62 lines
1.6 KiB
C++
62 lines
1.6 KiB
C++
#include <iostream>
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struct init {
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init() { std::cout << "[" << "init" << "]" << std::endl; }
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};
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init init_obj;
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// [init]
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#include <iostream>
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#include <Eigen/Dense>
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using namespace std;
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using namespace Eigen;
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int main()
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{
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MatrixXd A(2,2);
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A << 2, -1, 1, 3;
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cout << "Here is the input matrix A before decomposition:\n" << A << endl;
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cout << "[init]" << endl;
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cout << "[declaration]" << endl;
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PartialPivLU<Ref<MatrixXd> > lu(A);
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cout << "Here is the input matrix A after decomposition:\n" << A << endl;
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cout << "[declaration]" << endl;
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cout << "[matrixLU]" << endl;
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cout << "Here is the matrix storing the L and U factors:\n" << lu.matrixLU() << endl;
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cout << "[matrixLU]" << endl;
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cout << "[solve]" << endl;
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MatrixXd A0(2,2); A0 << 2, -1, 1, 3;
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VectorXd b(2); b << 1, 2;
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VectorXd x = lu.solve(b);
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cout << "Residual: " << (A0 * x - b).norm() << endl;
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cout << "[solve]" << endl;
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cout << "[modifyA]" << endl;
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A << 3, 4, -2, 1;
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x = lu.solve(b);
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cout << "Residual: " << (A0 * x - b).norm() << endl;
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cout << "[modifyA]" << endl;
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cout << "[recompute]" << endl;
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A0 = A; // save A
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lu.compute(A);
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x = lu.solve(b);
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cout << "Residual: " << (A0 * x - b).norm() << endl;
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cout << "[recompute]" << endl;
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cout << "[recompute_bis0]" << endl;
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MatrixXd A1(2,2);
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A1 << 5,-2,3,4;
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lu.compute(A1);
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cout << "Here is the input matrix A1 after decomposition:\n" << A1 << endl;
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cout << "[recompute_bis0]" << endl;
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cout << "[recompute_bis1]" << endl;
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x = lu.solve(b);
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cout << "Residual: " << (A1 * x - b).norm() << endl;
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cout << "[recompute_bis1]" << endl;
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}
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