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Working version of Solve

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This commit is contained in:
btracey
2014-01-08 13:54:26 -08:00
parent 430f7a3c1b
commit e88f486561
2 changed files with 79 additions and 24 deletions
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20
mat64/matrix_test.go
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@@ -808,18 +808,21 @@ func (s *S) TestSolve(c *check.C) {
name: "SkinnyMatrix",
panics: false,
a: [][]float64{
{0.8147, 0.9134},
{0.9058, 0.6324},
{0.1270, 0.0975},
{0.8147, 0.9134, 0.9},
{0.9058, 0.6324, 0.9},
{0.1270, 0.0975, 0.1},
{1.6, 2.8, -3.5},
},
b: [][]float64{
{0.278},
{0.547},
{0.958},
{-0.958},
{1.452},
},
x: [][]float64{
{1.291723965752262},
{-0.823253621853170},
{0.820970340787782},
{-0.218604626527306},
{-0.212938815234215},
},
},
} {
@@ -837,9 +840,8 @@ func (s *S) TestSolve(c *check.C) {
c.Check(panicked, check.Equals, test.panics, check.Commentf("Test %v panicked: %s", test.name, message))
continue
}
c.Check(x.EqualsApprox(NewDense(flatten(test.x)), 1e-14), check.Equals, true, check.Commentf("Test %v ", test.name))
a.Mul(a, x)
c.Check(a.EqualsApprox(b, 1e-14), check.Equals, true, check.Commentf("Test %v ", test.name))
c.Check(x.EqualsApprox(NewDense(flatten(test.x)), 1e-14), check.Equals, true, check.Commentf("Test %v solution mismatch: Found %v, expected %v ", test.name, x, test.x))
}
}

83
mat64/qr.go
View File

@@ -7,6 +7,8 @@ package mat64
import (
"math"
"fmt"
)
type QRFactor struct {
@@ -144,7 +146,8 @@ func (f QRFactor) Q() *Dense {
// A matrix x is returned that minimizes the two norm of Q*R*X-B. QRSolve will panic
// if a is not full rank. The matrix b is overwritten during the call.
func (f QRFactor) Solve(b *Dense) (x *Dense) {
qr, rDiag := f.QR, f.rDiag
qr := f.QR
//rDiag := f.rDiag
m, n := qr.Dims()
bm, bn := b.Dims()
if bm != m {
@@ -154,34 +157,84 @@ func (f QRFactor) Solve(b *Dense) (x *Dense) {
panic("mat64: matrix is rank deficient")
}
x = NewDense(n, bn, use(b.mat.Data, n*bn))
//x = NewDense(n, bn, use(b.mat.Data, n*bn))
x = NewDense(n, bn, nil)
nx := bn
q := f.Q()
// Compute Y = transpose(Q)*B
for k := 0; k < n; k++ {
for j := 0; j < nx; j++ {
var s float64
for i := k; i < n; i++ {
s += qr.At(i, k) * x.At(i, j)
}
s /= -qr.At(k, k)
for i := k; i < n; i++ {
x.Set(i, j, x.At(i, j)+s*qr.At(i, k))
for i := 0; i < m; i++ {
s += q.At(i, k) * b.At(i, j)
}
x.Set(k, j, s)
}
}
// Solve R*X = Y;
for k := n - 1; k >= 0; k-- {
for j := 0; j < nx; j++ {
x.Set(k, j, x.At(k, j)/rDiag[k])
}
for i := 0; i < k; i++ {
for j := 0; j < nx; j++ {
x.Set(i, j, x.At(i, j)-x.At(k, j)*qr.At(i, k))
r := f.R()
fmt.Println("r=", r)
fmt.Println("q=", q)
fmt.Println("y=", x)
xcopy := DenseCopyOf(x)
for j := 0; j < nx; j++ {
for k := n - 1; k >= 0; k-- {
fmt.Println("k = ", k)
val := xcopy.At(k, j)
for i := k + 1; i < n; i++ {
fmt.Println("i = ", i)
val -= r.At(k, i) * x.At(i, j)
}
val /= r.At(k, k)
x.Set(k, j, val)
}
}
/*
for k := n - 1; k >= 0; k-- {
for j := 0; j < nx; j++ {
x.Set(k, j, x.At(k, j)/rDiag[k])
}
for i := 0; i < k; i++ {
for j := 0; j < nx; j++ {
x.Set(i, j, x.At(i, j)-x.At(k, j)*qr.At(i, k))
}
}
}
*/
/*
// Compute Y = transpose(Q)*B
for k := 0; k < n; k++ {
for j := 0; j < nx; j++ {
var s float64
for i := k; i < n; i++ {
s += qr.At(i, k) * x.At(i, j)
}
s /= -qr.At(k, k)
for i := k; i < n; i++ {
x.Set(i, j, x.At(i, j)+s*qr.At(i, k))
}
}
}
// Solve R*X = Y;
for k := n - 1; k >= 0; k-- {
for j := 0; j < nx; j++ {
x.Set(k, j, x.At(k, j)/rDiag[k])
}
for i := 0; i < k; i++ {
for j := 0; j < nx; j++ {
x.Set(i, j, x.At(i, j)-x.At(k, j)*qr.At(i, k))
}
}
}
*/
return x
}