作者markoo (上行下笑阿..)
看板NCTU-STAT98G
标题0716 LU decomposition
时间Thu Jul 16 15:40:57 2009
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <time.h>
#define Num 5
void mprint(double A[Num][Num], double B[Num]);
time_t t1;
int main()
{
int i,j,k;
int o_row,n_row;
double A[Num][Num];
double A2[Num][Num];
double B[Num];
double B2[Num];
double LU[Num][Num];
double temp;
double B1st[Num];
double ans[Num];//final answer
srand(time(&t1));
for (i=0;i<Num;i++)
{
B[i] = rand()/32767.0;
B2[i]= B[i];
for (j=0;j<Num;j++)
{
A[i][j] = rand()/32767.0;
A2[i][j] = A[i][j];
}
}
printf("The matrix is now as following:\n");
mprint(A,B);
for (i=0;i<Num;i++) LU[i][0] = A[i][0];
for (i=1;i<Num;i++) LU[0][i] = A[0][i]/LU[0][0];
for (i=1;i<Num;i++)
{
for (j=i;j<Num;j++)
{
LU[j][i] = A[j][i];
for (k=i-1;k>=0;k--)
{
LU[j][i] -= LU[j][k]*LU[k][i];
}
if (j<Num-1)
{
LU[i][j+1] = A[i][j+1];
for (k=i-1;k>=0;k--)
{
LU[i][j+1] -= LU[i][k]*LU[k][j+1];
}
LU[i][j+1] = LU[i][j+1]/LU[i][i];
}
}
}
printf("The matrix is now as following:\n");
mprint(LU,B);
// LB' = B, find B'
B1st[0] = B[0]/LU[0][0];
for (i=1;i<Num;i++)
{
B1st[i]=B[i];
for (j=0;j<i;j++) B1st[i]-=LU[i][j]*B1st[j];
B1st[i] = B1st[i]/LU[i][i];
}
// Ux = B', find x
ans[Num-1] = B1st[Num-1];
for (i=Num-2;i>=0;i--)
{
ans[i]=B1st[i];
for ( j=Num-1;j>i;j--) ans[i]-=LU[i][j]*ans[j];
}
for (i=0;i<Num;i++) printf("solution x[%d] = %lf\n",i+1,ans[i]);
for (i=0;i<Num;i++)
{
temp = 0;
for (j=0;j<Num;j++) temp+=A2[i][j]*ans[j];
printf("%dth:old value = %lf, new value =%lf\n",i+1,B2[i],temp);
}
return 0;
}
void mprint(double A[Num][Num], double B[Num])
{
int i,j;
for (i=0;i<Num;i++)
{
for (j=0;j<Num-1;j++) printf("%lf ",A[i][j]);
printf("%lf | ",A[i][Num-1]);
printf("%lf\n",B[i]);
}
}
--
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