[i-1+(j-1)*n]; } // // Reset element J. // a[i-1+(j-1)*n] = a[i-1+(i-1)*n] * a[i-1+(j-1)*n]; } } return a; } //****************************************************************************80 double *r8po_sl ( int n, double a_lu[], double b[] ) //****************************************************************************80 // // Purpose: // // R8PO_SL solves a linear system that has been factored by R8PO_FA. // // Discussion: // // The R8PO storage format is appropriate for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage format is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 03 February 2004 // // Author: // // Original FORTRAN77 version by Dongarra, Bunch, Moler, Stewart. // C++ version by John Burkardt. // // Reference: // // Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart, // LINPACK User's Guide, // SIAM, 1979, // ISBN13: 978-0-898711-72-1, // LC: QA214.L56. // // Parameters: // // Input, int N, the order of the matrix. // // Input, double A_LU[N*N], the Cholesky factor from R8PO_FA. // // Input, double B[N], the right hand side. // // Output, double R8PO_SL[N], the solution vector. // { int i; int k; double *x; x = new double[n]; for ( k = 0; k < n; k++ ) { x[k] = b[k]; } // // Solve R' * y = b. // for ( k = 0; k < n; k++ ) { for ( i = 0; i < k; i++ ) { x[k] = x[k] - x[i] * a_lu[i+k*n]; } x[k] = x[k] / a_lu[k+k*n]; } // // Solve R * x = y. // for ( k = n-1; 0 <= k; k-- ) { x[k] = x[k] / a_lu[k+k*n]; for ( i = 0; i < k; i++ ) { x[i] = x[i] - a_lu[i+k*n] * x[k]; } } return x; } //****************************************************************************80 double *r8po_to_r8ge ( int n, double a[] ) //****************************************************************************80 // // Purpose: // // R8PO_TO_R8GE copies an R8PO matrix to an R8GE matrix. // // Discussion: // // The R8PO storage format is appropriate for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage format is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 01 October 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the matrix. // // Input, double A[N*N], the R8PO matrix. // // Output, double R8PO_TO_R8GE[N*N], the R8GE matrix. // { double *b; int i; int j; b = new double[n*n]; for ( i = 0; i < n; i++ ) { for ( j = 0; j < n; j++ ) { if ( i <= j ) { b[i+j*n] = a[i+j*n]; } else { b[i+j*n] = a[j+i*n]; } } } return b; } //****************************************************************************80 double *r8po_zeros ( int n ) //****************************************************************************80 // // Purpose: // // R8PO_ZEROS zeros an R8PO matrix. // // Discussion: // // The R8PO storage format is appropriate for a symmetric positive definite // matrix and its inverse. (The Cholesky factor of an R8PO matrix is an // upper triangular matrix, so it will be in R8GE storage format.) // // Only the diagonal and upper triangle of the square array are used. // This same storage format is used when the matrix is factored by // R8PO_FA, or inverted by R8PO_INVERSE. For clarity, the lower triangle // is set to zero. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 15 September 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of rows and columns of the matrix. // N must be positive. // // Output, double R8PO_ZERO[N*N], the R8PO matrix. // { double *a; int i; int j; a = new double[n*n]; for ( j = 0; j < n; j++ ) { for ( i = 0; i < n; i++ ) { a[i+j*n] = 0.0; } } return a; } //****************************************************************************80 void r8ut_print ( int m, int n, double a[], string title ) //****************************************************************************80 // // Purpose: // // R8UT_PRINT prints an R8UT matrix. // // Discussion: // // The R8UT storage format is used for an M by N upper triangular matrix, // and allocates space even for the zero entries. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 18 August 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the number of rows of the matrix. // M must be positive. // // Input, int N, the number of columns of the matrix. // N must be positive. // // Input, double A[M*N], the R8UT matrix. // // Input, string TITLE, a title. // { r8ut_print_some ( m, n, a, 0, 0, m - 1, n - 1, title ); return; } //****************************************************************************80 void r8ut_print_some ( int m, int n, double a[], int ilo, int jlo, int ihi, int jhi, string title ) //****************************************************************************80 // // Purpose: // // R8UT_PRINT_SOME prints some of an R8UT matrix. // // Discussion: // // The R8UT storage format is used for an M by N upper triangular matrix, // and allocates space even for the zero entries. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 18 August 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int M, the number of rows of the matrix. // M must be positive. // // Input, int N, the number of columns of the matrix. // N must be positive. // // Input, double A[M*N], the R8UT matrix. // // Input, int ILO, JLO, IHI, JHI, designate the first row and // column, and the last row and column to be printed. // 0 <= ILO <= IHI < M. // 0 <= JLO <= JHI < N. // // Input, string TITLE, a title. // { # define INCX 5 int i; int i2hi; int i2lo; int j; int j2hi; int j2lo; cout << "\n"; cout << title << "\n"; // // Print the columns of the matrix, in strips of 5. // for ( j2lo = jlo; j2lo <= jhi; j2lo = j2lo + INCX ) { j2hi = j2lo + INCX - 1; j2hi = i4_min ( j2hi, n - 1 ); j2hi = i4_min ( j2hi, jhi ); cout << "\n"; cout << " Col: "; for ( j = j2lo; j <= j2hi; j++ ) { cout << setw(7) << j << " "; } cout << "\n"; cout << " Row\n"; cout << " ---\n"; // // Determine the range of the rows in this strip. // i2lo = i4_max ( ilo, 0 ); i2hi = i4_min ( ihi, m - 1 ); for ( i = i2lo; i <= i2hi; i++ ) { // // Print out (up to) 5 entries in row I, that lie in the current strip. // cout << setw(4) << i << " "; for ( j = j2lo; j <= j2hi; j++ ) { if ( j < i ) { cout << " "; } else { cout << setw(12) << a[i+j*m] << " "; } } cout << "\n"; } } return; # undef INCX } //****************************************************************************80 double *r8vec_indicator1_new ( int n ) //****************************************************************************80 // // Purpose: // // R8VEC_INDICATOR1_NEW sets an R8VEC to the indicator1 vector {1,2,3...}. // // Discussion: // // An R8VEC is a vector of R8's. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 20 September 2005 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of elements of A. // // Output, double R8VEC_INDICATOR1_NEW[N], the array to be initialized. // { double *a; int i; a = new double[n]; for ( i = 0; i <= n-1; i++ ) { a[i] = ( double ) ( i + 1 ); } return a; } //****************************************************************************80 void r8vec_print ( int n, double a[], string title ) //****************************************************************************80 // // Purpose: // // R8VEC_PRINT prints an R8VEC. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 14 November 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of components of the vector. // // Input, double A[N], the vector to be printed. // // Input, string TITLE, a title. // { int i; cout << "\n"; cout << title << "\n"; cout << "\n"; for ( i = 0; i < n; i++ ) { cout << setw(6) << i + 1 << " " << setw(14) << a[i] << "\n"; } return; } //****************************************************************************80 double *r8vec_zeros_new ( int n ) //****************************************************************************80 // // Purpose: // // R8VEC_ZEROS_NEW creates and zeroes an R8VEC. // // Discussion: // // An R8VEC is a vector of R8's. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 10 July 2008 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the vector. // // Output, double R8VEC_ZEROS_NEW[N], a vector of zeroes. // { double *a; int i; a = new double[n]; for ( i = 0; i < n; i++ ) { a[i] = 0.0; } return a; }