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/* linalg/test_common.c
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*
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* Copyright (C) 2017 Patrick Alken
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or (at
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* your option) any later version.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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#include <config.h>
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#include <stdlib.h>
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_blas.h>
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#include <gsl/gsl_matrix.h>
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#include <gsl/gsl_vector.h>
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#include <gsl/gsl_rng.h>
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static int create_random_vector(gsl_vector * v, gsl_rng * r);
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static int create_posdef_matrix(gsl_matrix * m, gsl_rng * r);
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static int create_hilbert_matrix2(gsl_matrix * m);
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static int
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create_random_vector(gsl_vector * v, gsl_rng * r)
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{
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const size_t N = v->size;
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size_t i;
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for (i = 0; i < N; ++i)
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{
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double vi = gsl_rng_uniform(r);
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gsl_vector_set(v, i, vi);
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}
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return GSL_SUCCESS;
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}
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static int
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create_symm_matrix(gsl_matrix * m, gsl_rng * r)
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{
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const size_t N = m->size1;
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size_t i, j;
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for (i = 0; i < N; ++i)
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{
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for (j = 0; j <= i; ++j)
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{
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double mij = gsl_rng_uniform(r);
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gsl_matrix_set(m, i, j, mij);
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}
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}
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/* copy lower triangle to upper */
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gsl_matrix_transpose_tricpy('L', 0, m, m);
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return GSL_SUCCESS;
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}
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static int
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create_posdef_matrix(gsl_matrix * m, gsl_rng * r)
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{
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const size_t N = m->size1;
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const double alpha = 10.0 * N;
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size_t i;
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/* The idea is to make a symmetric diagonally dominant
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* matrix. Make a symmetric matrix and add alpha*I to
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* its diagonal */
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create_symm_matrix(m, r);
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for (i = 0; i < N; ++i)
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{
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double mii = gsl_matrix_get(m, i, i);
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gsl_matrix_set(m, i, i, mii + alpha);
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}
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return GSL_SUCCESS;
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}
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static int
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create_hilbert_matrix2(gsl_matrix * m)
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{
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const size_t N = m->size1;
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size_t i, j;
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for (i = 0; i < N; i++)
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{
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for (j = 0; j < N; j++)
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{
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gsl_matrix_set(m, i, j, 1.0/(i+j+1.0));
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}
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}
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return GSL_SUCCESS;
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}
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