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/* Test the LU decomposition code */
/*
* Copyright 1999 Graeme W. Gill
* All rights reserved.
*
* This material is licenced under the GNU AFFERO GENERAL PUBLIC LICENSE Version 3 :-
* see the License.txt file for licencing details.
*/
#include "numlib.h"
int test(int n, double **a, double *b);
int main() {
double **a;
double *b;
int n = 4;
int rv;
a = dmatrix(0, n-1, 0, n-1);
b = dvector(0, n-1);
a[0][0] = 1.0;
a[0][1] = 2.0;
a[0][2] = 3.1415926;
a[0][3] = 5.1415926;
a[1][0] = 3.0;
a[1][1] = 2.0;
a[1][2] = 4.0;
a[1][3] = -0.1;
a[2][0] = -1.0;
a[2][1] = 0.5;
a[2][2] = 1.0;
a[2][3] = 1.5;
a[3][0] = 11.0;
a[3][1] = 9.0;
a[3][2] = 15.0;
a[3][3] = 0.9;
b[0] = 6.0;
b[1] = 4.0;
b[2] = 4.5;
b[3] = -10.0;
if ((rv = test(n, a, b)) != 0) {
if (rv == 1)
printf("LU test failed due to singularity\n");
else {
printf("LU test failed to verify\n");
printf("Got solution %f %f %f %f\n",b[0],b[1],b[2],b[3]);
}
} else {
printf("Got verified solution %f %f %f %f\n",b[0],b[1],b[2],b[3]);
}
return 0;
}
int
test(
int n, /* Dimensionality */
double **a, /* A[][] input matrix, returns LU decimposition of A */
double *b /* B[] input array, returns solution X[] */
) {
int i, j;
double rip; /* Row interchange parity */
int *pivx;
int rv = 0;
double **sa; /* save input matrix values */
double *sb; /* save input vector values */
pivx = ivector(0, n-1);
sa = dmatrix(0, n-1, 0, n-1);
sb = dvector(0, n-1);
/* Copy input matrix and vector values */
for (i = 0; i < n; i++) {
sb[i] = b[i];
for (j = 0; j < n; j++)
sa[i][j] = a[i][j];
}
if (lu_decomp(a, n, pivx, &rip)) {
free_dvector(sb, 0, n-1);
free_dmatrix(sa, 0, n-1, 0, n-1);
free_ivector(pivx, 0, n-1);
return 1;
}
lu_backsub(a, n, pivx, b);
/* Check that the solution is correct */
for (i = 0; i < n; i++) {
double sum, temp;
sum = 0.0;
for (j = 0; j < n; j++)
sum += sa[i][j] * b[j];
//printf("~~ check %d = %f, against %f\n",i,sum,sb[i]);
temp = fabs(sum - sb[i]);
if (temp > 1e-6)
rv = 2;
}
free_dvector(sb, 0, n-1);
free_dmatrix(sa, 0, n-1, 0, n-1);
free_ivector(pivx, 0, n-1);
return rv;
}
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