use gmpxx instead of mpfr++

CMakeLists.txt

@@ -9,8 +9,11 @@ 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})
+TARGET_LINK_LIBRARIES(test ${Boost_LIBRARIES} gmpxx)
 

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<T>::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<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; ++k) {
-//            for( unsigned int k=0; k<i-1; ++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;
@@ -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; ++k ) {
-//                    for( unsigned int k = 0; k < i-1; ++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;

test.cpp

@@ -28,6 +28,8 @@ Authors:
 #include <map>
 #include <vector>
 
+#include <gmpxx.h>
+
 #include "cholesky.h"
 
 
@@ -112,7 +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;
@@ -165,7 +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 ) {
@@ -238,6 +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<float>(M,N,F,R,seed);
 
@@ -246,5 +252,10 @@ 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);
 }