/** * \file * \brief [LU decomposition](https://en.wikipedia.org/wiki/LU_decompositon) of a * square matrix * \author [Krishna Vedala](https://github.com/kvedala) */ #include #include #include #ifdef _OPENMP #include #endif /** Perform LU decomposition on matrix * \param[in] A matrix to decompose * \param[out] L output L matrix * \param[out] U output U matrix * \param[in] mat_size input square matrix size */ int lu_decomposition(double **A, double **L, double **U, int mat_size) { int row, col, j; // regularize each row for (row = 0; row < mat_size; row++) { // Upper triangular matrix #ifdef _OPENMP #pragma omp for #endif for (col = row; col < mat_size; col++) { // Summation of L[i,j] * U[j,k] double lu_sum = 0.; for (j = 0; j < row; j++) lu_sum += L[row][j] * U[j][col]; // Evaluate U[i,k] U[row][col] = A[row][col] - lu_sum; } // Lower triangular matrix #ifdef _OPENMP #pragma omp for #endif for (col = row; col < mat_size; col++) { if (row == col) { L[row][col] = 1.; continue; } // Summation of L[i,j] * U[j,k] double lu_sum = 0.; for (j = 0; j < row; j++) lu_sum += L[col][j] * U[j][row]; // Evaluate U[i,k] L[col][row] = (A[col][row] - lu_sum) / U[row][row]; } } return 0; } /** Function to display square matrix */ void display(double **A, int N) { for (int i = 0; i < N; i++) { for (int j = 0; j < N; j++) { printf("% 3.3g \t", A[i][j]); } putchar('\n'); } } /** Main function */ int main(int argc, char **argv) { int mat_size = 3; // default matrix size const int range = 10; const int range2 = range >> 1; if (argc == 2) mat_size = atoi(argv[1]); srand(time(NULL)); // random number initializer /* Create a square matrix with random values */ double **A = (double **)malloc(mat_size * sizeof(double *)); double **L = (double **)malloc(mat_size * sizeof(double *)); // output double **U = (double **)malloc(mat_size * sizeof(double *)); // output for (int i = 0; i < mat_size; i++) { // calloc so that all valeus are '0' by default A[i] = (double *)calloc(mat_size, sizeof(double)); L[i] = (double *)calloc(mat_size, sizeof(double)); U[i] = (double *)calloc(mat_size, sizeof(double)); for (int j = 0; j < mat_size; j++) /* create random values in the limits [-range2, range-1] */ A[i][j] = (double)(rand() % range - range2); } lu_decomposition(A, L, U, mat_size); printf("A = \n"); display(A, mat_size); printf("\nL = \n"); display(L, mat_size); printf("\nU = \n"); display(U, mat_size); /* Free dynamically allocated memory */ for (int i = 0; i < mat_size; i++) { free(A[i]); free(L[i]); free(U[i]); } free(A); free(L); free(U); return 0; }