public matrix cov_matrix()
{
qr ATA = new qr(A.transpose() * A);
cov = ATA.inverse();
return(cov);
}
public static int Main()
{
Random rnd = new Random();
int minint = 0; int maxint = 20; // Range of random integer entries in the tall matrix
int n = 5; int m = 5; // Row and column dimensions
matrix A = new matrix(n, m);
for (int i = 0; i < m; i++)
{
for (int j = 0; j < n; j++)
{
A[i][j] = rnd.Next(minint, maxint);
}
} // Insert random matrix entries
var data = new qr(A); // Instance of qr decomposition class of matrix A
matrix Q = data.Q;
matrix R = data.R;
matrix B = data.inverse();
matrix AB = A * B;
// Output
var outfile = new System.IO.StreamWriter("../out_B.txt", append: false);
outfile.WriteLine($"--------------------------------");
outfile.WriteLine($"Matrix inverse");
outfile.WriteLine($"--------------------------------");
outfile.WriteLine($"Random square matrix A:");
for (int ir = 0; ir < A.size1; ir++)
{
for (int ic = 0; ic < A.size2; ic++)
{
outfile.Write("{0,10:g3} ", A[ir, ic]);
}
outfile.WriteLine("");
}
outfile.WriteLine("");
outfile.WriteLine($"Matrix Q:");
for (int ir = 0; ir < Q.size1; ir++)
{
for (int ic = 0; ic < Q.size2; ic++)
{
outfile.Write("{0,10:g3} ", Q[ir, ic]);
}
outfile.WriteLine("");
}
outfile.WriteLine("");
outfile.WriteLine($"Matrix R:");
for (int ir = 0; ir < R.size1; ir++)
{
for (int ic = 0; ic < R.size2; ic++)
{
outfile.Write("{0,10:g3} ", R[ir, ic]);
}
outfile.WriteLine("");
}
outfile.WriteLine("");
outfile.WriteLine($"Inverse matrix B:");
for (int ir = 0; ir < B.size1; ir++)
{
for (int ic = 0; ic < B.size2; ic++)
{
outfile.Write("{0,10:g3} ", B[ir, ic]);
}
outfile.WriteLine("");
}
outfile.WriteLine("");
outfile.WriteLine($"A*B:");
for (int ir = 0; ir < AB.size1; ir++)
{
for (int ic = 0; ic < AB.size2; ic++)
{
outfile.Write("{0,10:g3} ", AB[ir, ic]);
}
outfile.WriteLine("");
}
outfile.Close();
return(0);
}