Added general linear lapack solver. Updated test for band matrices.

This commit is contained in:
Xavier Raynaud 2012-03-23 15:44:32 +01:00
parent 2244158f81
commit e887518487
2 changed files with 59 additions and 45 deletions

View File

@ -94,6 +94,16 @@ void dgbsv_(const MAT_SIZE_T *n ,
const MAT_SIZE_T *ldb ,
MAT_SIZE_T *info);
/* B <- A \ B, general solver */
void dgesv_(const MAT_SIZE_T *n,
const MAT_SIZE_T *nrhs ,
double *A ,
const MAT_SIZE_T *lda ,
MAT_SIZE_T *piv ,
double *B ,
const MAT_SIZE_T *ldb ,
MAT_SIZE_T *info);
/* A <- chol(A) */
void dpotrf_(const char *uplo, const MAT_SIZE_T *n,
double *A , const MAT_SIZE_T *lda,

View File

@ -61,77 +61,81 @@ int main()
} else {
std::cerr << "Something went wrong in dgtsv_()\n";
}
std::cout << std::endl;
//test of dgbsv_
int ldb = N;
int lda = N;
std::vector<int> ipiv(N, 0);
std::vector<double> AA(N*N, 0.);
std::vector<double> BB(N, 0.);
for (int i = 0; i < N; ++i) {
AA[i + i*N] = 10.;
if (i > 0) {
AA[i + (i - 1)*N] = i;
AA[i - 1 + i*N] = N - i;
}
BB[i] = i;
}
for (int i = 0; i < N; ++i) {
for (int j = 0; j < N; ++j) {
std::cout << " " << AA[i + j*N];
}
std::cout << " " << std::endl;
}
std::cout << std::endl;
int kl = 1;
int ku = 1;
int nrowAB = 2*kl + ku + 1;
int ldb = N;
int ldab = nrowAB;
int ipiv;
std::vector<double> AB(nrowAB*N, 0.);
std::vector<double> BB(N, 0.);
double ABu[N] = { 0., 2.1, -1.0, 1.9, 8.0};
double ABd[N] = { 3.0, 2.3, -5.0, -0.9, 7.1 };
double ABl[N] = { 3.4, 3.6, 7.0, - 6.0, 0. };
for (int i = 0; i<N; ++i) {
AB[kl + i*nrowAB] = ABu[i];
AB[kl + 1 + i*nrowAB] = ABd[i];
AB[kl + 2 + i*nrowAB] = ABl[i];
BandMatrixCoeff bmc(N, ku, kl);
// Rewrite AA matrix in band format AB
for (int i = 0; i < N; ++i) {
for (int j = -1; j < 2; ++j) {
if (i + j > -1 && i + j < N)
AB[bmc(i, i + j)] = AA[i + N*(i + j)];
}
}
BB[0] = 2.7;
BB[1] = -0.5;
BB[2] = 2.6;
BB[3] = 0.6;
BB[4] = 2.7;
for (int i = 0; i < nrowAB; ++i) {
for (int j = 0; j < N; ++j) {
std::cout << " " << AB[i + j*nrowAB];
}
std::cout << " " << std::endl;
}
std::cout << std::endl;
dgbsv_(&N, &kl, &ku, &nrhs, &AB[0], &ldab, &ipiv, &BB[0], &ldb, &info);
dgesv_(&N ,&nrhs, &AA[0], &lda, &ipiv[0], &BB[0], &ldb, &info);
if (info == 0) {
for (int i = 0; i < N; ++i) {
std::cout << BB[i] << ' ';
}
std::cout << std::endl;
} else {
std::cerr << "Something went wrong in dgbsv_()\n";
std::cerr << "Something went wrong in debsv_()\n";
}
int NN = 3;
kl = 1;
ku = 1;
nrowAB = 2*kl + ku + 1;
ldb = NN;
ldab = nrowAB;
AB.assign(NN*nrowAB, 0.);
BB.assign(NN, 0.);
BandMatrixCoeff bmc(NN, ku, kl);
AB[bmc(0, 0)] = 1.;
AB[bmc(1, 0)] = 1.;
AB[bmc(0, 1)] = 1.;
AB[bmc(1, 1)] = 2.;
AB[bmc(2, 1)] = 2.;
AB[bmc(1, 2)] = 1.;
AB[bmc(2, 2)] = 4.;
BB[0] = 3.;
BB[1] = 8.;
BB[2] = 16.;
for (int i = 0; i < N; ++i) {
BB[i] = i;
}
// std::vector<double>::iterator it;
// std::cout << "myvector contains:";
// for ( it=AB.begin() ; it < AB.end(); it++ ) {
// std::cout << " " << *it;
// }
// std::cout << std::endl;
dgbsv_(&N, &kl, &ku, &nrhs, &AB[0], &ldab, &ipiv[0], &BB[0], &ldb, &info);
dgbsv_(&NN ,&kl, &ku, &nrhs, &AB[0], &ldab, &ipiv, &BB[0], &ldb, &info);
if (info == 0) {
for (int i = 0; i < NN; ++i) {
for (int i = 0; i < N; ++i) {
std::cout << BB[i] << ' ';
}
std::cout << std::endl;
} else {
std::cerr << "Something went wrong in dgbsv_()\n";
std::cerr << "Something went wrong in debsv_()\n";
}
}