void InversMatrix(const int n, double **b, double **ib) {
double **a;
double *e;
int i,j;
int *p;
a=MatrixAlloc(n);
e=VectorAlloc(n);
p=IntVectorAlloc(n);
MatrixCopy(n, a, b);
LUfact(n, a, p);
for(i=0; i<n; i++) {
for(j=0; j<n; j++)
e[j]=0.0;
e[i]=1.0;
LUsubst(n, a, p, e);
for(j=0; j<n; j++)
ib[j][i]=e[j];
} /* for i=1..n */
MatrixFree(n, a);
VectorFree(n, e);
IntVectorFree(n, p);
} /* InversMatrix */
/* MAIN PROGRAM */
int main() { /*------------------------------------------------------------------------*/
/* variables */
const int tag = 1; // tape tag
const int size = 5; // system size
const int indep = size*size+size; // # of indeps
const int depen = size; // # of deps
double A[size][size], a1[size], a2[size], // passive variables
b[size], x[size];
adouble **AA, *AAp, *Abx; // active variables
double *args = myalloc1(indep); // arguments
double **jac = myalloc2(depen,indep); // the Jacobian
double *laghessvec = myalloc1(indep); // Hessian-vector product
int i,j;
/*------------------------------------------------------------------------*/
/* Info */
fprintf(stdout,"LINEAR SYSTEM SOLVING by "
"LU-DECOMPOSITION (ADOL-C Example)\n\n");
/*------------------------------------------------------------------------*/
/* Allocation und initialization of the system matrix */
AA = new adouble*[size];
AAp = new adouble[size*size];
for (i=0; i<size; i++) {
AA[i] = AAp;
AAp += size;
}
Abx = new adouble[size];
for(i=0; i<size; i++) {
a1[i] = i*0.25;
a2[i] = i*0.33;
}
for(i=0; i<size; i++) {
for(j=0; j<size; j++)
A[i][j] = a1[i]*a2[j];
A[i][i] += i+1;
b[i] = -i-1;
}
/*------------------------------------------------------------------------*/
/* Taping the computation of the determinant */
trace_on(tag);
/* marking indeps */
for(i=0; i<size; i++)
for(j=0; j<size; j++)
AA[i][j] <<= (args[i*size+j] = A[i][j]);
for(i=0; i<size; i++)
Abx[i] <<= (args[size*size+i] = b[i]);
/* LU-factorization and computation of solution */
LUfact(size,AA);
LUsolve(size,AA,Abx);
/* marking deps */
for (i=0; i<size; i++)
Abx[i] >>= x[i];
trace_off();
fprintf(stdout," x[0] (original): %16.4le\n",x[0]);
/*------------------------------------------------------------------------*/
/* Recomputation */
function(tag,depen,indep,args,x);
fprintf(stdout," x[0] (from tape): %16.4le\n",x[0]);
/*------------------------------------------------------------------------*/
/* Computation of Jacobian */
jacobian(tag,depen,indep,args,jac);
fprintf(stdout," Jacobian:\n");
for (i=0; i<depen; i++) {
for (j=0; j<indep; j++)
fprintf(stdout," %14.6le",jac[i][j]);
fprintf(stdout,"\n");
}
/*------------------------------------------------------------------------*/
/* Computation of Lagrange-Hessian-vector product */
lagra_hess_vec(tag,depen,indep,args,args,x,laghessvec);
fprintf(stdout," Part of Lagrange-Hessian-vector product:\n");
for (i=0; i<size; i++) {
for (j=0; j<size; j++)
fprintf(stdout," %14.6le",laghessvec[i*size+j]);
fprintf(stdout,"\n");
}
/*------------------------------------------------------------------------*/
/* Tape-documentation */
tape_doc(tag,depen,indep,args,x);
/*------------------------------------------------------------------------*/
/* Tape statistics */
int tape_stats[STAT_SIZE];
tapestats(tag,tape_stats);
fprintf(stdout,"\n independents %d\n",tape_stats[NUM_INDEPENDENTS]);
fprintf(stdout," dependents %d\n",tape_stats[NUM_DEPENDENTS]);
fprintf(stdout," operations %d\n",tape_stats[NUM_OPERATIONS]);
fprintf(stdout," operations buffer size %d\n",tape_stats[OP_BUFFER_SIZE]);
fprintf(stdout," locations buffer size %d\n",tape_stats[LOC_BUFFER_SIZE]);
fprintf(stdout," constants buffer size %d\n",tape_stats[VAL_BUFFER_SIZE]);
fprintf(stdout," maxlive %d\n",tape_stats[NUM_MAX_LIVES]);
fprintf(stdout," valstack size %d\n\n",tape_stats[TAY_STACK_SIZE]);
/*------------------------------------------------------------------------*/
/* That's it */
return 1;
}