130 lines
4.0 KiB
C++
130 lines
4.0 KiB
C++
#include <iostream>
|
|
#include <stdlib.h>
|
|
#include <cmath>
|
|
|
|
#include <boost/numeric/ublas/vector.hpp>
|
|
#include <boost/numeric/ublas/matrix.hpp>
|
|
#include <boost/numeric/ublas/matrix_sparse.hpp>
|
|
#include <boost/numeric/ublas/triangular.hpp>
|
|
#include <boost/numeric/ublas/io.hpp>
|
|
|
|
#include <boost/timer/timer.hpp>
|
|
|
|
namespace ublas = boost::numeric::ublas;
|
|
|
|
template<class mat, class vec>
|
|
double diff(const mat& A, const vec& x, const vec& b) {
|
|
vec temp(prod(A, x) - b);
|
|
double result = 0;
|
|
for (typename vec::size_type i=0; i<temp.size(); ++i) {
|
|
result += temp(i)*temp(i);
|
|
}
|
|
return std::sqrt(result);
|
|
}
|
|
|
|
template<class mat, class vec>
|
|
double diff(const vec& x, const mat& A, const vec& b) {
|
|
return diff(trans(A), x, b);
|
|
}
|
|
|
|
namespace ublas = boost::numeric::ublas;
|
|
|
|
|
|
int main() {
|
|
const int n=7000;
|
|
#if 1
|
|
ublas::compressed_matrix<double, ublas::row_major> mat_row_upp(n, n);
|
|
ublas::compressed_matrix<double, ublas::column_major> mat_col_upp(n, n);
|
|
ublas::compressed_matrix<double, ublas::row_major> mat_row_low(n, n);
|
|
ublas::compressed_matrix<double, ublas::column_major> mat_col_low(n, n);
|
|
#else
|
|
ublas::matrix<double, ublas::row_major> mat_row_upp(n, n, 0);
|
|
ublas::matrix<double, ublas::column_major> mat_col_upp(n, n, 0);
|
|
ublas::matrix<double, ublas::row_major> mat_row_low(n, n, 0);
|
|
ublas::matrix<double, ublas::column_major> mat_col_low(n, n, 0);
|
|
#endif
|
|
ublas::vector<double> b(n, 1);
|
|
|
|
std::cerr << "Constructing..." << std::endl;
|
|
for (int i=0; i<n; ++i) {
|
|
b(i) = std::rand() % 10;
|
|
double main = -10 + std::rand() % 20 ;
|
|
if (main == 0) main+=1;
|
|
double side = -10 + std::rand() % 20 ;
|
|
if (i-1>=0) {
|
|
mat_row_low(i, i-1) = side;
|
|
}
|
|
mat_row_low(i, i) = main;
|
|
|
|
mat_col_low(i, i) = main;
|
|
if (i+1<n) {
|
|
mat_col_low(i+1, i) = side;
|
|
}
|
|
|
|
mat_row_upp(i, i) = main;
|
|
if (i+1<n) {
|
|
mat_row_upp(i, i+1) = side;
|
|
}
|
|
|
|
if (i-1>=0) {
|
|
mat_col_upp(i-1, i) = side;
|
|
}
|
|
mat_col_upp(i, i) = main;
|
|
}
|
|
|
|
std::cerr << "Starting..." << std::endl;
|
|
{
|
|
boost::timer::auto_cpu_timer t(std::cerr, "col_low x: %t sec CPU, %w sec real\n");
|
|
ublas::vector<double> x(b);
|
|
ublas::inplace_solve(mat_col_low, x, ublas::lower_tag());
|
|
std::cerr << "delta: " << diff(mat_col_low, x, b) << "\n";
|
|
}
|
|
{
|
|
boost::timer::auto_cpu_timer t(std::cerr, "row_low x: %t sec CPU, %w sec real\n");
|
|
ublas::vector<double> x(b);
|
|
ublas::inplace_solve(mat_row_low, x, ublas::lower_tag());
|
|
std::cerr << "delta: " << diff(mat_row_low, x, b) << "\n";
|
|
}
|
|
|
|
{
|
|
boost::timer::auto_cpu_timer t(std::cerr, "col_upp x: %t sec CPU, %w sec real\n");
|
|
ublas::vector<double> x(b);
|
|
ublas::inplace_solve(mat_col_upp, x, ublas::upper_tag());
|
|
std::cerr << "delta: " << diff(mat_col_upp, x, b) << "\n";
|
|
}
|
|
{
|
|
boost::timer::auto_cpu_timer t(std::cerr, "row_upp x: %t sec CPU, %w sec real\n");
|
|
ublas::vector<double> x(b);
|
|
ublas::inplace_solve(mat_row_upp, x, ublas::upper_tag());
|
|
std::cerr << "delta: " << diff(mat_row_upp, x, b) << "\n";
|
|
}
|
|
|
|
{
|
|
boost::timer::auto_cpu_timer t(std::cerr, "x col_low: %t sec CPU, %w sec real\n");
|
|
ublas::vector<double> x(b);
|
|
ublas::inplace_solve(x, mat_col_low, ublas::lower_tag());
|
|
std::cerr << "delta: " << diff(x, mat_col_low, b) << "\n";
|
|
}
|
|
{
|
|
boost::timer::auto_cpu_timer t(std::cerr, "x row_low: %t sec CPU, %w sec real\n");
|
|
ublas::vector<double> x(b);
|
|
ublas::inplace_solve(x, mat_row_low, ublas::lower_tag());
|
|
std::cerr << "delta: " << diff(x, mat_row_low, b) << "\n";
|
|
}
|
|
|
|
{
|
|
boost::timer::auto_cpu_timer t(std::cerr, "x col_upp: %t sec CPU, %w sec real\n");
|
|
ublas::vector<double> x(b);
|
|
ublas::inplace_solve(x, mat_col_upp, ublas::upper_tag());
|
|
std::cerr << "delta: " << diff(x, mat_col_upp, b) << "\n";
|
|
}
|
|
{
|
|
boost::timer::auto_cpu_timer t(std::cerr, "x row_upp: %t sec CPU, %w sec real\n");
|
|
ublas::vector<double> x(b);
|
|
ublas::inplace_solve(x, mat_row_upp, ublas::upper_tag());
|
|
std::cerr << "delta: " << diff(x, mat_row_upp, b) << "\n";
|
|
}
|
|
|
|
|
|
}
|