28 Matrix Operations
I'm setting Matrix index 0 ~ n-1
nxn mat
| typedef std::vector<std::vector<double>> Matrix;
typedef std::pair<std::vector< std::vector<double>>, std::vector< std::vector<double>>> Set;
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28.1 Solving systems of linear equations
$O(n^2)$
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29 | //n^2
std::vector<double>LUP_SOLVE(Matrix& L, Matrix& U, std::vector<int> &PI,
std::vector<double>& b)
{
const int n = L.size();
std::vector<double> x(n, 0);
std::vector<double> y(n,0);
for (int i = 0; i < n; i++)
{
double sum = 0;
for (int j = 0; j <= i - 1; j++)
{
sum += L[i][j] * y[j];
}
y[i] = b[PI[i]] - sum;
}
for (int i = n-1; i >= 0; i--)
{
double sum = 0;
for (int j = i + 1 ; j < n; j++)
{
sum += U[i][j] * x[j];
}
x[i] = (y[i] - sum) / U[i][i];
}
return x;
}
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29 | // n^3
Set LU_DECOMPOSITION(Matrix& A)
{
const int n = A.size();
Matrix L(n, std::vector<double>(n, 0));
Matrix U(n, std::vector<double>(n, 0));
for (int i = 0; i < n; i++)
{
L[i][i] = 1;
}
for (int k = 0 ; k < n; k++)
{
U[k][k] = A[k][k];
for (int i = k + 1; i < n; i++)
{
L[i][k] = A[i][k] / U[k][k];
U[k][i] = A[k][i];
}
for (int i = k + 1; i < n; i++)
{
for (int j = k + 1; j < n; j++)
{
A[i][j] = A[i][j] - L[i][k] * U[k][j];
}
}
}
return std::make_pair(L, U);
}
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figure28.2 ex is wrong ex
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49 | std::vector<int> LUP_DECOMPOSITION(Matrix& A)
{
const int n = A.size();
std::vector<int> pi(n , 0);
for (int i = 0; i < n; i++)
{
pi[i] = i;
}
for (int k = 0; k < n - 1; k++)
{
int k_prime = -1;
double p = 0;
for (int i = k; i < n; i++)
{
if (A[i][k] > p)
{
p = A[i][k];
k_prime = i;
}
}
if (p == 0)
{
std::cout << "singular Matrix" << std::endl;
}
//swap
int sub = pi[k];
pi[k] = pi[k_prime];
pi[k_prime] = sub;
for (int i = 0; i < n; i++)
{
double sub = A[k][i];
A[k][i] = A[k_prime][i];
A[k_prime][i] = sub;
}
for (int i = k + 1; i < n; i++)
{
A[i][k] = A[i][k] / A[k][k];
for (int j = k + 1; j < n; j++)
{
A[i][j] = A[i][j] - A[i][k] * A[k][j];
}
}
}
return pi;
}
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