# include # include # include # include # include # include using namespace std; # include "r83.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 I4's. // // 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. // { int value; if ( i2 < i1 ) { value = i1; } else { value = i2; } return value; } //****************************************************************************80 int i4_min ( int i1, int i2 ) //****************************************************************************80 // // Purpose: // // I4_MIN returns the minimum of two I4's. // // 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. // { int value; if ( i1 < i2 ) { value = i1; } else { value = i2; } return value; } //****************************************************************************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 r83_cg ( int n, double a[], double b[], double x[] ) //****************************************************************************80 // // Purpose: // // R83_CG uses the conjugate gradient method on an R83 system. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // The matrix A must be a positive definite symmetric band matrix. // // The method is designed to reach the solution after N computational // steps. However, roundoff may introduce unacceptably large errors for // some problems. In such a case, calling the routine again, using // the computed solution as the new starting estimate, should improve // the results. // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 04 June 2014 // // Author: // // John Burkardt // // Reference: // // Frank Beckman, // The Solution of Linear Equations by the Conjugate Gradient Method, // in Mathematical Methods for Digital Computers, // edited by John Ralston, Herbert Wilf, // Wiley, 1967, // ISBN: 0471706892, // LC: QA76.5.R3. // // Parameters: // // Input, int N, the order of the matrix. // N must be positive. // // Input, double A[3*N], the matrix. // // Input, double B[N], the right hand side vector. // // Input/output, double X[N]. // On input, an estimate for the solution, which may be 0. // On output, the approximate solution vector. // { double alpha; double *ap; double beta; int i; int it; double *p; double pap; double pr; double *r; double rap; // // Initialize // AP = A * x, // R = b - A * x, // P = b - A * x. // ap = r83_mv ( n, n, a, x ); r = new double[n]; for ( i = 0; i < n; i++ ) { r[i] = b[i] - ap[i]; } p = new double[n]; for ( i = 0; i < n; i++ ) { p[i] = b[i] - ap[i]; } // // Do the N steps of the conjugate gradient method. // for ( it = 1; it <= n; it++ ) { // // Compute the matrix*vector product AP=A*P. // delete [] ap; ap = r83_mv ( n, n, a, p ); // // Compute the dot products // PAP = P*AP, // PR = P*R // Set // ALPHA = PR / PAP. // pap = r8vec_dot_product ( n, p, ap ); pr = r8vec_dot_product ( n, p, r ); if ( pap == 0.0 ) { delete [] ap; break; } alpha = pr / pap; // // Set // X = X + ALPHA * P // R = R - ALPHA * AP. // for ( i = 0; i < n; i++ ) { x[i] = x[i] + alpha * p[i]; } for ( i = 0; i < n; i++ ) { r[i] = r[i] - alpha * ap[i]; } // // Compute the vector dot product // RAP = R*AP // Set // BETA = - RAP / PAP. // rap = r8vec_dot_product ( n, r, ap ); beta = - rap / pap; // // Update the perturbation vector // P = R + BETA * P. // for ( i = 0; i < n; i++ ) { p[i] = r[i] + beta * p[i]; } } // // Free memory. // delete [] p; delete [] r; return; } //****************************************************************************80 double *r83_cr_fa ( int n, double a[] ) //****************************************************************************80 // // Purpose: // // R83_CR_FA decomposes a real tridiagonal matrix using cyclic reduction. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // Once R83_CR_FA has decomposed a matrix A, then R83_CR_SL may be used to // solve linear systems A * x = b. // // R83_CR_FA does not employ pivoting. Hence, the results can be more // sensitive to ill-conditioning than standard Gauss elimination. In // particular, R83_CR_FA will fail if any diagonal element of the matrix // is zero. Other matrices may also cause R83_CR_FA to fail. // // R83_CR_FA can be guaranteed to work properly if the matrix is strictly // diagonally dominant, that is, if the absolute value of the diagonal // element is strictly greater than the sum of the absolute values of // the offdiagonal elements, for each equation. // // The algorithm may be illustrated by the following figures: // // The initial matrix is given by: // // D1 U1 // L1 D2 U2 // L2 D3 U3 // L3 D4 U4 // L4 D U5 // L5 D6 // // Rows and columns are permuted in an odd/even way to yield: // // D1 U1 // D3 L2 U3 // D5 L4 U5 // L1 U2 D2 // L3 U4 D4 // L5 D6 // // A block LU decomposition is performed to yield: // // D1 |U1 // D3 |L2 U3 // D5| L4 U5 // --------+-------- // |D2'F3 // |F1 D4'F4 // | F2 D6' // // For large systems, this reduction is repeated on the lower right hand // tridiagonal subsystem until a completely upper triangular system // is obtained. The system has now been factored into the product of a // lower triangular system and an upper triangular one, and the information // defining this factorization may be used by R83_CR_SL to solve linear // systems. // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 23 March 2004 // // Author: // // John Burkardt // // Reference: // // Roger Hockney, // A fast direct solution of Poisson's equation using Fourier Analysis, // Journal of the ACM, // Volume 12, Number 1, pages 95-113, January 1965. // // Parameters: // // Input, int N, the order of the matrix. // // Input, double A[3*N], the R83 matrix. // // Output, double R83_CR_FA[3*(2*N+1)], factorization information // needed by R83_CR_SL. // { double *a_cr; int i; int iful; int ifulp; int ihaf; int il; int ilp; int inc; int incr; int ipnt; int ipntp; int j; if ( n <= 0 ) { cerr << "\n"; cerr << "R83_CR_FA - Fatal error!\n"; cerr << " Nonpositive N = " << n << "\n"; exit ( 1 ); } a_cr = new double[3*(2*n+1)]; for ( j = 0; j < 2 * n + 1; j++ ) { for ( i = 0; i < 3; i++ ) { a_cr[i+j*3] = 0.0; } } if ( n == 1 ) { a_cr[1+0*3] = 1.0 / a[1+0*3]; return a_cr; } for ( j = 1; j <= n-1; j++ ) { a_cr[0+j*3] = a[0+j*3]; } for ( j = 1; j <= n; j++ ) { a_cr[1+j*3] = a[1+(j-1)*3]; } for ( j = 1; j <= n-1; j++ ) { a_cr[2+j*3] = a[2+(j-1)*3]; } il = n; ipntp = 0; while ( 1 < il ) { ipnt = ipntp; ipntp = ipntp + il; if ( ( il % 2 ) == 1 ) { inc = il + 1; } else { inc = il; } incr = inc / 2; il = il / 2; ihaf = ipntp + incr + 1; ifulp = ipnt + inc + 2; for ( ilp = incr; 1 <= ilp; ilp-- ) { ifulp = ifulp - 2; iful = ifulp - 1; ihaf = ihaf - 1; a_cr[1+iful*3] = 1.0 / a_cr[1+iful*3]; a_cr[2+iful*3] = a_cr[2+iful*3] * a_cr[1+iful*3]; a_cr[0+ifulp*3] = a_cr[0+ifulp*3] * a_cr[1+(ifulp+1)*3]; a_cr[1+ihaf*3] = a_cr[1+ifulp*3] - a_cr[0+iful*3] * a_cr[2+iful*3] - a_cr[0+ifulp*3] * a_cr[2+ifulp*3]; a_cr[2+ihaf*3] = -a_cr[2+ifulp*3] * a_cr[2+(ifulp+1)*3]; a_cr[0+ihaf*3] = -a_cr[0+ifulp*3] * a_cr[0+(ifulp+1)*3]; } } a_cr[1+(ipntp+1)*3] = 1.0 / a_cr[1+(ipntp+1)*3]; return a_cr; } //****************************************************************************80 double *r83_cr_sl ( int n, double a_cr[], double b[] ) //****************************************************************************80 // // Purpose: // // R83_CR_SL solves a real linear system factored by R83_CR_FA. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // The matrix A must be tridiagonal. R83_CR_FA is called to compute the // LU factors of A. It does so using a form of cyclic reduction. If // the factors computed by R83_CR_FA are passed to R83_CR_SL, then one or // many linear systems involving the matrix A may be solved. // // Note that R83_CR_FA does not perform pivoting, and so the solution // produced by R83_CR_SL may be less accurate than a solution produced // by a standard Gauss algorithm. However, such problems can be // guaranteed not to occur if the matrix A is strictly diagonally // dominant, that is, if the absolute value of the diagonal coefficient // is greater than the sum of the absolute values of the two off diagonal // coefficients, for each row of the matrix. // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 01 January 2004 // // Author: // // John Burkardt // // Reference: // // Roger Hockney, // A fast direct solution of Poisson's equation using Fourier Analysis, // Journal of the ACM, // Volume 12, Number 1, pages 95-113, January 1965. // // Parameters: // // Input, int N, the order of the matrix. // N must be positive. // // Input, double A_CR[3*(2*N+1)], factorization information computed // by R83_CR_FA. // // Input, double B[N], the right hand side. // // Output, double R83_CR_SL[N], the solution. // { int i; int iful; int ifulm; int ihaf; int il; int ipnt; int ipntp; int ndiv; double *rhs; double *x; if ( n <= 0 ) { cerr << "\n"; cerr << "R83_CR_SL - Fatal error!\n"; cerr << " Nonpositive N = " << n << "\n"; exit ( 1 ); } if ( n == 1 ) { x = new double[1]; x[0] = a_cr[1+1*3] * b[0]; return x; } // // Set up RHS. // rhs = new double[2*n+1]; rhs[0] = 0.0; for ( i = 1; i <= n; i++ ) { rhs[i] = b[i-1]; } for ( i = n + 1; i <= 2 * n; i++ ) { rhs[i] = 0.0; } il = n; ndiv = 1; ipntp = 0; while ( 1 < il ) { ipnt = ipntp; ipntp = ipntp + il; il = il / 2; ndiv = ndiv * 2; ihaf = ipntp; for ( iful = ipnt + 2; iful <= ipntp; iful = iful + 2 ) { ihaf = ihaf + 1; rhs[ihaf] = rhs[iful] - a_cr[2+(iful-1)*3] * rhs[iful-1] - a_cr[0+iful*3] * rhs[iful+1]; } } rhs[ihaf] = rhs[ihaf] * a_cr[1+ihaf*3]; ipnt = ipntp; while ( 0 < ipnt ) { ipntp = ipnt; ndiv = ndiv / 2; il = n / ndiv; ipnt = ipnt - il; ihaf = ipntp; for ( ifulm = ipnt + 1; ifulm <= ipntp; ifulm = ifulm + 2 ) { iful = ifulm + 1; ihaf = ihaf + 1; rhs[iful] = rhs[ihaf]; rhs[ifulm] = a_cr[1+ifulm*3] * ( rhs[ifulm] - a_cr[2+(ifulm-1)*3] * rhs[ifulm-1] - a_cr[0+ifulm*3] * rhs[iful] ); } } x = new double[n]; for ( i = 0; i < n; i++ ) { x[i] = rhs[i+1]; } delete [] rhs; return x; } //****************************************************************************80 double *r83_cr_sls ( int n, double a_cr[], int nb, double b[] ) //****************************************************************************80 // // Purpose: // // R83_CR_SLS solves several real linear systems factored by R83_CR_FA. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // The matrix A must be tridiagonal. R83_CR_FA is called to compute the // LU factors of A. It does so using a form of cyclic reduction. If // the factors computed by R83_CR_FA are passed to R83_CR_SLS, then one or // many linear systems involving the matrix A may be solved. // // Note that R83_CR_FA does not perform pivoting, and so the solutions // produced by R83_CR_SLS may be less accurate than a solution produced // by a standard Gauss algorithm. However, such problems can be // guaranteed not to occur if the matrix A is strictly diagonally // dominant, that is, if the absolute value of the diagonal coefficient // is greater than the sum of the absolute values of the two off diagonal // coefficients, for each row of the matrix. // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 09 May 2010 // // Author: // // John Burkardt // // Reference: // // Roger Hockney, // A fast direct solution of Poisson's equation using Fourier Analysis, // Journal of the ACM, // Volume 12, Number 1, pages 95-113, January 1965. // // Parameters: // // Input, int N, the order of the matrix. // // Input, double A_CR[3*(2*N+1)], factorization information computed // by R83_CR_FA. // // Input, int NB, the number of systems. // // Input, double B[N*NB], the right hand sides. // // Output, double R83_CR_SL[N*NB], the solutions. // { int i; int iful; int ifulm; int ihaf; int il; int ipnt; int ipntp; int j; int ndiv; double *rhs; double *x; if ( n <= 0 ) { cerr << "\n"; cerr << "R83_CR_SLS - Fatal error!\n"; cerr << " Nonpositive N = " << n << "\n"; exit ( 1 ); } if ( n == 1 ) { x = new double[1*nb]; for ( j = 0; j < nb; j++ ) { x[0+j*n] = a_cr[1+0*3] * b[0+j*n]; } return x; } // // Set up RHS. // rhs = new double[(2*n+1)*nb]; for ( j = 0; j < nb; j++ ) { rhs[0+j*(2*n+1)] = 0.0; for ( i = 1; i <= n; i++ ) { rhs[i+j*(2*n+1)] = b[i-1+j*n]; } for ( i = n + 1; i <= 2 * n; i++ ) { rhs[i+j*(2*n+1)] = 0.0; } } il = n; ndiv = 1; ipntp = 0; while ( 1 < il ) { ipnt = ipntp; ipntp = ipntp + il; il = il / 2; ndiv = ndiv * 2; for ( j = 0; j < nb; j++ ) { ihaf = ipntp; for ( iful = ipnt + 2; iful <= ipntp; iful = iful + 2 ) { ihaf = ihaf + 1; rhs[ihaf+j*(2*n+1)] = rhs[iful+j*(2*n+1)] - a_cr[2+(iful-1)*3] * rhs[iful-1+j*(2*n+1)] - a_cr[0+iful*3] * rhs[iful+1+j*(2*n+1)]; } } } for ( j = 0; j < nb; j++ ) { rhs[ihaf+j*(2*n+1)] = rhs[ihaf+j*(2*n+1)] * a_cr[1+ihaf*3]; } ipnt = ipntp; while ( 0 < ipnt ) { ipntp = ipnt; ndiv = ndiv / 2; il = n / ndiv; ipnt = ipnt - il; for ( j = 0; j < nb; j++ ) { ihaf = ipntp; for ( ifulm = ipnt + 1; ifulm <= ipntp; ifulm = ifulm + 2 ) { iful = ifulm + 1; ihaf = ihaf + 1; rhs[iful+j*(2*n+1)] = rhs[ihaf+j*(2*n+1)]; rhs[ifulm+j*(2*n+1)] = a_cr[1+ifulm*3] * ( rhs[ifulm+j*(2*n+1)] - a_cr[2+(ifulm-1)*3] * rhs[ifulm-1+j*(2*n+1)] - a_cr[0+ifulm*3] * rhs[iful+j*(2*n+1)] ); } } } x = new double[n*nb]; for ( j = 0; j < nb; j++ ) { for ( i = 0; i < n; i++ ) { x[i+j*n] = rhs[i+1+j*(2*n+1)]; } } delete [] rhs; return x; } //****************************************************************************80 double *r83_dif2 ( int m, int n ) //****************************************************************************80 // // Purpose: // // R83_DIF2 returns the DIF2 matrix in R83 format. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Properties: // // A is banded, with bandwidth 3. // // A is tridiagonal. // // Because A is tridiagonal, it has property A (bipartite). // // A is a special case of the TRIS or tridiagonal scalar matrix. // // A is integral, therefore det ( A ) is integral, and // det ( A ) * inverse ( A ) is integral. // // A is Toeplitz: constant along diagonals. // // A is symmetric: A' = A. // // Because A is symmetric, it is normal. // // Because A is normal, it is diagonalizable. // // A is persymmetric: A(I,J) = A(N+1-J,N+1-I). // // A is positive definite. // // A is an M matrix. // // A is weakly diagonally dominant, but not strictly diagonally dominant. // // A has an LU factorization A = L * U, without pivoting. // // The matrix L is lower bidiagonal with subdiagonal elements: // // L(I+1,I) = -I/(I+1) // // The matrix U is upper bidiagonal, with diagonal elements // // U(I,I) = (I+1)/I // // and superdiagonal elements which are all -1. // // A has a Cholesky factorization A = L * L', with L lower bidiagonal. // // L(I,I) = sqrt ( (I+1) / I ) // L(I,I-1) = -sqrt ( (I-1) / I ) // // The eigenvalues are // // LAMBDA(I) = 2 + 2 * COS(I*PI/(N+1)) // = 4 SIN^2(I*PI/(2*N+2)) // // The corresponding eigenvector X(I) has entries // // X(I)(J) = sqrt(2/(N+1)) * sin ( I*J*PI/(N+1) ). // // Simple linear systems: // // x = (1,1,1,...,1,1), A*x=(1,0,0,...,0,1) // // x = (1,2,3,...,n-1,n), A*x=(0,0,0,...,0,n+1) // // det ( A ) = N + 1. // // The value of the determinant can be seen by induction, // and expanding the determinant across the first row: // // det ( A(N) ) = 2 * det ( A(N-1) ) - (-1) * (-1) * det ( A(N-2) ) // = 2 * N - (N-1) // = N + 1 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 04 June 2014 // // Author: // // John Burkardt // // Reference: // // Robert Gregory, David Karney, // A Collection of Matrices for Testing Computational Algorithms, // Wiley, 1969, // ISBN: 0882756494, // LC: QA263.68 // // Morris Newman, John Todd, // Example A8, // The evaluation of matrix inversion programs, // Journal of the Society for Industrial and Applied Mathematics, // Volume 6, Number 4, pages 466-476, 1958. // // John Todd, // Basic Numerical Mathematics, // Volume 2: Numerical Algebra, // Birkhauser, 1980, // ISBN: 0817608117, // LC: QA297.T58. // // Joan Westlake, // A Handbook of Numerical Matrix Inversion and Solution of // Linear Equations, // John Wiley, 1968, // ISBN13: 978-0471936756, // LC: QA263.W47. // // Parameters: // // Input, int M, N, the order of the matrix. // // Output, double A[3*N], the matrix. // { double *a; int i; int i_hi; int i_lo; int j; a = r8ge_zeros_new ( 3, n ); for ( j = 0; j < n; j++ ) { i_lo = i4_max ( 0, j - 1 ); i_hi = i4_min ( m - 1, j + 1 ); for ( i = i_lo; i <= i_hi; i++ ) { if ( i == j - 1 ) { a[i-j+1+j*3] = -1.0; } else if ( i == j ) { a[i-j+1+j*3] = +2.0; } else if ( i == j + 1 ) { a[i-j+1+j*3] = -1.0; } } } return a; } //****************************************************************************80 void r83_gs_sl ( int n, double a[], double b[], double x[], int it_max ) //****************************************************************************80 // // Purpose: // // R83_GS_SL solves an R83 system using Gauss-Seidel iteration. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // This routine simply applies a given number of steps of the // iteration to an input approximate solution. On first call, you can // simply pass in the zero vector as an approximate solution. If // the returned value is not acceptable, you may call again, using // it as the starting point for additional iterations. // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 September 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the matrix. // N must be at least 2. // // Input, double A[3*N], the R83 matrix. // // Input, double B[N], the right hand side of the linear system. // // Input/output, double X[N], an approximate solution to the system. // // Input, int IT_MAX, the maximum number of iterations to take. // { int i; int it_num; // // No diagonal matrix entry can be zero. // for ( i = 0; i < n; i++ ) { if ( a[1+i*3] == 0.0 ) { cerr << "\n"; cerr << "R83_GS_SL - Fatal error!\n"; cerr << " Zero diagonal entry, index = " << i << "\n"; exit ( 1 ); } } for ( it_num = 1; it_num <= it_max; it_num++ ) { x[0] = ( b[0] - a[0+1*3] * x[1] ) / a[1+0*3]; for ( i = 1; i < n - 1; i++ ) { x[i] = ( b[i] - a[2+(i-1)*3] * x[i-1] - a[0+(i+1)*3] * x[i+1] ) / a[1+i*3]; } x[n-1] = ( b[n-1] - a[2+(n-2)*3] * x[n-2] ) / a[1+(n-1)*3]; } return; } //****************************************************************************80 double *r83_indicator ( int m, int n ) //****************************************************************************80 // // Purpose: // // R83_INDICATOR sets up an R83 indicator matrix. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 September 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the order of the matrix. // // Output, double R83_INDICATOR[3*N], the R83 indicator matrix. // { double *a; int fac; int i; int i_hi; int i_lo; int j; fac = i4_power ( 10, i4_log_10 ( n ) + 1 ); a = r8ge_zeros_new ( 3, n ); for ( j = 0; j < n; j++ ) { i_lo = i4_max ( 0, j - 1 ); i_hi = i4_min ( m - 1, j + 1 ); for ( i = i_lo; i <= i_hi; i++ ) { a[i-j+1+j*3] = ( double ) ( fac * ( i + 1 ) + j + 1 ); } } return a; } //****************************************************************************80 void r83_jac_sl ( int n, double a[], double b[], double x[], int it_max ) //****************************************************************************80 // // Purpose: // // R83_JAC_SL solves an R83 system using Jacobi iteration. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // This routine simply applies a given number of steps of the // iteration to an input approximate solution. On first call, you can // simply pass in the zero vector as an approximate solution. If // the returned value is not acceptable, you may call again, using // it as the starting point for additional iterations. // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 September 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the matrix. // N must be at least 2. // // Input, double A[3*N], the R83 matrix. // // Input, double B[N], the right hand side of the linear system. // // Input/output, double X[N], an approximate solution to the system. // // Input, int IT_MAX, the maximum number of iterations to take. // { int i; int it_num; double *xnew; xnew = new double[n]; // // No diagonal matrix entry can be zero. // for ( i = 0; i < n; i++ ) { if ( a[1+i*3] == 0.0 ) { cerr << "\n"; cerr << "R83_JAC_SL - Fatal error!\n"; cerr << " Zero diagonal entry, index = " << i << "\n"; exit ( 1 ); } } for ( it_num = 1; it_num <= it_max; it_num++ ) { // // Solve A*x=b: // xnew[0] = b[0] - a[0+1*3] * x[1]; for ( i = 1; i < n - 1; i++ ) { xnew[i] = b[i] - a[2+(i-1)*3] * x[i-1] - a[0+(i+1)*3] * x[i+1]; } xnew[n-1] = b[n-1] - a[2+(n-2)*3] * x[n-2]; // // Divide by the diagonal term, and overwrite X. // for ( i = 0; i < n; i++ ) { x[i] = xnew[i] / a[1+i*3]; } } delete [] xnew; return; } //****************************************************************************80 double *r83_mtv ( int m, int n, double a[], double x[] ) //****************************************************************************80 // // Purpose: // // R83_MTV multiplies a vector times an R83 matrix. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 September 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the order of the linear system. // // Input, double A[3*N], the R83 matrix. // // Input, double X[M], the vector to be multiplied by A'. // // Output, double R83_MTV[N], the product A' * x. // { double *b; int i; int i_hi; int i_lo; int j; b = new double[n]; for ( i = 0; i < n; i++ ) { b[i] = 0.0; } for ( j = 0; j < n; j++ ) { i_lo = i4_max ( 0, j - 1 ); i_hi = i4_min ( m - 1, j + 1 ); for ( i = i_lo; i <= i_hi; i++ ) { b[j] = b[j] + x[i] * a[i-j+1+j*3]; } } return b; } //****************************************************************************80 double *r83_mv ( int m, int n, double a[], double x[] ) //****************************************************************************80 // // Purpose: // // R83_MV multiplies an R83 matrix times a vector. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 September 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the linear system. // // Input, double A[3*N], the R83 matrix. // // Input, double X[N], the vector to be multiplied by A. // // Output, double R83_MV[M], the product A * x. // { double *b; int i; int i_hi; int i_lo; int j; b = new double[m]; for ( i = 0; i < m; i++ ) { b[i] = 0.0; } for ( j = 0; j < n; j++ ) { i_lo = i4_max ( 0, j - 1 ); i_hi = i4_min ( m - 1, j + 1 ); for ( i = i_lo; i <= i_hi; i++ ) { b[i] = b[i] + a[i-j+1+j*3] * x[j]; } } return b; } //****************************************************************************80 void r83_print ( int m, int n, double a[], string title ) //****************************************************************************80 // // Purpose: // // R83_PRINT prints an R83 matrix. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // A21 A32 A43 A54 * // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 September 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the order of the matrix. // // Input, double A[3*N], the R83 matrix. // // Input, string TITLE, a title. // { r83_print_some ( m, n, a, 1, 1, m, n, title ); return; } //****************************************************************************80 void r83_print_some ( int m, int n, double a[], int ilo, int jlo, int ihi, int jhi, string title ) //****************************************************************************80 // // Purpose: // // R83_PRINT_SOME prints some of an R83 matrix. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 September 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the order of the matrix. // // Input, double A[3*N], the R83 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 inc; int j; int j2; 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 ); inc = j2hi + 1 - j2lo; cout << "\n"; cout << " Col: "; for ( j = j2lo; j <= j2hi; j++ ) { j2 = j + 1 - j2lo; 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 ); i2lo = i4_max ( i2lo, j2lo - 1 ); i2hi = i4_min ( ihi, m ); i2hi = i4_min ( i2hi, j2hi + 1 ); for ( i = i2lo; i <= i2hi; i++ ) { // // Print out (up to) 5 entries in row I, that lie in the current strip. // cout << setw(6) << i << ": "; for ( j2 = 1; j2 <= inc; j2++ ) { j = j2lo - 1 + j2; if ( i - j + 1 < 0 || 2 < i - j + 1 ) { cout << " "; } else { cout << " " << setw(12) << a[i-j+1+(j-1)*3]; } } cout << "\n"; } } return; # undef INCX } //****************************************************************************80 double *r83_random ( int m, int n, int &seed ) //****************************************************************************80 // // Purpose: // // R83_RANDOM randomizes an R83 matrix. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 September 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the order of the linear system. // // Input/output, int &SEED, a seed for the random number generator. // // Output, double R83_RANDOM[3*N], the R83 matrix. // { double *a; int i; int i_hi; int i_lo; int j; a = r8ge_zeros_new ( 3, n ); for ( j = 0; j < n; j++ ) { i_lo = i4_max ( 0, j - 1 ); i_hi = i4_min ( m - 1, j + 1 ); for ( i = i_lo; i <= i_hi; i++ ) { a[i-j+1+j*3] = r8_uniform_01 ( seed ); } } return a; } //****************************************************************************80 double *r83_res ( int m, int n, double a[], double x[], double b[] ) //****************************************************************************80 // // Purpose: // // R83_RES computes the residual R = B-A*X for R83 matrices. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 04 June 2014 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the order of the matrix. // // Input, double A[3*N], the matrix. // // Input, double X[N], the vector to be multiplied by A. // // Input, double B[M], the desired result A * x. // // Output, double R83_RES[M], the residual R = B - A * X. // { int i; double *r; r = r83_mv ( m, n, a, x ); for ( i = 0; i < m; i++ ) { r[i] = b[i] - r[i]; } return r; } //****************************************************************************80 double *r83_to_r8ge ( int m, int n, double a[] ) //****************************************************************************80 // // Purpose: // // R83_TO_R8GE copies an R83 matrix to an R8GE matrix. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 08 September 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the order of the matrix. // // Input, double A[3*N], the R83 matrix. // // Output, double R83_TO_R8GE[M*N], the R8GE matrix. // { double *b; int i; int i_hi; int i_lo; int j; b = r8ge_zeros_new ( m, n ); for ( j = 0; j < n; j++ ) { i_lo = i4_max ( 0, j - 1 ); i_hi = i4_min ( m - 1, j + 1 ); for ( i = i_lo; i <= i_hi; i++ ) { b[i+j*m] = a[i-j+1+j*3]; } } return b; } //****************************************************************************80 double *r83_zeros ( int m, int n ) //****************************************************************************80 // // Purpose: // // R83_ZEROS zeros an R83 matrix. // // Discussion: // // The R83 storage format is used for a tridiagonal matrix. // The superdiagonal is stored in entries (1,2:min(M+1,N)). // The diagonal in entries (2,1:min(M,N)). // The subdiagonal in (3,min(M-1,N)). // R8GE A(I,J) = R83 A[I-J+1+J*3] (0 based indexing). // // Example: // // An R83 matrix of order 3x5 would be stored: // // * A12 A23 A34 * // A11 A22 A33 * * // A21 A32 * * * // // An R83 matrix of order 5x5 would be stored: // // * A12 A23 A34 A45 // A11 A22 A33 A44 A55 // A21 A32 A43 A54 * // // An R83 matrix of order 5x3 would be stored: // // * A12 A23 // A11 A22 A33 // A21 A32 A43 // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 September 2015 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the order of the matrix. // // Output, double R83_ZERO[3*N], the R83 matrix. // { double *a; a = r8ge_zeros_new ( 3, n ); return a; } //****************************************************************************80 double *r83np_fs ( int n, double a[], double b[] ) //****************************************************************************80 // // Purpose: // // R83NP_FS factors and solves an R83NP system. // // Discussion: // // The R83NP storage format is used for a tridiagonal matrix. // The subdiagonal is in entries (0,1:N-1), // the diagonal is in entries (1,0:N-1), // the superdiagonal is in entries (2,0:N-2). // // This algorithm requires that each diagonal entry be nonzero. // It does not use pivoting, and so can fail on systems that // are actually nonsingular. // // The "R83NP" format used for this routine is different from the R83 format. // Here, we insist that the nonzero entries // for a given row now appear in the corresponding column of the // packed array. // // Example: // // Here is how an R83 matrix of order 5 would be stored: // // * A21 A32 A43 A54 // A11 A22 A33 A44 A55 // A12 A23 A34 A45 * // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 17 May 2009 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the linear system. // // Input/output, double A[3*N]. // On input, the nonzero diagonals of the linear system. // On output, the data in these vectors has been overwritten // by factorization information. // // Input, double B[N], the right hand side. // // Output, double R83NP_FS[N], the solution of the linear system. // { int i; double *x; // // Check. // for ( i = 0; i < n; i++ ) { if ( a[1+i*3] == 0.0 ) { cerr << "\n"; cerr << "R83NP_FS - Fatal error!\n"; cerr << " A[1+" << i << "*3] = 0.\n"; exit ( 1 ); } } x = r8vec_zeros_new ( n ); for ( i = 0; i < n; i++ ) { x[i] = b[i]; } for ( i = 1; i < n; i++ ) { a[1+i*3] = a[1+i*3] - a[2+(i-1)*3] * a[0+i*3] / a[1+(i-1)*3]; x[i] = x[i] - x[i-1] * a[0+i*3] / a[1+(i-1)*3]; } x[n-1] = x[n-1] / a[1+(n-1)*3]; for ( i = n - 2; 0 <= i; i-- ) { x[i] = ( x[i] - a[2+i*3] * x[i+1] ) / a[1+i*3]; } return x; } //****************************************************************************80 double *r8ge_mtv ( int m, int n, double a[], double x[] ) //****************************************************************************80 // // Purpose: // // R8GE_MTV multiplies a vector times 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: // // 13 September 2003 // // 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, double X[M], the vector to be multiplied by A. // // Output, double R8GE_MTV[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 < m; j++ ) { b[i] = b[i] + a[j+i*m] * x[j]; } } return b; } //****************************************************************************80 double *r8ge_mv ( int m, int n, double a[], double x[] ) //****************************************************************************80 // // Purpose: // // R8GE_MV multiplies an R8GE matrix times a vector. // // 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: // // 11 September 2003 // // 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, double X[N], the vector to be multiplied by A. // // Output, double R8GE_MV[M], the product A * x. // { double *b; int i; int j; b = new double[m]; for ( i = 0; i < m; i++ ) { b[i] = 0.0; for ( j = 0; j < n; j++ ) { b[i] = b[i] + a[i+j*m] * x[j]; } } return b; } //****************************************************************************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_zeros_new ( int m, int n ) //****************************************************************************80 // // Purpose: // // R8GE_ZEROS_NEW returns a new zeroed R8GE. // // Discussion: // // An R8GE is a doubly dimensioned array of R8 values, stored as a vector // in column-major order. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 03 October 2005 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the number of rows and columns. // // Output, double R8GE_ZEROS_NEW[M*N], the new zeroed matrix. // { 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] = 0.0; } } return a; } //****************************************************************************80 double r8vec_dot_product ( int n, double x[], double y[] ) //****************************************************************************80 // // Purpose: // // R8VEC_DOT_PRODUCT computes the dot product of two R8VEC's. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 22 October 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of elements in the vectors. // // Input, double X[N], Y[N], the two vectors. // // Output, double R8VEC_DOT_PRODUCT, the dot product of the vectors. // { double dot; int i; dot = 0.0; for ( i = 0; i < n; i++ ) { dot = dot + x[i] * y[i]; } return dot; } //****************************************************************************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 double r8vec_norm ( int n, double a[] ) //****************************************************************************80 // // Purpose: // // R8VEC_NORM returns the L2 norm of an R8VEC. // // Discussion: // // An R8VEC is a vector of R8's. // // The vector L2 norm is defined as: // // R8VEC_NORM = sqrt ( sum ( 1 <= I <= N ) A(I)^2 ). // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 01 March 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in A. // // Input, double A[N], the vector whose L2 norm is desired. // // Output, double R8VEC_NORM, the L2 norm of A. // { int i; double v; v = 0.0; for ( i = 0; i < n; i++ ) { v = v + a[i] * a[i]; } v = sqrt ( v ); return v; } //****************************************************************************80 double r8vec_norm_affine ( int n, double v0[], double v1[] ) //****************************************************************************80 // // Purpose: // // R8VEC_NORM_AFFINE returns the affine L2 norm of an R8VEC. // // Discussion: // // The affine vector L2 norm is defined as: // // R8VEC_NORM_AFFINE(V0,V1) // = sqrt ( sum ( 1 <= I <= N ) ( V1(I) - V0(I) )^2 ) // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 27 October 2010 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the dimension of the vectors. // // Input, double V0[N], the base vector. // // Input, double V1[N], the vector. // // Output, double R8VEC_NORM_AFFINE, the affine L2 norm. // { int i; double value; value = 0.0; for ( i = 0; i < n; i++ ) { value = value + ( v1[i] - v0[i] ) * ( v1[i] - v0[i] ); } value = sqrt ( value ); return value; } //****************************************************************************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_uniform_01_new ( int n, int &seed ) //****************************************************************************80 // // Purpose: // // R8VEC_UNIFORM_01_NEW returns a new unit pseudorandom R8VEC. // // 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. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 19 August 2004 // // 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, int N, the number of entries in the vector. // // Input/output, int &SEED, a seed for the random number generator. // // Output, double R8VEC_UNIFORM_01_NEW[N], the vector of pseudorandom values. // { int i; const int i4_huge = 2147483647; int k; double *r; if ( seed == 0 ) { cerr << "\n"; cerr << "R8VEC_UNIFORM_01_NEW - Fatal error!\n"; cerr << " Input value of SEED = 0.\n"; exit ( 1 ); } r = new double[n]; for ( i = 0; i < n; i++ ) { k = seed / 127773; seed = 16807 * ( seed - k * 127773 ) - k * 2836; if ( seed < 0 ) { seed = seed + i4_huge; } r[i] = ( double ) ( seed ) * 4.656612875E-10; } return r; } //****************************************************************************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; } //****************************************************************************80 void r8vec2_print ( int n, double a1[], double a2[], string title ) //****************************************************************************80 // // Purpose: // // R8VEC2_PRINT prints an R8VEC2. // // Discussion: // // An R8VEC2 is a dataset consisting of N pairs of real values, stored // as two separate vectors A1 and A2. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 19 November 2002 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of components of the vector. // // Input, double A1[N], double A2[N], the vectors to be printed. // // Input, string TITLE, a title. // { int i; cout << "\n"; cout << title << "\n"; cout << "\n"; for ( i = 0; i <= n - 1; i++ ) { cout << setw(6) << i << ": " << setw(14) << a1[i] << " " << setw(14) << a2[i] << "\n"; } return; } //****************************************************************************80 void timestamp ( ) //****************************************************************************80 // // Purpose: // // TIMESTAMP prints the current YMDHMS date as a time stamp. // // Example: // // 31 May 2001 09:45:54 AM // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 08 July 2009 // // Author: // // John Burkardt // // Parameters: // // None // { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct std::tm *tm_ptr; std::time_t now; now = std::time ( NULL ); tm_ptr = std::localtime ( &now ); std::strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm_ptr ); std::cout << time_buffer << "\n"; return; # undef TIME_SIZE }