Mercurial > octave-nkf

comparison src/DLD-FUNCTIONS/lu.cc @ 10080:cf70ee43077c

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
add tests for LU updating
author Jaroslav Hajek <highegg@gmail.com>
date Mon, 11 Jan 2010 09:45:35 +0100
parents f22bbc5d56e9
children ab1101011a6d
comparison
equal deleted inserted replaced
10079:bf8b43fd4159 10080:cf70ee43077c
759 759
760 return retval; 760 return retval;
761 } 761 }
762 762
763 /* 763 /*
764 %!shared A, u, v, Ac, uc, vc
765 %! A = [0.091364 0.613038 0.999083;
766 %! 0.594638 0.425302 0.603537;
767 %! 0.383594 0.291238 0.085574;
768 %! 0.265712 0.268003 0.238409;
769 %! 0.669966 0.743851 0.445057 ];
770 %!
771 %! u = [0.85082;
772 %! 0.76426;
773 %! 0.42883;
774 %! 0.53010;
775 %! 0.80683 ];
776 %!
777 %! v = [0.98810;
778 %! 0.24295;
779 %! 0.43167 ];
780 %!
781 %! Ac = [0.620405 + 0.956953i 0.480013 + 0.048806i 0.402627 + 0.338171i;
782 %! 0.589077 + 0.658457i 0.013205 + 0.279323i 0.229284 + 0.721929i;
783 %! 0.092758 + 0.345687i 0.928679 + 0.241052i 0.764536 + 0.832406i;
784 %! 0.912098 + 0.721024i 0.049018 + 0.269452i 0.730029 + 0.796517i;
785 %! 0.112849 + 0.603871i 0.486352 + 0.142337i 0.355646 + 0.151496i ];
786 %!
787 %! uc = [0.20351 + 0.05401i;
788 %! 0.13141 + 0.43708i;
789 %! 0.29808 + 0.08789i;
790 %! 0.69821 + 0.38844i;
791 %! 0.74871 + 0.25821i ];
792 %!
793 %! vc = [0.85839 + 0.29468i;
794 %! 0.20820 + 0.93090i;
795 %! 0.86184 + 0.34689i ];
796 %!
797
798 %!test
799 %! [L,U,P] = lu(A);
800 %! [L,U] = luupdate(L,U,P*u,v);
801 %! assert(norm(vec(tril(L)-L),Inf) == 0)
802 %! assert(norm(vec(triu(U)-U),Inf) == 0)
803 %! assert(norm(vec(P'*L*U - A - u*v.'),Inf) < norm(A)*1e1*eps)
804 %!
805 %!test
806 %! [L,U,P] = lu(Ac);
807 %! [L,U] = luupdate(L,U,P*uc,vc);
808 %! assert(norm(vec(tril(L)-L),Inf) == 0)
809 %! assert(norm(vec(triu(U)-U),Inf) == 0)
810 %! assert(norm(vec(P'*L*U - Ac - uc*vc.'),Inf) < norm(Ac)*1e1*eps)
811
812 %!test
813 %! [L,U,P] = lu(single(A));
814 %! [L,U] = luupdate(L,U,P*single(u),single(v));
815 %! assert(norm(vec(tril(L)-L),Inf) == 0)
816 %! assert(norm(vec(triu(U)-U),Inf) == 0)
817 %! assert(norm(vec(P'*L*U - single(A) - single(u)*single(v).'),Inf) < norm(single(A))*1e1*eps('single'))
818 %!
819 %!test
820 %! [L,U,P] = lu(single(Ac));
821 %! [L,U] = luupdate(L,U,P*single(uc),single(vc));
822 %! assert(norm(vec(tril(L)-L),Inf) == 0)
823 %! assert(norm(vec(triu(U)-U),Inf) == 0)
824 %! assert(norm(vec(P'*L*U - single(Ac) - single(uc)*single(vc).'),Inf) < norm(single(Ac))*1e1*eps('single'))
825
826 %!test
827 %! [L,U,P] = lu(A);
828 %! [L,U,P] = luupdate(L,U,P,u,v);
829 %! assert(norm(vec(tril(L)-L),Inf) == 0)
830 %! assert(norm(vec(triu(U)-U),Inf) == 0)
831 %! assert(norm(vec(P'*L*U - A - u*v.'),Inf) < norm(A)*1e1*eps)
832 %!
833 %!test
834 %! [L,U,P] = lu(Ac);
835 %! [L,U,P] = luupdate(L,U,P,uc,vc);
836 %! assert(norm(vec(tril(L)-L),Inf) == 0)
837 %! assert(norm(vec(triu(U)-U),Inf) == 0)
838 %! assert(norm(vec(P'*L*U - Ac - uc*vc.'),Inf) < norm(Ac)*1e1*eps)
839
840 %!test
841 %! [L,U,P] = lu(single(A));
842 %! [L,U,P] = luupdate(L,U,P,single(u),single(v));
843 %! assert(norm(vec(tril(L)-L),Inf) == 0)
844 %! assert(norm(vec(triu(U)-U),Inf) == 0)
845 %! assert(norm(vec(P'*L*U - single(A) - single(u)*single(v).'),Inf) < norm(single(A))*1e1*eps('single'))
846 %!
847 %!test
848 %! [L,U,P] = lu(single(Ac));
849 %! [L,U,P] = luupdate(L,U,P,single(uc),single(vc));
850 %! assert(norm(vec(tril(L)-L),Inf) == 0)
851 %! assert(norm(vec(triu(U)-U),Inf) == 0)
852 %! assert(norm(vec(P'*L*U - single(Ac) - single(uc)*single(vc).'),Inf) < norm(single(Ac))*1e1*eps('single'))
853 */
854
855 /*
764 ;;; Local Variables: *** 856 ;;; Local Variables: ***
765 ;;; mode: C++ *** 857 ;;; mode: C++ ***
766 ;;; End: *** 858 ;;; End: ***
767 */ 859 */