Compare commits
3 commits
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
26d2857733 | ||
|
|
384c2c31b3 | ||
|
|
ca34ddcea8 |
3 changed files with 8 additions and 26 deletions
|
|
@ -9,11 +9,8 @@ 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)
|
||||
TARGET_LINK_LIBRARIES(test ${Boost_LIBRARIES})
|
||||
|
||||
|
|
|
|||
14
cholesky.h
14
cholesky.h
|
|
@ -55,9 +55,6 @@ 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()
|
||||
* */
|
||||
|
|
@ -208,8 +205,7 @@ public:
|
|||
inline virtual T L_i_i( const typename Cholesky<T>::CovarMat& V, const unsigned int& i, const T& sum ) const
|
||||
{
|
||||
/***** ugly hack *****/
|
||||
//return sqrt( fabs( V(i,i) - sum) );
|
||||
return sqrt( abs( V(i,i) - sum) );
|
||||
return sqrt( fabs( V(i,i) - sum) );
|
||||
}
|
||||
};
|
||||
|
||||
|
|
@ -326,8 +322,8 @@ public:
|
|||
T 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(i, k) * this->_L(i, k);
|
||||
}
|
||||
this->_L(i,i) = this->_L(i,i) - sum;
|
||||
|
|
@ -342,8 +338,8 @@ 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;
|
||||
|
|
|
|||
15
test.cpp
15
test.cpp
|
|
@ -28,8 +28,6 @@ Authors:
|
|||
#include <map>
|
||||
#include <vector>
|
||||
|
||||
#include <gmpxx.h>
|
||||
|
||||
#include "cholesky.h"
|
||||
|
||||
|
||||
|
|
@ -114,8 +112,7 @@ 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 += abs( M(i,j) ); // absolute deviation
|
||||
sum += fabs( M(i,j) ); // absolute deviation
|
||||
}
|
||||
}
|
||||
return sum;
|
||||
|
|
@ -168,9 +165,7 @@ 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 ST = ublas::trans(S);
|
||||
CovarMat V = ublas::prod( ST, S );
|
||||
CovarMat V = ublas::prod( ublas::trans(S), S );
|
||||
assert( V.size1() == N && V.size2() == N );
|
||||
#ifndef NDEBUG
|
||||
if( R == 1 ) {
|
||||
|
|
@ -243,7 +238,6 @@ 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<float>(M,N,F,R,seed);
|
||||
|
||||
|
|
@ -252,10 +246,5 @@ int main(int argc, char** argv)
|
|||
|
||||
std::cout << std::endl << "LONG DOUBLE" << std::endl;
|
||||
test<long double>(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);
|
||||
}
|
||||
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue