nojhan/cholesky
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use gmpxx instead of mpfr++

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nojhan 2012-01-29 19:21:10 +01:00
commit e31c1e72fb
3 changed files with 13 additions and 11 deletions
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16
test.cpp
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@ -28,8 +28,7 @@ Authors:
#include <map>
#include <vector>
#include <mpreal.h>
using namespace mpfr;
#include <gmpxx.h>
#include "cholesky.h"
@ -115,7 +114,8 @@ T trigsum( const MT& M )
T sum = 0;
for( unsigned int i=0; i<M.size1(); ++i ) {
for( unsigned int j=i; j<M.size2(); ++j ) { // triangular browsing
sum += fabs( M(i,j) ); // absolute deviation
//sum += fabs( M(i,j) ); // absolute deviation
sum += abs( M(i,j) ); // absolute deviation
}
}
return sum;
@ -168,7 +168,9 @@ void test( unsigned int M, unsigned int N, unsigned int F, unsigned int R, unsig
// a variance-covariance matrix of size N*N
// Note: a covariance matrix is necessarily semi-positive definite
// thus, any failure in the Cholesky factorization is due to round-off errors
CovarMat V = ublas::prod( ublas::trans(S), S );
//CovarMat V = ublas::prod( ublas::trans(S), S );
CovarMat ST = ublas::trans(S);
CovarMat V = ublas::prod( ST, S );
assert( V.size1() == N && V.size2() == N );
#ifndef NDEBUG
if( R == 1 ) {
@ -252,8 +254,8 @@ int main(int argc, char** argv)
test<long double>(M,N,F,R,seed);
*/
std::cout << std::endl << "MPREAL 128" << std::endl;
mpreal::set_default_prec(128);
test<mpreal>(M,N,F,R,seed);
std::cout << std::endl << "MPF 128" << std::endl;
mpf_set_default_prec(128);
test<mpf_class>(M,N,F,R,seed);
}