typename Cholesky<Matrix>::DMatrix Cholesky<Matrix>::doSolve( const AbstractMatrix& b )
{
if ( this->rowNum() != b.rows() )
{
std::cerr<<"The order of matrix is "<<this->rowNum()<<" and the dimension of vector is "<<b.rows()<<std::endl;
throw COException("Cholesky solving error: the size if not consistent!");
}
DMatrix result(b);
copt_lapack_potrs('U',this->rowNum(),b.cols(),__a,this->lda(),result.dataPtr(),result.lda(),&__info);
if ( __info != 0 )
std::cerr<<"Warning in Cholesky solver: solving is wrong!"<<std::endl;
return result;
}
void QRDecomposition<T>::operator()(const AbstractMatrix<T>& aMatrix)
{
q = GenericMatrix<T>(aMatrix.rows());
r = TriangularMatrix<T>(aMatrix.rows(), TRIANGLE_TYPE::UPPER);
T normResult;
TwoNorm<T> norm;
/*for(int i = 0; i < aMatrix.rows(); i++)
{
for(int j = 0; j < aMatrix.rows(); j++)
{
q[i][j] = 0;
r[i][j] = 0;
//q(i, j) = 0;
//r(i, j) = 0;
}
}*/
int rows = static_cast<int>(aMatrix.rows());
for(int i = 0; i < rows; i++)
{
if(i == 0)
{
normResult = norm(aMatrix.getColumn(0));
if(normResult == 0)
{
throw std::domain_error("Error in QRDecomposition: Attempted division by zero");
}
for(int j = 0; j < rows; j++)
{
q[j][0] = aMatrix[j][0] * (1 / normResult);
}
}
else
{
AlgebraVector<T> temp(aMatrix[0]);
temp = r[0][i] * q.getColumn(0);
//temp = r(0, i) * q.getColumn(0);
for(int k = 1; k < i; k++)
{
temp += r[k][i] * q.getColumn(k);
//temp += r(k, i) * q.getColumn(k);
}
temp = aMatrix.getColumn(i) - temp;
r[i][i] = norm(temp);
//r(i, i) = norm(temp);
//if(r(i, i) == 0)
if(r[i][i] == 0)
{
throw std::domain_error("QRDecomposition: Attempted division by zero");
}
for(int j = 0; j < rows; j++)
{
q[j][i] = (1 / r[i][i]) * temp[j];
//q(j, i) = (1 / r(i, i)) * temp[j];
}
}
for(int j = 0; j < rows; j++)
{
r[i][j] = aMatrix.getColumn(j) * q.getColumn(i);
//r(i, j) = aMatrix.getColumn(j) * q.getColumn(i);
}
}
}
void operator()(AbstractMatrix<M>& m) const {
for (int i=0; i<m.rows(); ++i)
for (int j=0; j<m.cols(); ++j)
m(i,j) = rand() * a - b;
}
void operator()(AbstractMatrix<M>& m) const {
assert_square(m);
fill(m, 0);
for (int i=0; i<m.rows(); ++i)
m(i,i) = 1;
}
