Esempio n. 1
0
    private static void Main()
    //****************************************************************************80
    //
    //  Purpose:
    //
    //    MAIN is the main program for LINPACK_BENCH.
    //
    //  Discussion:
    //
    //    LINPACK_BENCH drives the double precision LINPACK benchmark program.
    //
    //  Modified:
    //
    //    30 November 2006
    //
    //  Parameters:
    //
    //    N is the problem size.
    //
    {
        const int N   = 1000;
        const int LDA = N + 1;

        const double cray = 0.056;
        int          i;
        int          j;

        double[] time = new double[6];

        Console.WriteLine("");
        Console.WriteLine("LINPACK_BENCH");
        Console.WriteLine("");
        Console.WriteLine("  The LINPACK benchmark.");
        Console.WriteLine("  Datatype: Double precision");
        Console.WriteLine("  Matrix order N               = " + N + "");
        Console.WriteLine("  Leading matrix dimension LDA = " + LDA + "");

        double ops = 2 * N * N * N / 3.0 + 2.0 * (N * N);

        //
        //  Allocate space for arrays.
        //
        double[] a     = typeMethods.r8mat_gen(LDA, N);
        double[] b     = new double[N];
        int[]    ipvt  = new int[N];
        double[] resid = new double[N];
        double[] rhs   = new double[N];
        double[] x     = new double[N];

        double a_max = 0.0;

        for (j = 0; j < N; j++)
        {
            for (i = 0; i < N; i++)
            {
                a_max = Math.Max(a_max, a[i + j * LDA]);
            }
        }

        for (i = 0; i < N; i++)
        {
            x[i] = 1.0;
        }

        for (i = 0; i < N; i++)
        {
            b[i] = 0.0;
            for (j = 0; j < N; j++)
            {
                b[i] += a[i + j * LDA] * x[j];
            }
        }

        DateTime t1 = DateTime.Now;

        int info = DGEFA.dgefa(ref a, LDA, N, ref ipvt);

        if (info != 0)
        {
            Console.WriteLine("");
            Console.WriteLine("LINPACK_BENCH - Fatal error!");
            Console.WriteLine("  The matrix A is apparently singular.");
            Console.WriteLine("  Abnormal end of execution.");
            return;
        }

        DateTime t2 = DateTime.Now;

        time[0] = (t2 - t1).TotalSeconds;

        t1 = DateTime.Now;

        int job = 0;

        DGESL.dgesl(a, LDA, N, ipvt, ref b, job);

        t2      = DateTime.Now;
        time[1] = (t2 - t1).TotalSeconds;

        double total = time[0] + time[1];

        //
        //  Compute a residual to verify results.
        //
        a = typeMethods.r8mat_gen(LDA, N);

        for (i = 0; i < N; i++)
        {
            x[i] = 1.0;
        }

        for (i = 0; i < N; i++)
        {
            rhs[i] = 0.0;
            for (j = 0; j < N; j++)
            {
                rhs[i] += a[i + j * LDA] * x[j];
            }
        }

        for (i = 0; i < N; i++)
        {
            resid[i] = -rhs[i];
            for (j = 0; j < N; j++)
            {
                resid[i] += a[i + j * LDA] * b[j];
            }
        }

        double resid_max = 0.0;

        for (i = 0; i < N; i++)
        {
            resid_max = Math.Max(resid_max, Math.Abs(resid[i]));
        }

        double b_max = 0.0;

        for (i = 0; i < N; i++)
        {
            b_max = Math.Max(b_max, Math.Abs(b[i]));
        }

        double eps = typeMethods.r8_epsilon();

        double residn = resid_max / (N * a_max * b_max * eps);

        time[2] = total;
        time[3] = total switch
        {
Esempio n. 2
0
    public static double dgeco(ref double[] a, int lda, int n, ref int[] ipvt, ref double[] z)

    //****************************************************************************80
    //
    //  Purpose:
    //
    //    DGECO factors a real matrix and estimates its condition number.
    //
    //  Discussion:
    //
    //    If RCOND is not needed, DGEFA is slightly faster.
    //
    //    To solve A * X = B, follow DGECO by DGESL.
    //
    //    To compute inverse ( A ) * C, follow DGECO by DGESL.
    //
    //    To compute determinant ( A ), follow DGECO by DGEDI.
    //
    //    To compute inverse ( A ), follow DGECO by DGEDI.
    //
    //    For the system A * X = B, relative perturbations in A and B
    //    of size EPSILON may cause relative perturbations in X of size
    //    EPSILON/RCOND.
    //
    //    If RCOND is so small that the logical expression
    //      1.0D+00 + RCOND == 1.0D+00
    //    is true, then A may be singular to working precision.  In particular,
    //    RCOND is zero if exact singularity is detected or the estimate
    //    underflows.
    //
    //  Licensing:
    //
    //    This code is distributed under the GNU LGPL license.
    //
    //  Modified:
    //
    //    25 May 2005
    //
    //  Author:
    //
    //    Original FORTRAN77 version by Jack Dongarra, Cleve Moler, Jim Bunch,
    //    Pete Stewart.
    //    C++ version by John Burkardt.
    //
    //  Reference:
    //
    //    Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart,
    //    LINPACK User's Guide,
    //    SIAM, (Society for Industrial and Applied Mathematics),
    //    3600 University City Science Center,
    //    Philadelphia, PA, 19104-2688.
    //    ISBN 0-89871-172-X
    //
    //  Parameters:
    //
    //    Input/output, double A[LDA*N].  On input, a matrix to be
    //    factored.  On output, the LU factorization of the matrix.
    //
    //    Input, int LDA, the leading dimension of the array A.
    //
    //    Input, int N, the order of the matrix A.
    //
    //    Output, int IPVT[N], the pivot indices.
    //
    //    Output, double Z[N], a work vector whose contents are usually
    //    unimportant.  If A is close to a singular matrix, then Z is an
    //    approximate null vector in the sense that
    //      norm ( A * Z ) = RCOND * norm ( A ) * norm ( Z ).
    //
    //    Output, double DGECO, the value of RCOND, an estimate
    //    of the reciprocal condition number of A.
    //
    {
        int    i;
        int    j;
        int    k;
        int    l;
        double rcond;
        double s;
        double t;
        //
        //  Compute the L1 norm of A.
        //
        double anorm = 0.0;

        for (j = 1; j <= n; j++)
        {
            anorm = Math.Max(anorm, BLAS1D.dasum(n, a, 1, index:  +0 + (j - 1) * lda));
        }

        //
        //  Compute the LU factorization.
        //
        DGEFA.dgefa(ref a, lda, n, ref ipvt);
        //
        //  RCOND = 1 / ( norm(A) * (estimate of norm(inverse(A))) )
        //
        //  estimate of norm(inverse(A)) = norm(Z) / norm(Y)
        //
        //  where
        //    A * Z = Y
        //  and
        //    A' * Y = E
        //
        //  The components of E are chosen to cause maximum local growth in the
        //  elements of W, where U'*W = E.  The vectors are frequently rescaled
        //  to avoid overflow.
        //
        //  Solve U' * W = E.
        //
        double ek = 1.0;

        for (i = 1; i <= n; i++)
        {
            z[i - 1] = 0.0;
        }

        for (k = 1; k <= n; k++)
        {
            if (z[k - 1] != 0.0)
            {
                ek *= typeMethods.r8_sign(-z[k - 1]);
            }

            if (Math.Abs(a[k - 1 + (k - 1) * lda]) < Math.Abs(ek - z[k - 1]))
            {
                s = Math.Abs(a[k - 1 + (k - 1) * lda]) / Math.Abs(ek - z[k - 1]);
                for (i = 1; i <= n; i++)
                {
                    z[i - 1] = s * z[i - 1];
                }

                ek = s * ek;
            }

            double wk  = ek - z[k - 1];
            double wkm = -ek - z[k - 1];
            s = Math.Abs(wk);
            double sm = Math.Abs(wkm);

            if (a[k - 1 + (k - 1) * lda] != 0.0)
            {
                wk  /= a[k - 1 + (k - 1) * lda];
                wkm /= a[k - 1 + (k - 1) * lda];
            }
            else
            {
                wk  = 1.0;
                wkm = 1.0;
            }

            if (k + 1 <= n)
            {
                for (j = k + 1; j <= n; j++)
                {
                    sm       += Math.Abs(z[j - 1] + wkm * a[k - 1 + (j - 1) * lda]);
                    z[j - 1] += wk * a[k - 1 + (j - 1) * lda];
                    s        += Math.Abs(z[j - 1]);
                }

                if (s < sm)
                {
                    t  = wkm - wk;
                    wk = wkm;
                    for (i = k + 1; i <= n; i++)
                    {
                        z[i - 1] += t * a[k - 1 + (i - 1) * lda];
                    }
                }
            }

            z[k - 1] = wk;
        }

        t = BLAS1D.dasum(n, z, 1);
        for (i = 1; i <= n; i++)
        {
            z[i - 1] /= t;
        }

        //
        //  Solve L' * Y = W
        //
        for (k = n; 1 <= k; k--)
        {
            z[k - 1] += BLAS1D.ddot(n - k, a, 1, z, 1, xIndex:  +k + (k - 1) * lda, yIndex: +k);

            switch (Math.Abs(z[k - 1]))
            {
            case > 1.0:
            {
                t = Math.Abs(z[k - 1]);
                for (i = 1; i <= n; i++)
                {
                    z[i - 1] /= t;
                }

                break;
            }
            }

            l = ipvt[k - 1];

            t        = z[l - 1];
            z[l - 1] = z[k - 1];
            z[k - 1] = t;
        }

        t = BLAS1D.dasum(n, z, 1);
        for (i = 1; i <= n; i++)
        {
            z[i - 1] /= t;
        }

        double ynorm = 1.0;

        //
        //  Solve L * V = Y.
        //
        for (k = 1; k <= n; k++)
        {
            l = ipvt[k - 1];

            t        = z[l - 1];
            z[l - 1] = z[k - 1];
            z[k - 1] = t;

            for (i = k + 1; i <= n; i++)
            {
                z[i - 1] += t * a[i - 1 + (k - 1) * lda];
            }

            switch (Math.Abs(z[k - 1]))
            {
            case > 1.0:
            {
                ynorm /= Math.Abs(z[k - 1]);
                t      = Math.Abs(z[k - 1]);
                for (i = 1; i <= n; i++)
                {
                    z[i - 1] /= t;
                }

                break;
            }
            }
        }

        s = BLAS1D.dasum(n, z, 1);
        for (i = 1; i <= n; i++)
        {
            z[i - 1] /= s;
        }

        ynorm /= s;
        //
        //  Solve U * Z = V.
        //
        for (k = n; 1 <= k; k--)
        {
            if (Math.Abs(a[k - 1 + (k - 1) * lda]) < Math.Abs(z[k - 1]))
            {
                s = Math.Abs(a[k - 1 + (k - 1) * lda]) / Math.Abs(z[k - 1]);
                for (i = 1; i <= n; i++)
                {
                    z[i - 1] = s * z[i - 1];
                }

                ynorm = s * ynorm;
            }

            if (a[k - 1 + (k - 1) * lda] != 0.0)
            {
                z[k - 1] /= a[k - 1 + (k - 1) * lda];
            }
            else
            {
                z[k - 1] = 1.0;
            }

            for (i = 1; i <= k - 1; i++)
            {
                z[i - 1] -= z[k - 1] * a[i - 1 + (k - 1) * lda];
            }
        }

        //
        //  Normalize Z in the L1 norm.
        //
        s = 1.0 / BLAS1D.dasum(n, z, 1);
        for (i = 1; i <= n; i++)
        {
            z[i - 1] = s * z[i - 1];
        }

        ynorm = s * ynorm;

        if (anorm != 0.0)
        {
            rcond = ynorm / anorm;
        }
        else
        {
            rcond = 0.0;
        }

        return(rcond);
    }