gctl_optimization/example/ex6.cpp

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2024-09-10 20:04:47 +08:00
/********************************************************
*
*
*
*
*
*
* Geophysical Computational Tools & Library (GCTL)
*
* Copyright (c) 2022 Yi Zhang (yizhang-geo@zju.edu.cn)
*
* GCTL is distributed under a dual licensing scheme. You can redistribute
* it and/or modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation, either version 2
* of the License, or (at your option) any later version. You should have
* received a copy of the GNU Lesser General Public License along with this
* program. If not, see <http://www.gnu.org/licenses/>.
*
* If the terms and conditions of the LGPL v.2. would prevent you from using
* the GCTL, please consider the option to obtain a commercial license for a
* fee. These licenses are offered by the GCTL's original author. As a rule,
* licenses are provided "as-is", unlimited in time for a one time fee. Please
* send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget
* to include some description of your company and the realm of its activities.
* Also add information on how to contact you by electronic and paper mail.
******************************************************/
#include "gctl/core.h"
#include "gctl/algorithm.h"
#include "../lib/optimization.h"
// get random floating points
double random_double(double l, double t)
{
return (t-l)*rand()*1.0/RAND_MAX + l;
}
int main(int argc, char const *argv[])
{
srand(time(0));
gctl::matrix<double> A(5, 5);
for (int i = 0; i < 5; i++)
{
for (int j = i; j < 5; j++)
{
if (i == j) A[i][j] = random_double(1.0, 3.0);
else A[i][j] = random_double(0.1, 1.0);
}
}
for (int i = 0; i < 5; i++)
{
for (int j = i; j < 5; j++)
{
A[j][i] = A[i][j];
}
}
std::cout<<"A(5, 5) = " <<std::endl;
for(int i=0;i<5;i++){
for(int j=0;j<5;j++){
std::cout<<A[i][j]<<' ';
}
std::cout<<std::endl;
}
std::cout<<std::endl;
gctl::array<double> m(5, 0.5), x(5, 0.0);
gctl::array<double> B(5);
for (int i = 0; i < 5; i++)
{
B[i] = 0.0;
for (int j = 0; j < 5; j++)
{
B[i] += A[i][j] * m[j];
}
}
gctl::cholesky gck(A);
gck.decompose();
gck.solve(B, x);
for (size_t i = 0; i < 5; i++)
{
std::cout << m[i] << " " << x[i] << std::endl;
}
return 0;
}