/******************************************************** * ██████╗ ██████╗████████╗██╗ * ██╔════╝ ██╔════╝╚══██╔══╝██║ * ██║ ███╗██║ ██║ ██║ * ██║ ██║██║ ██║ ██║ * ╚██████╔╝╚██████╗ ██║ ███████╗ * ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝ * 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 . * * 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 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) = " < m(5, 0.5), x(5, 0.0); gctl::array 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; }