| [2d6a470] | 1 | /*
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| 2 | * CG 3x3 case with positive definite assumption based on Sylvester's criteria.
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| 3 | * From wiki:
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| 4 | * Sylvester's criterion states that a Hermitian matrix M is positive-definite
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| 5 | * if and only if all the following matrices have a positive determinant:
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| 6 | * the upper left 1-by-1 corner of M,
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| 7 | * the upper left 2-by-2 corner of M,
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| 8 | * the upper left 3-by-3 corner of M,
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| 9 | * M itself.
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| 10 | * In other words, all of the leading principal minors must be positive.
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| 11 | */
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| 12 | #include <civlc.cvh>
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| 13 | #include <stdio.h>
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| 14 | #define n 3
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| 15 |
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| 16 | $input double diag1,diag2,diag3,off1,off2,off3;
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| 17 | $input double b[n];
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| 18 | double x[n];
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| 19 | double xcg[n];
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| 20 |
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| 21 | void cg(double A[n][n], double b[n], double x[n], int steps) {
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| 22 | double r[n];
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| 23 | double p[n];
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| 24 | double temp[n];
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| 25 | double tempp[n];
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| 26 | double rsold;
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| 27 | double rsnew;
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| 28 | double rsfrac;
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| 29 | double alpha;
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| 30 |
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| 31 | // x = 0
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| 32 | for(int i=0; i<n; i++) x[i] = 0;
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| 33 |
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| 34 | // temp = A*x
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| 35 | for(int i=0; i<n; i++) {
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| 36 | temp[i] = 0.0;
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| 37 | for(int j=0; j<n; j++) {
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| 38 | temp[i] += A[i][j]*x[j];
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| 39 | }
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| 40 | }
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| 41 |
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| 42 | // r = b-temp
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| 43 | for(int i=0; i<n; i++) {
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| 44 | r[i] = b[i] -temp[i];
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| 45 | }
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| 46 |
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| 47 | // rsold = <r,r>
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| 48 | rsold = 0.0;
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| 49 | for(int i=0; i<n; i++) {
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| 50 | rsold += r[i]*r[i];
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| 51 | }
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| 52 |
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| 53 | // p=r
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| 54 | for(int i=0; i<n; i++) {
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| 55 | p[i] = r[i];
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| 56 | }
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| 57 |
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| 58 | for(int i=0; i<steps; i++) {
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| 59 | // temp = A*p
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| 60 | for(int i=0; i<n; i++) {
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| 61 | temp[i] = 0.0;
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| 62 | for(int j=0; j<n; j++) {
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| 63 | temp[i] += A[i][j]*p[j];
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| 64 | }
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| 65 | }
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| 66 | alpha = 0.0;
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| 67 | for(int i=0; i<n; i++) {
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| 68 | alpha += p[i]*temp[i];
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| 69 | }
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| 70 |
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| 71 | $assume(alpha !=0);
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| 72 |
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| 73 | alpha = rsold/alpha;
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| 74 | // tempp = r-alpha*temp
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| 75 | for(int i=0; i<n; i++) {
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| 76 | tempp[i] = r[i] -alpha*temp[i];
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| 77 | }
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| 78 | for(int i=0; i<n; i++) {
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| 79 | r[i] = tempp[i];
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| 80 | }
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| 81 | for(int i=0; i<n; i++) {
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| 82 | tempp[i] = x[i] +alpha*p[i];
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| 83 | }
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| 84 | for(int i=0; i<n; i++) {
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| 85 | x[i] = tempp[i];
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| 86 | }
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| 87 | if(i<steps-1) {
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| 88 | // rsnew = <r,r>
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| 89 | rsnew = 0.0;
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| 90 | for(int i=0; i<n; i++) {
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| 91 | rsnew += r[i]*r[i];
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| 92 | }
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| 93 |
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| 94 | $assume(rsold !=0);
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| 95 |
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| 96 | rsfrac = rsnew/rsold;
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| 97 | for(int i=0; i<n; i++) {
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| 98 | tempp[i] = r[i] +rsfrac*p[i];
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| 99 | }
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| 100 | for(int i=0; i<n; i++) {
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| 101 | p[i] = tempp[i];
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| 102 | }
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| 103 | rsold = rsnew;
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| 104 | }
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| 105 | }
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| 106 | }
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| 107 |
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| 108 | void main() {
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| 109 | double bncg[n];
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| 110 | double A[n][n];
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| 111 |
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| 112 | A[0][0] = diag1;
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| 113 | A[1][1] = diag2;
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| 114 | A[2][2] = diag3;
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| 115 | A[0][1] = off1;
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| 116 | A[1][0] = off1;
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| 117 | A[0][2] = off2;
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| 118 | A[2][0] = off2;
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| 119 | A[1][2] = off3;
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| 120 | A[2][1] = off3;
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| 121 |
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| 122 | $assume(b[0]!=0 || b[1]!=0 || b[2]!=0);
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| 123 | $assume(diag1 > 0); //assumption of Sylvester's criterion
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| 124 | $assume((diag1*diag2 - off1*off1) > 0);//all principal minors are positive.
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| 125 | $assume((diag1*diag2*diag3 + 2*off1*off2*off3 - diag1*off3*off3 - diag2*off2*off2 - diag3*off1*off1) > 0);
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| 126 |
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| 127 | cg(A,b,xcg,n);
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| 128 | printf("\n================Solution x:================\n");
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| 129 | for(int i=0; i<n; i++) {
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| 130 | printf("x[%d] = %f\n\n",i, xcg[i]);
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| 131 | }
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| 132 | for(int i=0; i<n; i++) {
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| 133 | bncg[i] = 0;
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| 134 | for(int j=0; j<n; j++) {
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| 135 | bncg[i] += A[i][j]*xcg[j];
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| 136 | }
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| 137 | $assert(bncg[i] == b[i]);
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| 138 | }
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| 139 | }
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