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TutorialInplaceLU.cpp
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Created
Sun, Feb 16, 05:49
Size
1 KB
Mime Type
text/x-c
Expires
Tue, Feb 18, 05:49 (2 d)
Engine
blob
Format
Raw Data
Handle
24248979
Attached To
rDLMA Diffusion limited mixed aggregation
TutorialInplaceLU.cpp
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#include <iostream>
struct
init
{
init
()
{
std
::
cout
<<
"["
<<
"init"
<<
"]"
<<
std
::
endl
;
}
};
init
init_obj
;
// [init]
#include <iostream>
#include <Eigen/Dense>
using
namespace
std
;
using
namespace
Eigen
;
int
main
()
{
MatrixXd
A
(
2
,
2
);
A
<<
2
,
-
1
,
1
,
3
;
cout
<<
"Here is the input matrix A before decomposition:
\n
"
<<
A
<<
endl
;
cout
<<
"[init]"
<<
endl
;
cout
<<
"[declaration]"
<<
endl
;
PartialPivLU
<
Ref
<
MatrixXd
>
>
lu
(
A
);
cout
<<
"Here is the input matrix A after decomposition:
\n
"
<<
A
<<
endl
;
cout
<<
"[declaration]"
<<
endl
;
cout
<<
"[matrixLU]"
<<
endl
;
cout
<<
"Here is the matrix storing the L and U factors:
\n
"
<<
lu
.
matrixLU
()
<<
endl
;
cout
<<
"[matrixLU]"
<<
endl
;
cout
<<
"[solve]"
<<
endl
;
MatrixXd
A0
(
2
,
2
);
A0
<<
2
,
-
1
,
1
,
3
;
VectorXd
b
(
2
);
b
<<
1
,
2
;
VectorXd
x
=
lu
.
solve
(
b
);
cout
<<
"Residual: "
<<
(
A0
*
x
-
b
).
norm
()
<<
endl
;
cout
<<
"[solve]"
<<
endl
;
cout
<<
"[modifyA]"
<<
endl
;
A
<<
3
,
4
,
-
2
,
1
;
x
=
lu
.
solve
(
b
);
cout
<<
"Residual: "
<<
(
A0
*
x
-
b
).
norm
()
<<
endl
;
cout
<<
"[modifyA]"
<<
endl
;
cout
<<
"[recompute]"
<<
endl
;
A0
=
A
;
// save A
lu
.
compute
(
A
);
x
=
lu
.
solve
(
b
);
cout
<<
"Residual: "
<<
(
A0
*
x
-
b
).
norm
()
<<
endl
;
cout
<<
"[recompute]"
<<
endl
;
cout
<<
"[recompute_bis0]"
<<
endl
;
MatrixXd
A1
(
2
,
2
);
A1
<<
5
,
-
2
,
3
,
4
;
lu
.
compute
(
A1
);
cout
<<
"Here is the input matrix A1 after decomposition:
\n
"
<<
A1
<<
endl
;
cout
<<
"[recompute_bis0]"
<<
endl
;
cout
<<
"[recompute_bis1]"
<<
endl
;
x
=
lu
.
solve
(
b
);
cout
<<
"Residual: "
<<
(
A1
*
x
-
b
).
norm
()
<<
endl
;
cout
<<
"[recompute_bis1]"
<<
endl
;
}
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