[2555] | 1 | // Test de l'inversion de matrices et valeurs propres (avec Lapack) (cmv 21/07/04)
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| 2 | // cmvtminv -a 1234 -l 0 -s 1 -b 25,10000 -n 50 -S
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[995] | 3 |
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[2555] | 4 | ///////////////////////////////////////////////////
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| 5 | ///////////////////////////////////////////////////
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| 6 | // PARTIE POUVANT ETRE CHANGEE PAR L'UTILISATEUR //
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| 7 | ///////////////////////////////////////////////////
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| 8 | ///////////////////////////////////////////////////
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| 9 |
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| 10 | // --- Choix de travailler avec des matrices complexes ?
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[995] | 11 | //#define COMPLEX
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| 12 |
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[2555] | 13 | //////////////////////////////////////////////////
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| 14 | // --- Choix de travailler en simple precision ?
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| 15 | //#define PRECIS32
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| 16 |
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| 17 | //////////////////////////////////////////////////
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| 18 | // --- Choix GausPiv + Lapack ?
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| 19 | #define USE_GAUSPIV
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| 20 | #define USE_LAPACK
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| 21 |
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| 22 | // --- Choix de ce que doit faire Lapack
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| 23 | #define ALSO_LAPACK_INV
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| 24 | #define ALSO_LAPACK_INV_SYM
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| 25 | #define ALSO_LAPACK_INV_LSS
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[2566] | 26 | #define ALSO_LAPACK_INV_LSS_SVD
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[2555] | 27 | #define ALSO_LAPACK_EV
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| 28 | #define ALSO_LAPACK_EV_SYM
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[2558] | 29 | #define ALSO_LAPACK_SVD
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[2562] | 30 | #define ALSO_LAPACK_SVD_DC
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[2555] | 31 |
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| 32 | //////////////////////////////////////////////////
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| 33 | //////////////////////////////////////////////////
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| 34 | // NE RIEN CHANGER CI-APRES //
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| 35 | //////////////////////////////////////////////////
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| 36 | //////////////////////////////////////////////////
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| 37 |
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| 38 | //////////////////////////////////////////////////
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[2615] | 39 | #include "sopnamsp.h"
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[934] | 40 | #include "machdefs.h"
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[2322] | 41 | #include <iostream>
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[934] | 42 | #include <stdlib.h>
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| 43 | #include <stdio.h>
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| 44 | #include <string.h>
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| 45 | #include <math.h>
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| 46 | #include <unistd.h>
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[1008] | 47 | #include "timing.h"
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[934] | 48 | #include "ntoolsinit.h"
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| 49 | #include "pexceptions.h"
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| 50 | #include "array.h"
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| 51 | #include "srandgen.h"
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[2555] | 52 | #if defined(USE_LAPACK)
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[995] | 53 | #include "intflapack.h"
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| 54 | #endif
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[934] | 55 |
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[2555] | 56 | //////////////////////////////////////////////////
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[934] | 57 | #if defined(COMPLEX)
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[975] | 58 | #if defined(PRECIS32)
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| 59 | #define TYPE complex<r_4>
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[2555] | 60 | #define TYPER r_4
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[975] | 61 | #else
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| 62 | #define TYPE complex<r_8>
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[2555] | 63 | #define TYPER r_8
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[975] | 64 | #endif
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[2555] | 65 | #define REAL_PART(_x_) (TYPE((_x_).real(),0.))
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| 66 | #define CONJ_VAL(_x_) (TYPE((_x_).real(),-(_x_).imag()))
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| 67 | #define ABS_VAL(_x_) sqrt((double)((_x_).real()*(_x_).real() + (_x_).imag()*(_x_).imag()))
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[934] | 68 | #else
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[975] | 69 | #if defined(PRECIS32)
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| 70 | #define TYPE r_4
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[2555] | 71 | #define TYPER r_4
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[975] | 72 | #else
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| 73 | #define TYPE r_8
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[2555] | 74 | #define TYPER r_8
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[975] | 75 | #endif
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[2555] | 76 | #define REAL_PART(_x_) (_x_)
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| 77 | #define CONJ_VAL(_x_) (_x_)
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| 78 | #define ABS_VAL(_x_) fabs((double)_x_)
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[934] | 79 | #endif
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| 80 |
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[2555] | 81 | //////////////////////////////////////////////////
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| 82 | void Symetrize(TMatrix< TYPE >& A);
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| 83 | void Hermitian(TMatrix< TYPE >& A);
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| 84 | r_8 Check_Mat_Ident(TMatrix< TYPE >& A);
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[2558] | 85 | r_8 Check_Mat_Zero(TMatrix< TYPE >& A);
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[2555] | 86 | r_8 Check_Mat_VecCol_0(TMatrix< TYPE >& A);
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| 87 | void Check_Mat_VecCol_2(TMatrix< complex<TYPER> >& A);
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| 88 |
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| 89 |
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| 90 | //////////////////////////////////////////////////
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[934] | 91 | int main(int narg,char *arg[])
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| 92 | {
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| 93 | //--------------------------------------------------------
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[2555] | 94 | //-- Initialisation
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| 95 | //--------------------------------------------------------
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[934] | 96 | // number of lines/columns
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[975] | 97 | uint_4 N = 5;
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[934] | 98 | // scale of the value (if =1 values between -1 and 1)
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| 99 | r_8 scale = 1.;
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| 100 | // number of values change by +/- vbig
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[975] | 101 | uint_4 nbig = N;
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[2555] | 102 | r_8 vbig = 100.;
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[975] | 103 | // Nombre de lignes de matrice a imprimer
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[2555] | 104 | uint_4 nprline = N;
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[975] | 105 | // Initialisation du pauvre de l'aleatoire
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[1008] | 106 | uint_4 nalea = 0;
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| 107 | // data scaling for gauss pivoting and determinant
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| 108 | int tscal = 1;
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| 109 | bool detok=false;
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[2555] | 110 | // Please symetrize the input matrice
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| 111 | bool symetok=false;
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| 112 | // Please symetrize the input matrice
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| 113 | bool gaussok=false;
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| 114 |
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[934] | 115 | //--------------------------------------------------------
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| 116 | //-- Decodage arguments
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[2555] | 117 | //--------------------------------------------------------
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[934] | 118 | char c;
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[2555] | 119 | while((c = getopt(narg,arg,"Sdgn:s:b:l:a:t:h")) != -1) {
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[934] | 120 | switch (c) {
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[2555] | 121 | case 'S' :
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| 122 | symetok = true;
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[934] | 123 | break;
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[2555] | 124 | case 'd' :
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| 125 | detok = true;
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| 126 | break;
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| 127 | case 'g' :
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| 128 | gaussok = true;
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| 129 | break;
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| 130 | case 'n' :
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| 131 | sscanf(optarg,"%d",&N);
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| 132 | break;
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| 133 | case 's' :
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| 134 | sscanf(optarg,"%lf",&scale);
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| 135 | break;
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| 136 | case 'b' :
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| 137 | sscanf(optarg,"%d,%lf",&nbig,&vbig);
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| 138 | break;
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[934] | 139 | case 'l' :
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| 140 | sscanf(optarg,"%d",&nprline);
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| 141 | break;
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[975] | 142 | case 'a' :
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| 143 | sscanf(optarg,"%d",&nalea);
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| 144 | break;
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[2555] | 145 | case 't' :
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[1008] | 146 | sscanf(optarg,"%d",&tscal);
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| 147 | break;
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[934] | 148 | case 'h' :
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[2555] | 149 | cout<<"tsttminv [-h] [-n N] [-S] [-s scale] [-b nbig,vbig] [-g]"<<endl
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| 150 | <<" [-l nprline] [-a nalea] [-t tscal] [-d]"<<endl
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| 151 | <<"-- matrix A(N,N) filled with {[-1,1] +/- vbig(nbig time)}*scale --"<<endl
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| 152 | <<"-g : instead of flat [-1,1] use normal gaussian distribution for A(i,j)"<<endl
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| 153 | <<"-S : symetrize the input matrix"<<endl
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| 154 | <<"-l : print nprline of input and test matrices"<<endl
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| 155 | <<"-a : for random (pseudo) changing"<<endl
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| 156 | <<"-- Only GausPiv --"<<endl
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| 157 | <<"-t 0/1/2 : data scaling 0=no, 1=global (def), 2=row-by-row"<<endl
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[2557] | 158 | <<"-d : also compute determinant (ne pas utiliser si N est grand)"<<endl;
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[2555] | 159 | return(-1);
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[934] | 160 | }
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| 161 | }
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| 162 | if(N<=1) N = 1;
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[975] | 163 | cout<<"Taille matrice NxN, N = "<<N<<endl;
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[2555] | 164 | if(gaussok) cout<<"Elements gaussian normal * scale = "<<scale<<endl;
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| 165 | else cout<<"Elements entre +/- 1 * scale = "<<scale<<endl;
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[975] | 166 | cout<<"Nombre de valeurs hors standard nbig = "<<nbig<<endl;
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[2555] | 167 | cout<<"Valeurs hors standard (+/- vbig = "<<vbig<<" ) * scale = "<<vbig*scale<<endl;
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[934] | 168 | cout<<"Nombre de lignes de matrice a imprimer "<<nprline<<endl;
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[975] | 169 | cout<<"Initialisation de l aleatoire par "<<nalea<<" tirages"<<endl;
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[2555] | 170 | cout<<"Data scaling "<<tscal<<" determinant="<<detok<<endl;
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| 171 | if(symetok) cout<<"Input matrix has been symetrized "<<symetok<<endl;
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[934] | 172 | cout<<endl;
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| 173 |
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[2555] | 174 | //--------------------------------------------------------
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[934] | 175 | //-- Initialization arrays
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[2555] | 176 | //--------------------------------------------------------
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[934] | 177 | SophyaInit();
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[2555] | 178 | InitTim();
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| 179 | #if defined(USE_LAPACK)
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[995] | 180 | BaseArray::SetDefaultMemoryMapping(BaseArray::FortranMemoryMapping);
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| 181 | #endif
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[2555] | 182 | if(nalea>0) for(int i=0;i<nalea;i++) drand01();
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| 183 | BaseArray::SetMaxPrint(nprline*N,0);
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[934] | 184 |
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[2555] | 185 | //--------------------------------------------------------
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| 186 | //-- Definition global arrays
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| 187 | //--------------------------------------------------------
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| 188 | TMatrix< TYPE > Ainput(N,N); Ainput = (TYPE) 0;
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| 189 | TMatrix< TYPE > A(N,N); A = (TYPE) 0;
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| 190 | Ainput.Show();
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[934] | 191 |
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[2555] | 192 | //--------------------------------------------------------
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| 193 | //-- Fill matrices with flat random
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| 194 | //--------------------------------------------------------
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| 195 | if(gaussok) Ainput = RandomSequence(RandomSequence::Gaussian,0.,1.);
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| 196 | else Ainput = RandomSequence(RandomSequence::Flat,0.,1.);
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| 197 | #if defined(COMPLEX)
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| 198 | if(gaussok) A = RandomSequence(RandomSequence::Gaussian,0.,1.);
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| 199 | else A = RandomSequence(RandomSequence::Flat,0.,1.);
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| 200 | Ainput += TYPE(0.,1.)*A;
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| 201 | #endif
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[1008] | 202 |
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[2555] | 203 | //--------------------------------------------------------
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| 204 | //-- Fill matrices with big values
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| 205 | //--------------------------------------------------------
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| 206 | if(nbig>0) {
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| 207 | #if defined(COMPLEX)
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| 208 | nbig = (nbig+1)/2;
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| 209 | #endif
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| 210 | TMatrix< uint_2 > Vind(N,N); Vind = 0;
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| 211 | // for real part
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| 212 | uint_4 nbr=0;
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| 213 | for(int k=0;k<nbig;k++) {
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| 214 | int i = (int) (drand01()*N); int j = (int) (drand01()*N);
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| 215 | double s=(drand01()>0.5)?1.:-1.;
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| 216 | if(Vind(i,j)==0) {Ainput(i,j) += (TYPER) s*vbig; Vind(i,j)+=1; nbr++;}
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| 217 | }
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| 218 | cout<<"Nombre de valeurs BIG reelles = "<<nbr<<endl;
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| 219 | #if defined(COMPLEX)
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| 220 | // for imaginary part
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| 221 | uint_4 nbi=0;
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| 222 | for(int k=0;k<nbig;k++) {
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| 223 | int i = (int) (drand01()*N); int j = (int) (drand01()*N);
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| 224 | double s=(drand01()>0.5)?1.:-1.;
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| 225 | if(Vind(i,j)<=1) {Ainput(i,j) += TYPE(0.,(TYPER)s*vbig); Vind(i,j)+=2; nbi++;}
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| 226 | }
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| 227 | cout<<"Nombre de valeurs BIG imaginaires = "<<nbi<<endl;
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| 228 | cout<<"Nombre de valeurs BIG = "<<nbr+nbi<<endl;
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| 229 | #endif
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| 230 | }
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[934] | 231 |
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[2555] | 232 | //--------------------------------------------------------
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| 233 | //-- Scale matrix for machine precision tests
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| 234 | //--------------------------------------------------------
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| 235 | Ainput *= (TYPE) scale;
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| 236 |
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| 237 | //--------------------------------------------------------
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| 238 | //-- Create symetric matrix for all A if requested
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| 239 | //--------------------------------------------------------
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| 240 | if(symetok) Symetrize(Ainput);
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| 241 |
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| 242 | //--------------------------------------------------------
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| 243 | //-- Print matrice Ainput
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| 244 | //--------------------------------------------------------
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| 245 | cout<<"------------ TMatrix Ainput :"<<endl;
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| 246 | if(nprline>0) {cout<<Ainput; cout<<endl;}
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| 247 | PrtTim("--- End of Matrix filling ---");
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| 248 |
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| 249 |
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[2557] | 250 | //////////////////////////////////////////////
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| 251 | ///////// Test Inversion avec Lapack /////////
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| 252 | //////////////////////////////////////////////
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| 253 | #if defined(USE_LAPACK) && defined(ALSO_LAPACK_INV)
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[2555] | 254 | {
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| 255 | cout<<"\n=========================================="<<endl;
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[2566] | 256 | cout<<"------------ Inversion LAPACK (LU factorization)"<<endl;
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[2555] | 257 | A = Ainput;
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| 258 | //-- Inversion
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| 259 | TMatrix< TYPE > InvA(N,N); InvA = IdentityMatrix(1.,N);
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| 260 | int_4 info = LapackLinSolve(A,InvA);
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| 261 | cout<<"info="<<info<<endl;
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| 262 | PrtTim("--- End of LapackLinSolve Inversion ---");
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| 263 | //-- AiA = A * InvA
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| 264 | cout<<"Compute AiA = A * InvA"<<endl;
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| 265 | TMatrix< TYPE > AiA(N,N); AiA = Ainput * InvA;
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| 266 | if(nprline>0) {cout<<AiA; cout<<endl;}
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| 267 | //-- Check
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| 268 | Check_Mat_Ident(AiA);
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| 269 | PrtTim("--- End of LapackLinSolve Test ---");
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[975] | 270 | }
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[2555] | 271 | #endif
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| 272 |
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| 273 |
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[2557] | 274 | //////////////////////////////////////////////////
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| 275 | ///////// Test Inversion avec Lapack sym /////////
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| 276 | //////////////////////////////////////////////////
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| 277 | #if defined(USE_LAPACK) && defined(ALSO_LAPACK_INV_SYM)
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[2555] | 278 | {
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| 279 | cout<<"\n=========================================="<<endl;
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[2566] | 280 | cout<<"------------ Inversion LAPACK symetric (LU factorization)"<<endl;
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[2555] | 281 | TMatrix< TYPE > Asym(N,N); Asym=Ainput; Symetrize(Asym); A=Asym;
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| 282 | //-- Inversion
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| 283 | TMatrix< TYPE > InvA(N,N); InvA = IdentityMatrix(1.,N);
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| 284 | int_4 info = LapackLinSolveSym(A,InvA);
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| 285 | cout<<"info="<<info<<endl;
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| 286 | PrtTim("--- End of LapackLinSolveSym Inversion ---");
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| 287 | //-- AiA = A * InvA
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| 288 | cout<<"Compute AiA = A * InvA"<<endl;
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| 289 | TMatrix< TYPE > AiA(N,N); AiA = Asym * InvA;
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| 290 | cout<<"------------ TMatrix AiA = A * InvA:"<<endl;
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| 291 | if(nprline>0) {cout<<AiA; cout<<endl;}
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| 292 | //-- Check
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| 293 | Check_Mat_Ident(AiA);
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| 294 | PrtTim("--- End of LapackLinSolveSym Test ---");
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[975] | 295 | }
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[934] | 296 | #endif
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| 297 |
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| 298 |
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[2555] | 299 | ////////////////////////////////////////////////
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| 300 | ///////// Test avec Lapack LeastSquare /////////
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| 301 | ////////////////////////////////////////////////
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[2557] | 302 | #if defined(USE_LAPACK) && defined(ALSO_LAPACK_INV_LSS)
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[2555] | 303 | {
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| 304 | cout<<"\n=========================================="<<endl;
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[2566] | 305 | cout<<"------------ Inversion LAPACK LeastSquare (QR or LQ factorization)"<<endl;
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[2555] | 306 | A = Ainput;
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[934] | 307 | //-- Inversion
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[2555] | 308 | TMatrix< TYPE > InvA(N,N); InvA = IdentityMatrix(1.,N);
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| 309 | int_4 info = LapackLeastSquareSolve(A,InvA);
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| 310 | cout<<"info="<<info<<endl;
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| 311 | PrtTim("--- End of LapackLeastSquareSolve Inversion ---");
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| 312 | //-- AiA = A * InvA
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| 313 | cout<<"Compute AiA = A * InvA"<<endl;
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| 314 | TMatrix< TYPE > AiA(N,N); AiA = Ainput * InvA;
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| 315 | if(nprline>0) {cout<<AiA; cout<<endl;}
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| 316 | //-- Check
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| 317 | Check_Mat_Ident(AiA);
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| 318 | PrtTim("--- End of LapackLeastSquareSolve Test ---");
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| 319 | }
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| 320 | #endif
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| 321 |
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| 322 |
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[2571] | 323 | ///////////////////////////////////////////////////////
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| 324 | ///////// Test avec Lapack LeastSquare by SVD /////////
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| 325 | ///////////////////////////////////////////////////////
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[2566] | 326 | #if defined(USE_LAPACK) && defined(ALSO_LAPACK_INV_LSS_SVD)
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| 327 | {
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| 328 | cout<<"\n=========================================="<<endl;
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| 329 | cout<<"------------ Inversion LAPACK LeastSquare (SVD decomposition)"<<endl;
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| 330 | A = Ainput;
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| 331 | //-- Inversion
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| 332 | TMatrix< TYPE > InvA(N,N); InvA = IdentityMatrix(1.,N);
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| 333 | TVector<r_8> S;
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| 334 | int_4 rank;
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| 335 | r_8 rcond = -1.;
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| 336 | int_4 info = LapackLeastSquareSolveSVD_DC(A,InvA,S,rank,rcond);
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| 337 | cout<<"info="<<info<<" (rank="<<rank<<")"<<endl;
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| 338 | PrtTim("--- End of LapackLeastSquareSolveSVD_DC Inversion ---");
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| 339 | if(nprline>0) {cout<<S; cout<<endl;}
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| 340 | double smax = fabs(S(0)), smin = fabs(S(S.Size()-1));
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| 341 | cout<<" Smin = |"<<S(S.Size()-1)<<"| = "<<smin<<", "
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| 342 | <<" Smax = |"<<S(0)<<"| = "<<smax<<", "
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| 343 | <<" --> Smin/Smax = "<<smin/smax<<endl;
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| 344 | //-- AiA = A * InvA
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| 345 | cout<<"Compute AiA = A * InvA"<<endl;
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| 346 | TMatrix< TYPE > AiA(N,N); AiA = Ainput * InvA;
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| 347 | if(nprline>0) {cout<<AiA; cout<<endl;}
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| 348 | //-- Check
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| 349 | Check_Mat_Ident(AiA);
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| 350 | PrtTim("--- End of LapackLeastSquareSolveSVD_DC Test ---");
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| 351 | }
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| 352 | #endif
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| 353 |
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| 354 |
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| 355 | ////////////////////////////////////////////////
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[2555] | 356 | ///////// Test avec Lapack pour EV /////////
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| 357 | ////////////////////////////////////////////////
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[2557] | 358 | #if defined(USE_LAPACK) && defined(ALSO_LAPACK_EV)
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[2555] | 359 | {
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| 360 | cout<<"\n=========================================="<<endl;
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| 361 | cout<<"------------ Eigen decompositon LapackEigen "<<endl;
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| 362 | A=Ainput;
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[2562] | 363 | TMatrix< TYPE > Evec;
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| 364 | TVector< complex<r_8> > Eval;
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[2555] | 365 | //-- Decompositon
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| 366 | int_4 info = LapackEigen(A,Eval,Evec,true);
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| 367 | cout<<"info="<<info<<endl;
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| 368 | PrtTim("--- End of LapackEigen decompositon ---");
|
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| 369 | if(nprline>0) {cout<<Eval; cout<<endl; cout<<Evec; cout<<endl;}
|
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| 370 | //-- Find the complex conjugate pairs
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[2557] | 371 | #if !defined(COMPLEX)
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[2555] | 372 | TVector< uint_2 > Evalconj(N); Evalconj = 0;
|
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| 373 | int_4 nconj=0;
|
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| 374 | for(int i=0;i<N-1;i++) {
|
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| 375 | if(Evalconj(i)!=0) continue; // deja traite
|
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| 376 | if(Eval(i).imag()==0.) continue; // real eigenvalue
|
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| 377 | if(fabs(Eval(i).imag()+Eval(i+1).imag())>1e-150) continue; // les 2 consecutives ne sont pas conjuguees
|
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| 378 | if(Eval(i).imag()<0.) continue; // first conjugate have positive imaginary part
|
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| 379 | if(Eval(i+1).imag()>0.) continue;
|
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| 380 | Evalconj(i) = 1; Evalconj(i+1) = 2; nconj++;
|
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| 381 | }
|
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| 382 | //cout<<Evalconj<<endl;
|
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| 383 | cout<<"Number of conjugate eigen values: "<<nconj<<" *2 = "<<2*nconj<<" / "<<N<<endl;
|
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| 384 | #endif
|
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| 385 | //-- Azmlz = A*z(l) - l*z(l)
|
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| 386 | cout<<"Compute Azmlz(l) = A*z(l) - l*z(l)"<<endl;
|
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| 387 | TMatrix< complex<TYPER> > Azmlz(N,N); Azmlz = (complex<TYPER>) 0;
|
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| 388 | for(int l=0;l<N;l++) { // eigen value
|
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| 389 | complex<TYPER> Eval_l = complex<TYPER>(Eval(l).real(),Eval(l).imag());
|
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| 390 | for(int i=0;i<N;i++) {
|
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| 391 | complex<TYPER> Evec_il;
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[2557] | 392 | #if defined(COMPLEX)
|
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[2555] | 393 | Evec_il = Evec(i,l);
|
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| 394 | #else
|
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| 395 | Evec_il = complex<TYPER>(Evec(i,l),0.);
|
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| 396 | if(Evalconj(l)==1) Evec_il = complex<TYPER>(Evec(i,l),Evec(i,l+1));
|
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| 397 | else if(Evalconj(l)==2) Evec_il = complex<TYPER>(Evec(i,l-1),-Evec(i,l));
|
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| 398 | #endif
|
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| 399 | for(int j=0;j<N;j++) {
|
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| 400 | complex<TYPER> Evec_jl;
|
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[2557] | 401 | #if defined(COMPLEX)
|
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[2555] | 402 | Evec_jl = Evec(j,l);
|
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| 403 | #else
|
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| 404 | Evec_jl = complex<TYPER>(Evec(j,l),0.);
|
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| 405 | if(Evalconj(l)==1) Evec_jl = complex<TYPER>(Evec(j,l),Evec(j,l+1));
|
---|
| 406 | else if(Evalconj(l)==2) Evec_jl = complex<TYPER>(Evec(j,l-1),-Evec(j,l));
|
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| 407 | #endif
|
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| 408 | Azmlz(i,l) += Ainput(i,j) * Evec_jl;
|
---|
| 409 | }
|
---|
| 410 | Azmlz(i,l) -= Eval_l*Evec_il;
|
---|
| 411 | }
|
---|
| 412 | }
|
---|
| 413 | if(nprline>0) {cout<<Azmlz; cout<<endl;}
|
---|
| 414 | //-- Check
|
---|
| 415 | Check_Mat_VecCol_2(Azmlz);
|
---|
| 416 | PrtTim("--- End of LapackEigen Test ---");
|
---|
| 417 | }
|
---|
| 418 | #endif
|
---|
| 419 |
|
---|
| 420 |
|
---|
| 421 | ////////////////////////////////////////////////
|
---|
| 422 | ///////// Test avec Lapack sym pour EV /////////
|
---|
| 423 | ////////////////////////////////////////////////
|
---|
[2557] | 424 | #if defined(USE_LAPACK) && defined(ALSO_LAPACK_EV_SYM)
|
---|
[2555] | 425 | {
|
---|
| 426 | cout<<"\n=========================================="<<endl;
|
---|
| 427 | cout<<"------------ Eigen decompositon LapackEigenSym "<<endl;
|
---|
| 428 | TMatrix< TYPE > Aher(N,N); Aher=Ainput; Hermitian(Aher); A=Aher;
|
---|
| 429 | TVector<r_8> Eval;
|
---|
| 430 | //-- Decompositon
|
---|
| 431 | int_4 info = LapackEigenSym(A,Eval,true);
|
---|
| 432 | cout<<"info="<<info<<endl;
|
---|
| 433 | PrtTim("--- End of LapackEigenSym decompositon ---");
|
---|
| 434 | if(nprline>0) {cout<<Eval; cout<<endl; cout<<A; cout<<endl;}
|
---|
| 435 | //-- Azmlz = A*z(l) - l*z(l)
|
---|
| 436 | // le vecteur propre z pour la l-ieme valeur propre est dans A(.,l):
|
---|
| 437 | // z_i = A(i,l) ou "l" est la l-ieme valeur propre
|
---|
| 438 | cout<<"Compute Azmlz(l) = A*z(l) - l*z(l)"<<endl;
|
---|
| 439 | TMatrix< TYPE > Azmlz(N,N); Azmlz = (TYPE) 0;
|
---|
| 440 | for(int l=0;l<N;l++) // eigen value
|
---|
| 441 | for(int i=0;i<N;i++)
|
---|
| 442 | {for(int j=0;j<N;j++) Azmlz(i,l)+=Aher(i,j)*A(j,l); Azmlz(i,l)-=(TYPER)Eval(l)*A(i,l);}
|
---|
| 443 | if(nprline>0) {cout<<Azmlz; cout<<endl;}
|
---|
| 444 | //-- Check
|
---|
| 445 | Check_Mat_VecCol_0(Azmlz);
|
---|
| 446 | PrtTim("--- End of LapackEigenSym Test ---");
|
---|
| 447 | }
|
---|
| 448 | #endif
|
---|
| 449 |
|
---|
| 450 |
|
---|
[2558] | 451 | ////////////////////////////////////////////////
|
---|
| 452 | ///////////// Test avec Lapack SVD /////////////
|
---|
| 453 | ////////////////////////////////////////////////
|
---|
| 454 | #if defined(USE_LAPACK) && defined(ALSO_LAPACK_SVD)
|
---|
| 455 | {
|
---|
| 456 | cout<<"\n=========================================="<<endl;
|
---|
| 457 | cout<<"------------ SVD decompositon LapackSVD "<<endl;
|
---|
| 458 | A=Ainput;
|
---|
[2562] | 459 | TVector< TYPE > S; TMatrix< TYPE > U; TMatrix< TYPE > VT;
|
---|
[2558] | 460 | //-- Decompositon
|
---|
| 461 | int_4 info = LapackSVD(A,S,U,VT);
|
---|
| 462 | cout<<"info="<<info<<endl;
|
---|
| 463 | PrtTim("--- End of LapackSVD decompositon ---");
|
---|
| 464 | if(nprline>0) {cout<<S; cout<<endl;}
|
---|
| 465 | double smax = ABS_VAL(S(0)), smin = ABS_VAL(S(N-1));
|
---|
| 466 | cout<<" Smin = |"<<S(N-1)<<"| = "<<smin<<", "
|
---|
| 467 | <<" Smax = |"<<S(0)<<"| = "<<smax<<", "
|
---|
| 468 | <<" --> Smin/Smax = "<<smin/smax<<endl;
|
---|
| 469 | //-- A = U*S*VT
|
---|
| 470 | cout<<"Compute A = U*S*VT"<<endl;
|
---|
| 471 | TMatrix< TYPE > AmUSVt(N,N); AmUSVt = U;
|
---|
| 472 | for(int i=0;i<N;i++) for(int j=0;j<N;j++) AmUSVt(i,j) *= S(j);
|
---|
[2580] | 473 | AmUSVt = AmUSVt * VT; AmUSVt -= Ainput;
|
---|
[2558] | 474 | if(nprline>0) {cout<<AmUSVt; cout<<endl;}
|
---|
| 475 | //-- Check
|
---|
| 476 | Check_Mat_Zero(AmUSVt);
|
---|
| 477 | PrtTim("--- End of LapackSVD Test ---");
|
---|
| 478 | }
|
---|
| 479 | #endif
|
---|
| 480 |
|
---|
| 481 |
|
---|
[2562] | 482 | ///////////////////////////////////////////////////
|
---|
| 483 | ///////////// Test avec Lapack SVD_DC /////////////
|
---|
| 484 | ///////////////////////////////////////////////////
|
---|
| 485 | #if defined(USE_LAPACK) && defined(ALSO_LAPACK_SVD_DC)
|
---|
| 486 | {
|
---|
| 487 | cout<<"\n=========================================="<<endl;
|
---|
| 488 | cout<<"------------ SVD decompositon LapackSVD_DC "<<endl;
|
---|
| 489 | A=Ainput;
|
---|
[2566] | 490 | TVector< r_8 > S; TMatrix< TYPE > U; TMatrix< TYPE > VT;
|
---|
[2562] | 491 | //-- Decompositon
|
---|
| 492 | int_4 info = LapackSVD_DC(A,S,U,VT);
|
---|
| 493 | cout<<"info="<<info<<endl;
|
---|
| 494 | PrtTim("--- End of LapackSVD_DC decompositon ---");
|
---|
| 495 | if(nprline>0) {cout<<S; cout<<endl;}
|
---|
[2566] | 496 | double smax = fabs(S(0)), smin = fabs(S(N-1));
|
---|
[2571] | 497 | cout<<"CMV: "<<S(0)<<endl;
|
---|
| 498 | //cout<<" Smin = |"<<S(N-1)<<"| = "<<smin<<", "
|
---|
| 499 | // <<" Smax = |"<<S(0)<<"| = "<<smax<<", "
|
---|
| 500 | // <<" --> Smin/Smax = "<<smin/smax<<endl;
|
---|
[2562] | 501 | //-- A = U*S*VT
|
---|
| 502 | cout<<"Compute A = U*S*VT"<<endl;
|
---|
| 503 | TMatrix< TYPE > AmUSVt(N,N); AmUSVt = U;
|
---|
[2566] | 504 | for(int i=0;i<N;i++) for(int j=0;j<N;j++) AmUSVt(i,j) *= (TYPE) S(j);
|
---|
[2580] | 505 | AmUSVt = AmUSVt * VT; AmUSVt -= Ainput;
|
---|
[2562] | 506 | if(nprline>0) {cout<<AmUSVt; cout<<endl;}
|
---|
| 507 | //-- Check
|
---|
| 508 | Check_Mat_Zero(AmUSVt);
|
---|
| 509 | PrtTim("--- End of LapackSVD_DC Test ---");
|
---|
| 510 | }
|
---|
| 511 | #endif
|
---|
| 512 |
|
---|
| 513 |
|
---|
[2557] | 514 | ///////////////////////////////////////////////
|
---|
| 515 | ///////// Test Inversion avec GausPiv /////////
|
---|
| 516 | ///////////////////////////////////////////////
|
---|
| 517 | #if defined(USE_GAUSPIV)
|
---|
[2555] | 518 | {
|
---|
| 519 | cout<<"\n==========================================\n"
|
---|
| 520 | <<"------------ Inversion GausPiv"<<endl;
|
---|
| 521 | SimpleMatrixOperation< TYPE >::SetGausPivScal(tscal);
|
---|
| 522 | A = Ainput;
|
---|
| 523 | //-- Inversion
|
---|
| 524 | TMatrix< TYPE > InvA(N,N); InvA = IdentityMatrix(1.,N);
|
---|
[1008] | 525 | TYPE det = GausPiv(A,InvA,detok);
|
---|
[2555] | 526 | PrtTim("--- End of GausPiv Inversion ---");
|
---|
[1008] | 527 | cout<<"Det = "<<det<<endl;
|
---|
[934] | 528 | cout<<"------------ TMatrix InvA = A^(-1):"<<endl;
|
---|
| 529 | //-- AiA = A * InvA
|
---|
[2555] | 530 | cout<<"Compute AiA = A * InvA"<<endl;
|
---|
| 531 | TMatrix< TYPE > AiA(N,N); AiA = Ainput * InvA;
|
---|
[934] | 532 | cout<<"------------ TMatrix AiA = A * InvA:"<<endl;
|
---|
| 533 | if(nprline>0) {cout<<AiA; cout<<endl;}
|
---|
| 534 | //-- Check
|
---|
[2555] | 535 | Check_Mat_Ident(AiA);
|
---|
| 536 | PrtTim("--- End of GausPiv Test ---");
|
---|
[934] | 537 | }
|
---|
[2555] | 538 | #endif
|
---|
| 539 |
|
---|
| 540 |
|
---|
| 541 | PrtTim("--- End of Job ---");
|
---|
| 542 | exit(0);
|
---|
[934] | 543 | }
|
---|
| 544 |
|
---|
[995] | 545 |
|
---|
[2555] | 546 |
|
---|
| 547 | ////////////////////////////////////////////////////////////
|
---|
| 548 | ////-------------------------------------------------------
|
---|
| 549 | void Symetrize(TMatrix< TYPE >& A)
|
---|
| 550 | // Symetrize A
|
---|
| 551 | {
|
---|
| 552 | int_4 N = A.NRows();
|
---|
| 553 | for(int i=0;i<N-1;i++) for(int j=i+1;j<N;j++) A(j,i) = A(i,j);
|
---|
[995] | 554 | }
|
---|
[2555] | 555 |
|
---|
| 556 | ////-------------------------------------------------------
|
---|
| 557 | void Hermitian(TMatrix< TYPE >& A)
|
---|
| 558 | // Put A hermitian
|
---|
| 559 | {
|
---|
| 560 | int_4 N = A.NRows();
|
---|
| 561 | for(int i=0;i<N-1;i++) for(int j=i+1;j<N;j++) A(j,i) = CONJ_VAL(A(i,j));
|
---|
| 562 | for(int i=0;i<N;i++) A(i,i) = REAL_PART(A(i,i));
|
---|
[995] | 563 | }
|
---|
| 564 |
|
---|
[2555] | 565 | ////-------------------------------------------------------
|
---|
| 566 | r_8 Check_Mat_Ident(TMatrix< TYPE >& A)
|
---|
| 567 | // Compute the biggest difference element by element of A / Identity
|
---|
| 568 | {
|
---|
| 569 | int_4 N = A.NRows();
|
---|
| 570 | r_8 vmaxd=-1.;
|
---|
| 571 | for(int i=0;i<N;i++)
|
---|
| 572 | if( ABS_VAL((TYPER)1.-A(i,i)) > vmaxd ) vmaxd = ABS_VAL((TYPER)1.-A(i,i));
|
---|
| 573 | cout<<"Ecart maximum par rapport a 1 sur diagonale = "<<vmaxd<<endl;
|
---|
| 574 | r_8 vmaxh = -1.;
|
---|
| 575 | for(int i=0;i<N;i++) for(int j=0;j<N;j++) {
|
---|
| 576 | if(i==j) continue;
|
---|
| 577 | if( ABS_VAL(A(i,j)) > vmaxh ) vmaxh = ABS_VAL(A(i,j));
|
---|
| 578 | }
|
---|
| 579 | cout<<"Ecart maximum par rapport a 0 hors diagonale = "<<vmaxh<<endl;
|
---|
| 580 | return (vmaxd>vmaxh)? vmaxd: vmaxh;
|
---|
| 581 | }
|
---|
[995] | 582 |
|
---|
[2555] | 583 | ////-------------------------------------------------------
|
---|
[2558] | 584 | r_8 Check_Mat_Zero(TMatrix< TYPE >& A)
|
---|
| 585 | // Compute the biggest difference element by element of A / Zero matrix
|
---|
| 586 | {
|
---|
| 587 | int_4 N = A.NRows();
|
---|
| 588 | r_8 vmax = -1.;
|
---|
| 589 | for(int i=0;i<N;i++) for(int j=0;j<N;j++)
|
---|
| 590 | if( ABS_VAL(A(i,j)) > vmax ) vmax = ABS_VAL(A(i,j));
|
---|
| 591 | cout<<"Ecart maximum par rapport a zero = "<<vmax<<endl;
|
---|
| 592 | return vmax;
|
---|
| 593 | }
|
---|
| 594 |
|
---|
| 595 | ////-------------------------------------------------------
|
---|
[2555] | 596 | r_8 Check_Mat_VecCol_0(TMatrix< TYPE >& A)
|
---|
| 597 | // Return the biggest norm of the N vectors column of matrix
|
---|
| 598 | {
|
---|
| 599 | int_4 N = A.NRows();
|
---|
| 600 | r_8 vmax=-1.;
|
---|
| 601 | for(int l=0;l<N;l++) {
|
---|
| 602 | r_8 absv = 0.;
|
---|
| 603 | for(int i=0;i<N;i++) absv += ABS_VAL(A(i,l)) * ABS_VAL(A(i,l));
|
---|
| 604 | if( absv > vmax ) vmax = absv;
|
---|
| 605 | }
|
---|
| 606 | vmax = sqrt(vmax);
|
---|
| 607 | cout<<"Longueur max de ||A*z-l*z|| pour tous l = "<<vmax<<endl;
|
---|
| 608 | return vmax;
|
---|
[934] | 609 | }
|
---|
[2555] | 610 |
|
---|
| 611 | ////-------------------------------------------------------
|
---|
| 612 | void Check_Mat_VecCol_2(TMatrix< complex<TYPER> >& A)
|
---|
| 613 | // Return the biggest norm of :
|
---|
| 614 | // - the real part of the N vectors column of matrix
|
---|
| 615 | // - the imaginary part of the N vectors column of matrix
|
---|
| 616 | // - the module of the N vectors column of matrix
|
---|
| 617 | {
|
---|
| 618 | int_4 N = A.NRows();
|
---|
| 619 | r_8 vmaxr=-1., vmaxi=-1., vmaxn=-1.;
|
---|
| 620 | for(int l=0;l<N;l++) {
|
---|
| 621 | double absvr = 0., absvi = 0., absvn = 0.;
|
---|
| 622 | for(int i=0;i<N;i++) {
|
---|
| 623 | absvr += A(i,l).real()*A(i,l).real();
|
---|
| 624 | absvi += A(i,l).imag()*A(i,l).imag();
|
---|
| 625 | absvn += A(i,l).real()*A(i,l).real() + A(i,l).imag()*A(i,l).imag();
|
---|
| 626 | }
|
---|
| 627 | if( absvr > vmaxr ) vmaxr = absvr;
|
---|
| 628 | if( absvi > vmaxi ) vmaxi = absvi;
|
---|
| 629 | if( absvn > vmaxn ) vmaxn = absvn;
|
---|
| 630 | }
|
---|
| 631 | vmaxr=sqrt(vmaxr); vmaxi=sqrt(vmaxi); vmaxn=sqrt(vmaxn);
|
---|
| 632 | cout<<"Longueur max de ||A*z-l*z|| pour tous l, reel = "<<vmaxr
|
---|
| 633 | <<", imag = "<<vmaxi<<", module = "<<vmaxn<<endl;
|
---|
| 634 | }
|
---|