/* Driver for routine qrdupd */ #include #include #define NRANSI #include "nr.h" #include "nrutil.h" #define NP 20 #define MAXSTR 80 int main(void) { int i,j,k,l,m,n,sing; float con,**a,**au,*c,*d,**q,**qt,**r,**s,*u,*v,**x; char dummy[MAXSTR]; FILE *fp; a=matrix(1,NP,1,NP); au=matrix(1,NP,1,NP); c=vector(1,NP); d=vector(1,NP); q=matrix(1,NP,1,NP); qt=matrix(1,NP,1,NP); r=matrix(1,NP,1,NP); s=matrix(1,NP,1,NP); u=vector(1,NP); v=vector(1,NP); x=matrix(1,NP,1,NP); if ((fp = fopen("matrx1.dat","r")) == NULL) nrerror("Data file matrx1.dat not found\n"); while (!feof(fp)) { fgets(dummy,MAXSTR,fp); fgets(dummy,MAXSTR,fp); fscanf(fp,"%d %d ",&n,&m); fgets(dummy,MAXSTR,fp); for (k=1;k<=n;k++) for (l=1;l<=n;l++) fscanf(fp,"%f ",&a[k][l]); fgets(dummy,MAXSTR,fp); for (l=1;l<=m;l++) for (k=1;k<=n;k++) fscanf(fp,"%f ",&s[k][l]); /* Print out a-matrix for comparison with product of Q and R decomposition matrices */ printf("Original matrix:\n"); for (k=1;k<=n;k++) { for (l=1;l<=n;l++) printf("%12.6f",a[k][l]); printf("\n"); } /* updated matrix we'll use later */ for (k=1;k<=n;k++) for (l=1;l<=n;l++) au[k][l]=a[k][l]+s[k][1]*s[l][2]; /* Perform the decomposition */ qrdcmp(a,n,c,d,&sing); if (sing) fprintf(stderr,"Singularity in QR decomposition.\n"); /* find the Q and R matrices */ for (k=1;k<=n;k++) { for (l=1;l<=n;l++) { if (l > k) { r[k][l]=a[k][l]; q[k][l]=0.0; } else if (l < k) { r[k][l]=q[k][l]=0.0; } else { r[k][l]=d[k]; q[k][l]=1.0; } } } for (i=n-1;i>=1;i--) { for (con=0.0,k=i;k<=n;k++) con += a[k][i]*a[k][i]; con /= 2.0; for (k=i;k<=n;k++) { for (l=i;l<=n;l++) { qt[k][l]=0.0; for (j=i;j<=n;j++) { qt[k][l] += q[j][l]*a[k][i]*a[j][i]/con; } } } for (k=i;k<=n;k++) for (l=i;l<=n;l++) q[k][l] -= qt[k][l]; } /* compute product of Q and R matrices for comparison with original matrix. */ for (k=1;k<=n;k++) { for (l=1;l<=n;l++) { x[k][l]=0.0; for (j=1;j<=n;j++) x[k][l] += q[k][j]*r[j][l]; } } printf("\nProduct of Q and R matrices:\n"); for (k=1;k<=n;k++) { for (l=1;l<=n;l++) printf("%12.6f",x[k][l]); printf("\n"); } printf("\nQ matrix of the decomposition:\n"); for (k=1;k<=n;k++) { for (l=1;l<=n;l++) printf("%12.6f",q[k][l]); printf("\n"); } printf("\nR matrix of the decomposition:\n"); for (k=1;k<=n;k++) { for (l=1;l<=n;l++) printf("%12.6f",r[k][l]); printf("\n"); } /* Q transpose */ for (k=1;k<=n;k++) for (l=1;l<=n;l++) qt[k][l]=q[l][k]; for (k=1;k<=n;k++) { v[k]=s[k][2]; for (u[k]=0.0,l=1;l<=n;l++) u[k] += qt[k][l]*s[l][1]; } qrupdt(r,qt,n,u,v); for (k=1;k<=n;k++) for (l=1;l<=n;l++) for (x[k][l]=0.0,j=1;j<=n;j++) x[k][l] += qt[j][k]*r[j][l]; printf("Updated matrix:\n"); for (k=1;k<=n;k++) { for (l=1;l<=n;l++) printf("%12.6f",au[k][l]); printf("\n"); } printf("\nProduct of new Q and R matrices:\n"); for (k=1;k<=n;k++) { for (l=1;l<=n;l++) printf("%12.6f",x[k][l]); printf("\n"); } printf("\nNew Q matrix:\n"); for (k=1;k<=n;k++) { for (l=1;l<=n;l++) printf("%12.6f",qt[l][k]); printf("\n"); } printf("\nNew R matrix:\n"); for (k=1;k<=n;k++) { for (l=1;l<=n;l++) printf("%12.6f",r[k][l]); printf("\n"); } printf("\n***********************************\n"); printf("press return for next problem:\n"); (void) getchar(); } fclose(fp); free_matrix(x,1,NP,1,NP); free_vector(v,1,NP); free_vector(u,1,NP); free_matrix(s,1,NP,1,NP); free_matrix(r,1,NP,1,NP); free_matrix(qt,1,NP,1,NP); free_matrix(q,1,NP,1,NP); free_vector(d,1,NP); free_vector(c,1,NP); free_matrix(au,1,NP,1,NP); free_matrix(a,1,NP,1,NP); return 0; } #undef NRANSI