58 lines
1.6 KiB
C++
58 lines
1.6 KiB
C++
#include <iostream>
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struct init {
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init() { std::cout << "[init]\n"; }
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};
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init init_obj;
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// [init]
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#include <Eigen/Dense>
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int main() {
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Eigen::MatrixXd A(2, 2);
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A << 2, -1, 1, 3;
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std::cout << "Here is the input matrix A before decomposition:\n" << A << "\n";
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std::cout << "[init]\n";
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std::cout << "[declaration]\n";
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Eigen::PartialPivLU<Eigen::Ref<Eigen::MatrixXd> > lu(A);
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std::cout << "Here is the input matrix A after decomposition:\n" << A << "\n";
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std::cout << "[declaration]\n";
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std::cout << "[matrixLU]\n";
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std::cout << "Here is the matrix storing the L and U factors:\n" << lu.matrixLU() << "\n";
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std::cout << "[matrixLU]\n";
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std::cout << "[solve]\n";
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Eigen::MatrixXd A0(2, 2);
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A0 << 2, -1, 1, 3;
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Eigen::VectorXd b(2);
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b << 1, 2;
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Eigen::VectorXd x = lu.solve(b);
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std::cout << "Residual: " << (A0 * x - b).norm() << "\n";
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std::cout << "[solve]\n";
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std::cout << "[modifyA]\n";
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A << 3, 4, -2, 1;
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x = lu.solve(b);
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std::cout << "Residual: " << (A0 * x - b).norm() << "\n";
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std::cout << "[modifyA]\n";
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std::cout << "[recompute]\n";
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A0 = A; // save A
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lu.compute(A);
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x = lu.solve(b);
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std::cout << "Residual: " << (A0 * x - b).norm() << "\n";
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std::cout << "[recompute]\n";
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std::cout << "[recompute_bis0]\n";
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Eigen::MatrixXd A1(2, 2);
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A1 << 5, -2, 3, 4;
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lu.compute(A1);
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std::cout << "Here is the input matrix A1 after decomposition:\n" << A1 << "\n";
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std::cout << "[recompute_bis0]\n";
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std::cout << "[recompute_bis1]\n";
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x = lu.solve(b);
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std::cout << "Residual: " << (A1 * x - b).norm() << "\n";
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std::cout << "[recompute_bis1]\n";
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}
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