Hi Miguel, That code really looked very gsl-liked! Have summited a bug report?
-- juan Am Freitag, 2. September 2011 schrieb Miguel García Torres < [email protected]>: > Hi Juan, > Thanks you. I have tested the code and it is a GSL bug. The function "linalg_hesstri_decomp" > corresponds to GSL function "gsl_linalg_hesstri_decomp". I included it in my file to debug > purpose. > Kins regards, > MiguelGT > > El 2 de septiembre de 2011 20:55, Juan Pablo Amorocho D. < [email protected]> escribió: > > Hi Miguel, > > A couple of things. I assume you are trying to do a Hessenberg-Triangular Reduction. I looked it up in Matrix Computations(MC), 3rd Ed. and it is Alg. 7.7.1, page 380. There is an example there that I ran (see below) using your code and the rounding doesn't have any effect. In fact, your code seems to have a bug. Matrices B, U, and V are correct according to the example of MC which, unfortunately, only provides values up to the 4th figure after the coma. Now the matrix A is the problem. The right A should be > > [ -2.5849 1.5413 2.4221] > [-9.7631 0.0874 1.9239 ] > [0.0000 2.7233 -.7612 ] > > so I think you might have a bug in your code. > > > > #include <stdio.h> > #include <stdlib.h> > #include <gsl/gsl_math.h> > #include <gsl/gsl_vector.h> > #include <gsl/gsl_matrix.h> > #include <gsl/gsl_blas.h> > #include <gsl/gsl_eigen.h> > #include <gsl/gsl_linalg.h> > > > void test_hesstri(int); > int linalg_hesstri_decomp(gsl_matrix * A, gsl_matrix * B, gsl_matrix * U, gsl_matrix * V, gsl_vector * work, int do_round); > void create_givens (const double a, const double b, double *c, double *s); > void print_matrix(gsl_maatrix *); > void print_vector(gsl_vector *); > void apply_threshold(gsl_matrix *, double); > > int main (void) { > test_hesstri(0); > test_hesstri(1); > > return 0; > } > > void test_hesstri(int do_round) { > //int n = 4; > int n = 3; > gsl_matrix *A = gsl_matrix_alloc(n, n); > gsl_matrix *B = gsl_matrix_alloc(n, n); > > > gsl_matrix_set(A, 0, 0, 10); > gsl_matrix_set(A, 0, 1, 1); > gsl_matrix_set(A, 0, 2, 2); > gsl_matrix_set(A, 1, 0, 1); > gsl_matrix_set(A, 1, 1, 2); > gsl_matrix_set(A, 1, 2, -1); > gsl_matrix_set(A, 2, 0, 1); > gsl_matrix_set(A, 2, 1, 1); > gsl_matrix_set(A, 2, 2, 2); > > > gsl_matrix_set(B, 0, 0, 1); > gsl_matrix_set(B, 0, 1, 2); > gsl_matrix_set(B, 0, 2, 3); > gsl_matrix_set(B, 1, 0, 4); > gsl_matrix_set(B, 1, 1, 5); > gsl_matrix_set(B, 1, 2, 6); > gsl_matrix_set(B, 2, 0, 7); > gsl_matrix_set(B, 2, 1, 8); > gsl_matrix_set(B, 2, 2, 9); > > gsl_matrix *U = gsl_matrix_alloc(n, n); > gsl_matrix *V = gsl_matrix_alloc(n, n); > > gsl_vector *work = gsl_vector_alloc(n); > > linalg_hesstri_decomp(A, B, U, V, work, do_round); > > printf(":::::::::::::::::::::::::::::::::::::::\n"); > printf("[D]Matriz A:\n"); > print_matrix(A); > printf("[D]Matriz B:\n"); > print_matrix(B); > printf("[D]Matriz U:\n"); > print_matrix(U); > printf("[D]Matriz V:\n"); > print_matrix(V); > printf("Vector work:\n"); > print_vector(work); > } > > > int linalg_hesstri_decomp(gsl_matrix * A, gsl_matrix * B, gsl_matrix * U, gsl_matrix * V, gsl_vector * work, int do_round) { > const double eps = 1e-8; > const size_t N = A->size1; > > if ((N != A->size2) || (N != B->size1) || (N != B->size2)) > { > GSL_ERROR ("Hessenberg-triangular reduction requires square matrices", > GSL_ENOTSQR); > } > else if (N != work->size) > { > GSL_ERROR ("length of workspace must match matrix dimension", > GSL_EBADLEN); > } > else > { > double cs, sn; /* rotation parameters */ > size_t i, j; /* looping */ > gsl_vector_view xv, yv; /* temporary views */ > > /* B -> Q^T B = R (upper triangular) */ > gsl_linalg_QR_decomp(B, work); > if (do_round) { > apply_threshold(B, eps); > } > /* A -> Q^T A */ > gsl_linalg_QR_QTmat(B, work, A); > if (do_round) { > apply_threshold(A, eps); > } > /* initialize U and V if desired */ > if (U) { > gsl_linalg_QR_unpack(B, work, U, B); > } > else > { > /* zero out lower triangle of B */ > for (j = 0; j < N - 1; ++j) > { > for (i = j + 1; i < N; ++i) > gsl_matrix_set(B, i, j, 0.0); > } > } > > if (V) > gsl_matrix_set_identity(V); > > if (N < 3) > return GSL_SUCCESS; /* nothing more to do */ > > /* reduce A and B */ > for (j = 0; j < N - 2; ++j) { > for (i = N - 1; i >= (j + 2); --i) > { > /* step 1: rotate rows i - 1, i to kill A(i,j) */ > > /* > * compute G = [ CS SN ] so that G^t [ A(i-1,j) ] = [ * ] > * [-SN CS ] [ A(i, j) ] [ 0 ] > */ > > _______________________________________________ Help-gsl mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-gsl
