62 lines
1.6 KiB
C++
62 lines
1.6 KiB
C++
|
#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;
|
||
|
|
|
||
|
|
}
|