added documentation and remove static matrix

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Krishna Vedala 2020-05-25 16:10:05 -04:00
parent eea5188389
commit 5a4f592b87
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@ -1,28 +1,20 @@
/**
* @file
* Program to compute the QR decomposition of a
* given matrix.
*/
#include <stdio.h>
#include <math.h>
#include <stdlib.h>
#include <function_timer.h>
#define ROWS 4
#define COLUMNS 3
double A[ROWS][COLUMNS] = {
{-3.44827586, -1.62068966, -3.03448276},
{-1.03448276, -0.5862069, -1.31034483},
{-1.55172414, -0.37931034, 0.03448276}};
void print_matrix(double A[][COLUMNS], int M, int N)
{
for (int row = 0; row < M; row++)
{
for (int col = 0; col < N; col++)
printf("% 9.3g\t", A[row][col]);
putchar('\n');
}
putchar('\n');
}
void print_2d(double **A, int M, int N)
/**
* function to display matrix on stdout
*/
void print_matrix(double **A, /**< matrix to print */
int M, /**< number of rows of matrix */
int N) /**< number of columns of matrix */
{
for (int row = 0; row < M; row++)
{
@ -33,6 +25,15 @@ void print_2d(double **A, int M, int N)
putchar('\n');
}
/**
* Compute dot product of two vectors of equal lengths
*
* If \f$\vec{a}=\left[a_0,a_1,a_2,...,a_L\right]\f$ and
* \f$\vec{b}=\left[b_0,b_1,b_1,...,b_L\right]\f$ then
* \f$\vec{a}\cdot\vec{b}=\displaystyle\sum_{i=0}^L a_i\times b_i\f$
*
* \returns \f$\vec{a}\cdot\vec{b}\f$
**/
double vector_dot(double *a, double *b, int L)
{
double mag = 0.f;
@ -42,23 +43,52 @@ double vector_dot(double *a, double *b, int L)
return mag;
}
/**
* Compute magnitude of vector.
*
* If \f$\vec{a}=\left[a_0,a_1,a_2,...,a_L\right]\f$ then
* \f$\left|\vec{a}\right|=\sqrt{\displaystyle\sum_{i=0}^L a_i^2}\f$
*
* \returns \f$\left|\vec{a}\right|\f$
**/
double vector_mag(double *vector, int L)
{
double dot = vector_dot(vector, vector, L);
return sqrt(dot);
}
/**
* Compute projection of vector \f$\vec{a}\f$ on \f$\vec{b}\f$ defined as
* \f[\text{proj}_\vec{b}\vec{a}=\frac{\vec{a}\cdot\vec{b}}{\left|\vec{b}\right|^2}\vec{b}\f]
*
* \returns NULL if error, otherwise pointer to output
**/
double *vector_proj(double *a, double *b, double *out, int L)
{
double num = vector_dot(a, b, L);
double deno = vector_dot(b, b, L);
const double num = vector_dot(a, b, L);
const double deno = vector_dot(b, b, L);
if (deno == 0) /*! check for division by zero */
return NULL;
const double scalar = num / deno;
for (int i = 0; i < L; i++)
out[i] = num * b[i] / deno;
out[i] = scalar * b[i];
return out;
}
double *vector_sub(double *a, double *b, double *out, int L)
/**
* Compute vector subtraction
*
* \f$\vec{c}=\vec{a}-\vec{b}\f$
*
* \returns pointer to output vector
**/
double *vector_sub(double *a, /**< minuend */
double *b, /**< subtrahend */
double *out, /**< resultant vector */
int L /**< length of vectors */
)
{
for (int i = 0; i < L; i++)
out[i] = a[i] - b[i];
@ -66,7 +96,28 @@ double *vector_sub(double *a, double *b, double *out, int L)
return out;
}
void qr_decompose(double A[][COLUMNS], double **Q, double **R, int M, int N)
/**
* Decompose matrix \f$A\f$ using [Gram-Schmidt process](https://en.wikipedia.org/wiki/QR_decomposition).
*
* \f{eqnarray*}{
* \text{given that}\quad A &=& \left[\mathbf{a}_1,\mathbf{a}_2,\ldots,\mathbf{a}_{N-1},\right]\\
* \text{where}\quad\mathbf{a}_i &=& \left[a_{0i},a_{1i},a_{2i},\ldots,a_{(M-1)i}\right]^T\quad\ldots\mbox{(column vectors)}\\
* \text{then}\quad\mathbf{u}_i &=& \mathbf{a}_i -\sum_{j=0}^{i-1}\text{proj}_{\mathbf{u}_j}\mathbf{a}_i\\
* \mathbf{e}_i &=&\frac{\mathbf{u}_i}{\left|\mathbf{u}_i\right|}\\
* Q &=& \begin{bmatrix}\mathbf{e}_0 & \mathbf{e}_1 & \mathbf{e}_2 & \dots & \mathbf{e}_{N-1}\end{bmatrix}\\
* R &=& \begin{bmatrix}\langle\mathbf{e}_0\,,\mathbf{a}_0\rangle & \langle\mathbf{e}_1\,,\mathbf{a}_1\rangle & \langle\mathbf{e}_2\,,\mathbf{a}_2\rangle & \dots \\
* 0 & \langle\mathbf{e}_1\,,\mathbf{a}_1\rangle & \langle\mathbf{e}_2\,,\mathbf{a}_2\rangle & \dots\\
* 0 & 0 & \langle\mathbf{e}_2\,,\mathbf{a}_2\rangle & \dots\\
* \vdots & \vdots & \vdots & \ddots
* \end{bmatrix}\\
* \f}
**/
void qr_decompose(double **A, /**< input matrix to decompose */
double **Q, /**< output decomposed matrix */
double **R, /**< output decomposed matrix */
int M, /**< number of rows of matrix A */
int N /**< number of columns of matrix A */
)
{
double *col_vector = (double *)malloc(M * sizeof(double));
double *col_vector2 = (double *)malloc(M * sizeof(double));
@ -111,16 +162,31 @@ void qr_decompose(double A[][COLUMNS], double **Q, double **R, int M, int N)
int main(void)
{
// double A[][COLUMNS] = {
// {1, -1, 4},
// {1, 4, -2},
// {1, 4, 2},
// {1, -1, 0}};
double **A;
unsigned int ROWS, COLUMNS;
printf("Enter the number of rows and columns: ");
scanf("%u %u", &ROWS, &COLUMNS);
if (ROWS < COLUMNS)
{
fprintf(stderr, "Number of rows must be greater than or equal to number of columns.\n");
return -1;
}
printf("Enter matrix elements row-wise:\n");
A = (double **)malloc(ROWS * sizeof(double *));
for (int i = 0; i < ROWS; i++)
A[i] = (double *)malloc(COLUMNS * sizeof(double));
for (int i = 0; i < ROWS; i++)
for (int j = 0; j < COLUMNS; j++)
scanf("%lf", &A[i][j]);
print_matrix(A, ROWS, COLUMNS);
double **R = (double **)malloc(sizeof(double) * COLUMNS * COLUMNS);
double **Q = (double **)malloc(sizeof(double) * ROWS * COLUMNS);
double **R = (double **)malloc(sizeof(double *) * ROWS);
double **Q = (double **)malloc(sizeof(double *) * ROWS);
if (!Q || !R)
{
perror("Unable to allocate memory for Q & R!");
@ -129,7 +195,7 @@ int main(void)
for (int i = 0; i < ROWS; i++)
{
R[i] = (double *)malloc(sizeof(double) * COLUMNS);
Q[i] = (double *)malloc(sizeof(double) * COLUMNS);
Q[i] = (double *)malloc(sizeof(double) * ROWS);
if (!Q[i] || !R[i])
{
perror("Unable to allocate memory for Q & R.");
@ -142,15 +208,17 @@ int main(void)
qr_decompose(A, Q, R, ROWS, COLUMNS);
double dtime = end_timer_delete(t1);
print_2d(R, ROWS, COLUMNS);
print_2d(Q, ROWS, COLUMNS);
print_matrix(R, ROWS, COLUMNS);
print_matrix(Q, ROWS, COLUMNS);
printf("Time taken to compute: %.4g sec\n", dtime);
for (int i = 0; i < ROWS; i++)
{
free(A[i]);
free(R[i]);
free(Q[i]);
}
free(A);
free(R);
free(Q);
return 0;