// Daniel Knüttel Aufgabe2 /* * Copyright(c) 2018 Daniel Knüttel */ /* This program is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program. If not, see . * * Dieses Programm ist Freie Software: Sie können es unter den Bedingungen * der GNU General Public License, wie von der Free Software Foundation, * Version 3 der Lizenz oder (nach Ihrer Wahl) jeder neueren * veröffentlichten Version, weiterverbreiten und/oder modifizieren. * * Dieses Programm wird in der Hoffnung, dass es nützlich sein wird, aber * OHNE JEDE GEWÄHRLEISTUNG, bereitgestellt; sogar ohne die implizite * Gewährleistung der MARKTFÄHIGKEIT oder EIGNUNG FÜR EINEN BESTIMMTEN ZWECK. * Siehe die GNU General Public License für weitere Details. * * Sie sollten eine Kopie der GNU General Public License zusammen mit diesem * Programm erhalten haben. Wenn nicht, siehe . */ #include #include #include #define min(a, b) (((a) < (b)) ? (a) : (b)) #define square(a) ((a) * (a)) #define kronecker_delta(i, j) ((i) == (j) ? 1 : 0) /* * \brief Computes the householder partition of A. * Stores the generating vectors of Q in the memory passed as A, * the diagonal elements in alpha and the rest of R in the memory * passed as A. * * \param A Matrix to partition. After the partition this memory contains Q and R. * \param alpha Will be filled with diagonal elements of R. * \param n Length of A[i]. * \param m Length of A. * \return Status. * */ int householder(double ** A, double * alpha, int m, int n); /* * \brief Computes the solution of and n times n system using a QR partition. * Overwrites b. * * \param A Matrix that has been modified by the function householder. * \param alpha Diagonal elements of R, produced by the function householder. * \param n Length of A and A[i]. * \param b Vector b for Ax=b. Will be overwritten with elements of x. * \return Status. * */ int solve_QR(double ** A, double * alpha, int n, double * b); /* * \brief Computes Q^Tb and stores the result in b. * * \param A Matrix that has been modified by the function householder. * \param alpha Diagonal elements of R, produced by the function householder. * \param n Length of A and A[i]. * \param b Vector b for Ax=b. Will be overwritten with elements of the result. * * \return Status. * */ int qtb(double ** A, double * alpha, int n, double * b); /* * * \brief Uses backwards substitution to solve R = Q^Tb. b := Q^Tb has already been calculated. * * \param A Matrix that has been modified by the function householder. * \param alpha Diagonal elements of R, produced by the function householder. * \param n Length of A and A[i]. * \param b Vector b for Ax=b. Will be overwritten with elements of the result. * * \return Status. * * */ int rw_subs(double ** A, double * alpha, int n, double * b); /* * \brief Print the matrix in a nicely formatted way to stream. * * \param stream The output stream. * \param matrix The matrix to print. * \param n Length of A[i]. * \param m Length of A. * * */ int fprintm(FILE * stream, double ** matrix, int m, int n); /* * \brief Print the vector in a nicely formatted way to stream. * * \param stream The output stream. * \param vector The vector to print. * \param n Length of vector. * * */ int fprintv(FILE * stream, double * vector, int n); /* * \brief Extract R from A and alpha, allocates R dynamically. * * \param A Marix computed by householder. * \param alpha Vector computed by householder. * \param m Length of A. * \param n Length of A[i]. * \param R Pointer to the result (unallocated). * */ int unwind_R(double ** A, double * alpha, int m, int n, double *** R); /* * \brief Extract v from A and alpha, allocates R dynamically. * * \param A Marix computed by householder. * \param alpha Vector computed by householder. * \param m Length of A. * \param n Length of A[i]. * \param v Pointer to the results (unallocated). * */ int unwind_v(double ** A, int m, int n, double *** v); #define printm(matrix, n, m) fprintm(stdout, matrix, n, m) #define printv(vector, n) fprintv(stdout, vector, n) int main(void) { int status = 0; int i, j; int m, n; // PART a: QR-Partition. double A_stack_1[15] = {2, 2.23606797749979, 0 , 2, 3, -1 , 2, 3, -1 , 1, 0, -1 , 0, 2.6457513110645907, 5.669467095138408 }; m = 5; n = 3; double ** A_1 = malloc(sizeof(double *) * m); for(i = 0; i < m; i++) { A_1[i] = malloc(sizeof(double) * n); for(j = 0; j < n; j++) { A_1[i][j] = A_stack_1[n*i + j]; } } double * alpha_1 = malloc(sizeof(double) * m); status = householder(A_1, alpha_1, m, n); if(status) { fprintf(stderr, "failed to compute QR decomposition\n"); goto exit; } double ** R_1, ** vs_1; status = unwind_R(A_1, alpha_1, m, n, &R_1); if(status) { fprintf(stderr, "failed to unwind R\n"); goto exit; } status = unwind_v(A_1, m, n, &vs_1); if(status) { fprintf(stderr, "failed to unwind v\n"); for(i = 0; i < m; i++) { free(R_1[i]); } free(R_1); goto exit; } printm(R_1, m, n); for(i = 0; i < n; i++) { printv(vs_1[i], m); free(vs_1[i]); } free(vs_1); for(i = 0; i < m; i++) { free(R_1[i]); } free(R_1); exit: if(status) { fprintf(stderr, "something went wrong\n"); } return status; } int householder(double ** A, double * alpha, int m, int n) { if(n > m) { return 1; } int k, i, j; double beta, gamma, delta; /* * This is just the sample implementation from the * lecture script. * */ for(k = 0; k < min(n, m - 1); k++) { alpha[k] = square(A[k][k]); for(j = k + 1; j < m; j++) { alpha[k] += square(A[j][k]); } alpha[k] = sqrt(alpha[k]); if(A[k][k] < 0) { alpha[k] *= -1; } beta = alpha[k] * (A[k][k] - alpha[k]); A[k][k] -= alpha[k]; for(i = k + 1; i < n ; i++) { gamma = A[k][k] * A[k][i]; for(j = k + 1; j < m; j++) { gamma += A[j][k] * A[j][i]; } delta = gamma / beta; for(j = k; j < m; j++) { A[j][i] += delta * A[j][k]; } } } return 0; } int fprintm(FILE * stream, double ** matrix, int m, int n) { int i, j, status = 0; for(i = 0; i < m; i++) { if(i == 0) { fprintf(stream, "T "); } else if(i == m - 1) { fprintf(stream, "L "); } else { fprintf(stream, "| "); } for(j = 0; j < n; j++) { fprintf(stream, "%6.2f ", matrix[i][j]); } if(i == 0) { fprintf(stream, "T\n"); } else if(i == m - 1) { fprintf(stream, "J\n"); } else { fprintf(stream, "|\n"); } } fflush(stream); return status; } int fprintv(FILE * stream, double * vector, int n) { int i; for(i = 0; i < n; i++) { if(i == 0) { fprintf(stream, "T "); } else if(i == n - 1) { fprintf(stream, "L "); } else { fprintf(stream, "| "); } fprintf(stream, "%6.2f ", vector[i]); if(i == 0) { fprintf(stream, "T\n"); } else if(i == n - 1) { fprintf(stream, "J\n"); } else { fprintf(stream, "|\n"); } } fflush(stream); return 0; } int qtb(double ** A, double * alpha, int n, double * b) { /* * Some short computing gives that: * * Q[i][j] = kronecker_delta(i, j) - 2*v[i]v[j] * and for * Q^T b = x * x[i] = sum(over j)(Q[j][i]*b[j]) * */ int i, j; double x; for(i = 0; i < n; i++) { for(j = 0; j < n; j++) { x += b[j] * (kronecker_delta(i, j) - 2 * A[i][i] * A[i][j]); } b[i] = x; } return 0; } int rw_subs(double ** A, double * alpha, int n, double * b) { /* * In the lecture section 1 about the gaussian algorithm * we have given the following formula: * * x[j] = 1/A[j][j] * (b[j] - sum(from j + 1 over k to n)(a[j][k]*x[k])) * * So loop from k = n to 1 to avoid recursion and * substitute the content of b with the solution. * */ int j, k; double tmp; // Note: indices start at 0. for(j = n - 1; j >= 0; j--) { // Note: we start from k + 1, so there are no // diagonal elements of A contained. for(k = j + 1; k < n; k++) { tmp += b[k] * A[j][k]; } // A[j][j] = alpha[j]. b[j] = (b[j] - tmp) / alpha[j]; } return 0; } int solve_QR(double ** A, double * alpha, int n, double * b) { if(qtb(A, alpha, n, b)) { return 1; } if(rw_subs(A, alpha, n, b)) { return 1; } return 0; } int unwind_R(double ** A, double * alpha, int m, int n, double *** R) { double ** result = malloc(sizeof(double *) * m); int i, j; int have_to_free_all = 0; if(!result) { return 1; } // Allocate the memory. for(i = 0; i < m; i++) { result[i] = malloc(sizeof(double) * n); if(!result[i]) { have_to_free_all = 1; break; } } // Out of Memory. if(have_to_free_all) { for(j = 0; j < i; j++) { free(result[i]); } free(result); return 1; } // Alloc is OK. // Calculate the result. for(i = 0; i < m; i++) { for(j = 0; j < n; j++) { if(i > j) { result[i][j] = 0; } if(i == j) { result[i][j] = alpha[j]; } if(i < j) { result[i][j] = A[i][j]; } } } *R = result; return 0; } int unwind_v(double ** A, int m, int n, double *** v) { // We have n vectors. double ** result = malloc(sizeof(double *) * n); int i, j; int have_to_free_all = 0; if(!result) { return 1; } // Allocate the memory. for(i = 0; i < n; i++) { // They are m long. result[i] = malloc(sizeof(double) * m); if(!result[i]) { have_to_free_all = 1; break; } } // Out of Memory. if(have_to_free_all) { for(j = 0; j < i; j++) { free(result[i]); } free(result); return 1; } // Alloc is OK. // Calculate the result. for(i = 0; i < m; i++) { for(j = 0; j < n; j++) { if(i > j) { result[j][i] = 0; } else { result[j][i] = A[j][i]; } } } *v = result; return 0; }