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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5
CMakeLists.txt
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@ -9,12 +9,11 @@ INCLUDE_DIRECTORIES(${CMAKE_CURRENT_SOURCE_DIR})
INCLUDE_DIRECTORIES(${Boost_INCLUDE_DIRS}) INCLUDE_DIRECTORIES(${Boost_INCLUDE_DIRS})
LINK_DIRECTORIES(${Boost_LIBRARY_DIRS}) LINK_DIRECTORIES(${Boost_LIBRARY_DIRS})
INCLUDE_DIRECTORIES("~/apps/mpfrc++/") INCLUDE_DIRECTORIES("/usr/include/")
LINK_DIRECTORIES("~/apps/mpfrc++/")
LINK_DIRECTORIES("/usr/lib/") LINK_DIRECTORIES("/usr/lib/")
ADD_DEFINITIONS( -Wall -W -Wextra ) ADD_DEFINITIONS( -Wall -W -Wextra )
ADD_EXECUTABLE(test test.cpp) ADD_EXECUTABLE(test test.cpp)
TARGET_LINK_LIBRARIES(test ${Boost_LIBRARIES} gmp mpfr mpreal) TARGET_LINK_LIBRARIES(test ${Boost_LIBRARIES} gmpxx)

3
cholesky.h
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@ -208,7 +208,8 @@ public:
inline virtual T L_i_i( const typename Cholesky<T>::CovarMat& V, const unsigned int& i, const T& sum ) const inline virtual T L_i_i( const typename Cholesky<T>::CovarMat& V, const unsigned int& i, const T& sum ) const
{ {
/***** ugly hack *****/ /***** ugly hack *****/
return sqrt( fabs( V(i,i) - sum) ); //return sqrt( fabs( V(i,i) - sum) );
return sqrt( abs( V(i,i) - sum) );
} }
}; };

16
test.cpp
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@ -28,8 +28,7 @@ Authors:
#include <map> #include <map>
#include <vector> #include <vector>
#include <mpreal.h> #include <gmpxx.h>
using namespace mpfr;
#include "cholesky.h" #include "cholesky.h"
@ -115,7 +114,8 @@ T trigsum( const MT& M )
T sum = 0; T sum = 0;
for( unsigned int i=0; i<M.size1(); ++i ) { for( unsigned int i=0; i<M.size1(); ++i ) {
for( unsigned int j=i; j<M.size2(); ++j ) { // triangular browsing 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; 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 // a variance-covariance matrix of size N*N
// Note: a covariance matrix is necessarily semi-positive definite // Note: a covariance matrix is necessarily semi-positive definite
// thus, any failure in the Cholesky factorization is due to round-off errors // 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 ); assert( V.size1() == N && V.size2() == N );
#ifndef NDEBUG #ifndef NDEBUG
if( R == 1 ) { if( R == 1 ) {
@ -252,8 +254,8 @@ int main(int argc, char** argv)
test<long double>(M,N,F,R,seed); test<long double>(M,N,F,R,seed);
*/ */
std::cout << std::endl << "MPREAL 128" << std::endl; std::cout << std::endl << "MPF 128" << std::endl;
mpreal::set_default_prec(128); mpf_set_default_prec(128);
test<mpreal>(M,N,F,R,seed); test<mpf_class>(M,N,F,R,seed);
} }