diff --git a/CMakeLists.txt b/CMakeLists.txt new file mode 100644 index 0000000..cc7e58e --- /dev/null +++ b/CMakeLists.txt @@ -0,0 +1,19 @@ + +PROJECT(Cholesky) + +cmake_minimum_required(VERSION 2.8) +FIND_PACKAGE(Boost 1.33.0) + +INCLUDE_DIRECTORIES(${CMAKE_CURRENT_SOURCE_DIR}) + +INCLUDE_DIRECTORIES(${Boost_INCLUDE_DIRS}) +LINK_DIRECTORIES(${Boost_LIBRARY_DIRS}) + +INCLUDE_DIRECTORIES("/usr/include/") +LINK_DIRECTORIES("/usr/lib/") + +ADD_DEFINITIONS( -Wall -W -Wextra ) + +ADD_EXECUTABLE(test test.cpp) +TARGET_LINK_LIBRARIES(test ${Boost_LIBRARIES} gmpxx) + diff --git a/cholesky.h b/cholesky.h index a131a52..8a19602 100644 --- a/cholesky.h +++ b/cholesky.h @@ -55,6 +55,9 @@ public: // FIXME check if triangular types behaviour is like having 0 typedef ublas::matrix< T > FactorMat; + //! The type of the scalars + typedef T AtomType; + /** Instanciate without computing anything, you are responsible of * calling the algorithm and getting the result with operator() * */ @@ -205,7 +208,8 @@ public: inline virtual T L_i_i( const typename Cholesky::CovarMat& V, const unsigned int& i, const T& sum ) const { /***** ugly hack *****/ - return sqrt( fabs( V(i,i) - sum) ); + //return sqrt( fabs( V(i,i) - sum) ); + return sqrt( abs( V(i,i) - sum) ); } }; @@ -322,8 +326,8 @@ public: T sum = 0.0; // for( unsigned int k=1; k_L(i, k) * this->_L(i, k); } this->_L(i,i) = this->_L(i,i) - sum; @@ -338,8 +342,8 @@ public: sum = 0.0; // for( unsigned int k = 1; k < i-1; ++k ) { // for( unsigned int k = 1; k < i; ++k ) { - for( unsigned int k = 0; k < i; ++k ) { -// for( unsigned int k = 0; k < i-1; ++k ) { +// for( unsigned int k = 0; k < i; ++k ) { + for( unsigned int k = 0; k < i-1; ++k ) { sum += this->_L(j, k) * this->_L(i, k); } this->_L(j,i) = this->_L(j,i) - sum; diff --git a/test.cpp b/test.cpp index 6e6a019..98b4388 100644 --- a/test.cpp +++ b/test.cpp @@ -28,24 +28,27 @@ Authors: #include #include +#include + #include "cholesky.h" +template void setformat( std::ostream& out ) { out << std::right; out << std::setfill(' '); - out << std::setw( 5 + std::numeric_limits::digits10); - out << std::setprecision(std::numeric_limits::digits10); + out << std::setw( 5 + std::numeric_limits::digits10); + out << std::setprecision(std::numeric_limits::digits10); out << std::setiosflags(std::ios_base::showpoint); } -template +template std::string format(const MT& mat ) { std::ostringstream out; - setformat(out); + setformat(out); for( unsigned int i=0; i -bool equal( const MT& M1, const MT& M2, double prec /* = 1/std::numeric_limits::digits10 ???*/ ) +template +bool equal( const MT& M1, const MT& M2, T prec ) { if( M1.size1() != M2.size1() || M1.size2() != M2.size2() ) { return false; @@ -88,12 +91,12 @@ bool equal( const MT& M1, const MT& M2, double prec /* = 1/std::numeric_limits +template MT error( const MT& M1, const MT& M2 ) { assert( M1.size1() == M2.size1() && M1.size1() == M2.size2() ); - MT Err = ublas::zero_matrix(M1.size1(),M1.size2()); + MT Err = ublas::zero_matrix(M1.size1(),M1.size2()); for( unsigned int i=0; i -double trigsum( const MT& M ) +template +T trigsum( const MT& M ) { - double sum = 0; + T sum = 0; for( unsigned int i=0; i -double sum( const T& c ) +template +T sum( const V& c ) { - return std::accumulate(c.begin(), c.end(), 0); + return std::accumulate(c.begin(), c.end(), static_cast(0) ); } @@ -145,10 +149,10 @@ void test( unsigned int M, unsigned int N, unsigned int F, unsigned int R, unsig // init data structures on the same keys than given algorithms std::map fails; // triangular errors sum - std::map > errors; + std::map > errors; for( typename AlgoMap::iterator ialgo = algos.begin(); ialgo != algos.end(); ++ialgo ) { fails[ialgo->first] = 0; - errors[ialgo->first] = std::vector(); + errors[ialgo->first] = std::vector(); } for( unsigned int n=0; n(V) << std::endl; } #endif for( typename AlgoMap::iterator ialgo = algos.begin(); ialgo != algos.end(); ++ialgo ) { @@ -179,7 +185,7 @@ void test( unsigned int M, unsigned int N, unsigned int F, unsigned int R, unsig try { L = (*ialgo->second)(V); CovarMat Vn = ublas::prod( L, ublas::trans(L) ); - errors[ialgo->first].push_back( trigsum(error(V,Vn)) ); + errors[ialgo->first].push_back( trigsum(error(V,Vn)) ); } catch( cholesky::NotDefinitePositive & error ) { fails[ialgo->first]++; @@ -201,7 +207,7 @@ void test( unsigned int M, unsigned int N, unsigned int F, unsigned int R, unsig std::cout << "NAN"; } else { assert( errors[a].size() == R - fails[a] ); - std::cout << sum(errors[a])/R; + std::cout << sum(errors[a])/R; } std::cout << std::endl; } // for a in algos @@ -237,6 +243,7 @@ int main(int argc, char** argv) std::clog << "Legend:" << std::endl; std::clog << "\tAlgo: (failures/runs)\tAverage error" << std::endl; + /* std::cout << std::endl << "FLOAT" << std::endl; test(M,N,F,R,seed); @@ -245,4 +252,10 @@ int main(int argc, char** argv) std::cout << std::endl << "LONG DOUBLE" << std::endl; test(M,N,F,R,seed); + */ + + std::cout << std::endl << "MPF 128" << std::endl; + mpf_set_default_prec(128); + test(M,N,F,R,seed); } +