nov 3 notes
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@ -27,7 +27,7 @@ MacOS as well as ~x86~ Arch Linux.
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2. ~make~
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2. ~make~
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Then, as of homework 5, the testing routines are provided in ~test~ and utilize the
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Then, as of homework 5, the testing routines are provided in ~test~ and utilize the
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utest microlibrary. They compile to a binary in ~./dist/lizfcm.test~.
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~utest~ "micro"library. They compile to a binary in ~./dist/lizfcm.test~.
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Execution of the Makefile will perform compilation of individual routines.
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Execution of the Makefile will perform compilation of individual routines.
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@ -39,7 +39,7 @@ produce an object file:
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gcc -Iinc/ -lm -Wall -c src/<the_routine>.c -o build/<the_routine>.o
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gcc -Iinc/ -lm -Wall -c src/<the_routine>.c -o build/<the_routine>.o
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\end{verbatim}
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\end{verbatim}
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Which is then bundled into a static library in ~lib/lizfcm.a~ which can be linked
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Which is then bundled into a static library in ~lib/lizfcm.a~ and can be linked
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in the standard method.
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in the standard method.
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* The LIZFCM API
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* The LIZFCM API
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Binary file not shown.
@ -1,4 +1,4 @@
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% Created 2023-10-30 Mon 09:44
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% Created 2023-11-01 Wed 20:52
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% Intended LaTeX compiler: pdflatex
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% Intended LaTeX compiler: pdflatex
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\documentclass[11pt]{article}
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\documentclass[11pt]{article}
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\usepackage[utf8]{inputenc}
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\usepackage[utf8]{inputenc}
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@ -31,7 +31,7 @@
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\setlength\parindent{0pt}
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\setlength\parindent{0pt}
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\section{Design}
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\section{Design}
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\label{sec:org7f9c526}
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\label{sec:org9458aa0}
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The LIZFCM static library (at \url{https://github.com/Simponic/math-4610}) is a successor to my
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The LIZFCM static library (at \url{https://github.com/Simponic/math-4610}) is a successor to my
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attempt at writing codes for the Fundamentals of Computational Mathematics course in Common
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attempt at writing codes for the Fundamentals of Computational Mathematics course in Common
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Lisp, but the effort required to meet the requirement of creating a static library became
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Lisp, but the effort required to meet the requirement of creating a static library became
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@ -44,13 +44,14 @@ the C programming language. I have a couple tenets for its design:
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\begin{itemize}
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\begin{itemize}
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\item Implementations of routines should all be done immutably in respect to arguments.
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\item Implementations of routines should all be done immutably in respect to arguments.
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\item Functional programming is good (it's\ldots{} rough in C though).
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\item Functional programming is good (it's\ldots{} rough in C though).
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\item Routines are separated into "module" c files, and not individual files per function.
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\item Routines are separated into "modules" that follow a form of separation of concerns
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in files, and not individual files per function.
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\end{itemize}
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\end{itemize}
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\section{Compilation}
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\section{Compilation}
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\label{sec:org911a41e}
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\label{sec:orge0bab70}
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A provided \texttt{Makefile} is added for convencience. It has been tested on an M1 machine running MacOS as
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A provided \texttt{Makefile} is added for convencience. It has been tested on an \texttt{arm}-based M1 machine running
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well as Arch Linux.
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MacOS as well as \texttt{x86} Arch Linux.
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\begin{enumerate}
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\begin{enumerate}
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\item \texttt{cd} into the root of the repo
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\item \texttt{cd} into the root of the repo
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@ -58,7 +59,7 @@ well as Arch Linux.
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\end{enumerate}
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\end{enumerate}
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Then, as of homework 5, the testing routines are provided in \texttt{test} and utilize the
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Then, as of homework 5, the testing routines are provided in \texttt{test} and utilize the
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utest microlibrary. They compile to a binary in \texttt{./dist/lizfcm.test}.
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\texttt{utest} "micro"library. They compile to a binary in \texttt{./dist/lizfcm.test}.
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Execution of the Makefile will perform compilation of individual routines.
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Execution of the Makefile will perform compilation of individual routines.
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@ -74,11 +75,11 @@ Which is then bundled into a static library in \texttt{lib/lizfcm.a} which can b
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in the standard method.
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in the standard method.
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\section{The LIZFCM API}
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\section{The LIZFCM API}
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\label{sec:orgd74cd2d}
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\label{sec:org91f4707}
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\subsection{Simple Routines}
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\subsection{Simple Routines}
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\label{sec:org66bba13}
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\label{sec:orgc8c57e4}
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\subsubsection{\texttt{smaceps}}
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\subsubsection{\texttt{smaceps}}
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\label{sec:orgeae9531}
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\label{sec:orgfeb6ef6}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name: \texttt{smaceps}
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\item Name: \texttt{smaceps}
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@ -104,7 +105,7 @@ float smaceps() {
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\end{verbatim}
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\end{verbatim}
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\subsubsection{\texttt{dmaceps}}
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\subsubsection{\texttt{dmaceps}}
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\label{sec:org237c904}
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\label{sec:orgb3dc0f2}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name: \texttt{dmaceps}
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\item Name: \texttt{dmaceps}
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@ -130,9 +131,9 @@ double dmaceps() {
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\end{verbatim}
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\end{verbatim}
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\subsection{Derivative Routines}
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\subsection{Derivative Routines}
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\label{sec:org9cf9027}
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\label{sec:orge88d677}
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\subsubsection{\texttt{central\_derivative\_at}}
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\subsubsection{\texttt{central\_derivative\_at}}
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\label{sec:org1fcd333}
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\label{sec:org32a8384}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name: \texttt{central\_derivative\_at}
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\item Name: \texttt{central\_derivative\_at}
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@ -163,7 +164,7 @@ double central_derivative_at(double (*f)(double), double a, double h) {
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\end{verbatim}
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\end{verbatim}
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\subsubsection{\texttt{forward\_derivative\_at}}
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\subsubsection{\texttt{forward\_derivative\_at}}
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\label{sec:org6a768fc}
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\label{sec:orgb6fdb9a}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name: \texttt{forward\_derivative\_at}
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\item Name: \texttt{forward\_derivative\_at}
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@ -194,7 +195,7 @@ double forward_derivative_at(double (*f)(double), double a, double h) {
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\end{verbatim}
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\end{verbatim}
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\subsubsection{\texttt{backward\_derivative\_at}}
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\subsubsection{\texttt{backward\_derivative\_at}}
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\label{sec:org610ce76}
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\label{sec:org8b6070e}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name: \texttt{backward\_derivative\_at}
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\item Name: \texttt{backward\_derivative\_at}
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@ -225,9 +226,9 @@ double backward_derivative_at(double (*f)(double), double a, double h) {
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\end{verbatim}
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\end{verbatim}
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\subsection{Vector Routines}
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\subsection{Vector Routines}
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\label{sec:orgfd176e6}
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\label{sec:org161e049}
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\subsubsection{Vector Arithmetic: \texttt{add\_v, minus\_v}}
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\subsubsection{Vector Arithmetic: \texttt{add\_v, minus\_v}}
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\label{sec:org2dbc55f}
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\label{sec:org938756a}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name(s): \texttt{add\_v}, \texttt{minus\_v}
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\item Name(s): \texttt{add\_v}, \texttt{minus\_v}
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@ -258,7 +259,7 @@ Array_double *minus_v(Array_double *v1, Array_double *v2) {
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\end{verbatim}
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\end{verbatim}
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\subsubsection{Norms: \texttt{l1\_norm}, \texttt{l2\_norm}, \texttt{linf\_norm}}
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\subsubsection{Norms: \texttt{l1\_norm}, \texttt{l2\_norm}, \texttt{linf\_norm}}
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\label{sec:org53a2ffc}
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\label{sec:org53e3d42}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name(s): \texttt{l1\_norm}, \texttt{l2\_norm}, \texttt{linf\_norm}
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\item Name(s): \texttt{l1\_norm}, \texttt{l2\_norm}, \texttt{linf\_norm}
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@ -292,7 +293,7 @@ double linf_norm(Array_double *v) {
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\end{verbatim}
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\end{verbatim}
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\subsubsection{\texttt{vector\_distance}}
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\subsubsection{\texttt{vector\_distance}}
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\label{sec:org1fb3f8c}
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\label{sec:org31d6d43}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name: \texttt{vector\_distance}
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\item Name: \texttt{vector\_distance}
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@ -313,7 +314,7 @@ double vector_distance(Array_double *v1, Array_double *v2,
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\end{verbatim}
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\end{verbatim}
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\subsubsection{Distances: \texttt{l1\_distance}, \texttt{l2\_distance}, \texttt{linf\_distance}}
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\subsubsection{Distances: \texttt{l1\_distance}, \texttt{l2\_distance}, \texttt{linf\_distance}}
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\label{sec:org4a25a94}
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\label{sec:org3c2cede}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name(s): \texttt{l1\_distance}, \texttt{l2\_distance}, \texttt{linf\_distance}
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\item Name(s): \texttt{l1\_distance}, \texttt{l2\_distance}, \texttt{linf\_distance}
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@ -339,7 +340,7 @@ double linf_distance(Array_double *v1, Array_double *v2) {
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\end{verbatim}
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\end{verbatim}
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\subsubsection{\texttt{sum\_v}}
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\subsubsection{\texttt{sum\_v}}
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\label{sec:org035a547}
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\label{sec:orgde8ccf4}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name: \texttt{sum\_v}
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\item Name: \texttt{sum\_v}
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@ -359,7 +360,7 @@ double sum_v(Array_double *v) {
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\subsubsection{\texttt{scale\_v}}
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\subsubsection{\texttt{scale\_v}}
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\label{sec:org12b0853}
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\label{sec:orgb6465fa}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name: \texttt{scale\_v}
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\item Name: \texttt{scale\_v}
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@ -378,7 +379,7 @@ Array_double *scale_v(Array_double *v, double m) {
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\end{verbatim}
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\end{verbatim}
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\subsubsection{\texttt{free\_vector}}
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\subsubsection{\texttt{free\_vector}}
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\label{sec:org70ba90c}
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\label{sec:org38c1352}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name: \texttt{free\_vector}
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\item Name: \texttt{free\_vector}
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@ -395,8 +396,47 @@ void free_vector(Array_double *v) {
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}
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}
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\end{verbatim}
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\end{verbatim}
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\subsubsection{\texttt{add\_element}}
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\label{sec:org9fa4fc9}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Name: \texttt{add\_element}
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\item Location: \texttt{src/vector.c}
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\item Input: a pointer to an \texttt{Array\_double}
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\item Output: a new \texttt{Array\_double} with element \texttt{x} appended.
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\end{itemize}
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\begin{verbatim}
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Array_double *add_element(Array_double *v, double x) {
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Array_double *pushed = InitArrayWithSize(double, v->size + 1, 0.0);
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for (size_t i = 0; i < v->size; ++i)
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pushed->data[i] = v->data[i];
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pushed->data[v->size] = x;
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return pushed;
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}
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\end{verbatim}
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\subsubsection{\texttt{slice\_element}}
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\label{sec:orga743fd5}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Name: \texttt{slice\_element}
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\item Location: \texttt{src/vector.c}
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\item Input: a pointer to an \texttt{Array\_double}
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\item Output: a new \texttt{Array\_double} with element \texttt{x} sliced.
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\end{itemize}
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\begin{verbatim}
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Array_double *slice_element(Array_double *v, size_t x) {
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Array_double *sliced = InitArrayWithSize(double, v->size - 1, 0.0);
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for (size_t i = 0; i < v->size - 1; ++i)
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sliced->data[i] = i >= x ? v->data[i + 1] : v->data[i];
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return sliced;
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}
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\end{verbatim}
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\subsubsection{\texttt{copy\_vector}}
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\subsubsection{\texttt{copy\_vector}}
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\label{sec:org57afc74}
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\label{sec:org8918aa7}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name: \texttt{copy\_vector}
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\item Name: \texttt{copy\_vector}
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@ -416,7 +456,7 @@ Array_double *copy_vector(Array_double *v) {
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\end{verbatim}
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\end{verbatim}
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\subsubsection{\texttt{format\_vector\_into}}
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\subsubsection{\texttt{format\_vector\_into}}
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\label{sec:orgc346c3c}
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\label{sec:org744df1b}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name: \texttt{format\_vector\_into}
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\item Name: \texttt{format\_vector\_into}
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@ -446,9 +486,9 @@ void format_vector_into(Array_double *v, char *s) {
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\end{verbatim}
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\end{verbatim}
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\subsection{Matrix Routines}
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\subsection{Matrix Routines}
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\label{sec:org3b053ab}
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\label{sec:orge1c8a5a}
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\subsubsection{\texttt{lu\_decomp}}
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\subsubsection{\texttt{lu\_decomp}}
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\label{sec:org5553968}
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\label{sec:org19cc6a1}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
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\item Name: \texttt{lu\_decomp}
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\item Name: \texttt{lu\_decomp}
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@ -457,7 +497,7 @@ void format_vector_into(Array_double *v, char *s) {
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matrix \(L\), \(U\), respectively such that \(LU = m\).
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matrix \(L\), \(U\), respectively such that \(LU = m\).
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\item Output: a pointer to the location in memory in which two \texttt{Matrix\_double}'s reside: the first
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\item Output: a pointer to the location in memory in which two \texttt{Matrix\_double}'s reside: the first
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representing \(L\), the second, \(U\).
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representing \(L\), the second, \(U\).
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\item Errors: Exits and throws a status code of \texttt{-1} when encountering a matrix that cannot be
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\item Errors: Fails assertions when encountering a matrix that cannot be
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decomposed
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decomposed
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\end{itemize}
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\end{itemize}
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@ -468,15 +508,14 @@ Matrix_double **lu_decomp(Matrix_double *m) {
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Matrix_double *u = copy_matrix(m);
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Matrix_double *u = copy_matrix(m);
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Matrix_double *l_empt = InitMatrixWithSize(double, m->rows, m->cols, 0.0);
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Matrix_double *l_empt = InitMatrixWithSize(double, m->rows, m->cols, 0.0);
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Matrix_double *l = put_identity_diagonal(l_empt);
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Matrix_double *l = put_identity_diagonal(l_empt);
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free(l_empt);
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free_matrix(l_empt);
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Matrix_double **u_l = malloc(sizeof(Matrix_double *) * 2);
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Matrix_double **u_l = malloc(sizeof(Matrix_double *) * 2);
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for (size_t y = 0; y < m->rows; y++) {
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for (size_t y = 0; y < m->rows; y++) {
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if (u->data[y]->data[y] == 0) {
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if (u->data[y]->data[y] == 0) {
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printf("ERROR: a pivot is zero in given matrix\n");
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printf("ERROR: a pivot is zero in given matrix\n");
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exit(-1);
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assert(false);
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}
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}
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}
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}
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@ -487,7 +526,7 @@ Matrix_double **lu_decomp(Matrix_double *m) {
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if (denom == 0) {
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if (denom == 0) {
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printf("ERROR: non-factorable matrix\n");
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printf("ERROR: non-factorable matrix\n");
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exit(-1);
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assert(false);
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}
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}
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double factor = -(u->data[y]->data[x] / denom);
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double factor = -(u->data[y]->data[x] / denom);
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@ -509,7 +548,7 @@ Matrix_double **lu_decomp(Matrix_double *m) {
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}
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}
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\end{verbatim}
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\end{verbatim}
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\subsubsection{\texttt{bsubst}}
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\subsubsection{\texttt{bsubst}}
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\label{sec:org253efdc}
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\label{sec:org786580f}
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\begin{itemize}
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\begin{itemize}
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\item Author: Elizabeth Hunt
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\item Author: Elizabeth Hunt
|
||||||
\item Name: \texttt{bsubst}
|
\item Name: \texttt{bsubst}
|
||||||
@ -534,7 +573,7 @@ Array_double *bsubst(Matrix_double *u, Array_double *b) {
|
|||||||
}
|
}
|
||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
\subsubsection{\texttt{fsubst}}
|
\subsubsection{\texttt{fsubst}}
|
||||||
\label{sec:orge0c7bc6}
|
\label{sec:org1d422c6}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Name: \texttt{fsubst}
|
\item Name: \texttt{fsubst}
|
||||||
@ -561,8 +600,8 @@ Array_double *fsubst(Matrix_double *l, Array_double *b) {
|
|||||||
}
|
}
|
||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
|
|
||||||
\subsubsection{\texttt{solve\_matrix}}
|
\subsubsection{\texttt{solve\_matrix\_lu\_bsubst}}
|
||||||
\label{sec:orgbcd445a}
|
\label{sec:orgbf1dbcb}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Location: \texttt{src/matrix.c}
|
\item Location: \texttt{src/matrix.c}
|
||||||
@ -577,7 +616,7 @@ Here we make use of forward substitution to first solve \(Ly = b\) given \(L\) a
|
|||||||
Then, \(LUx = b\), thus \(x\) is a solution.
|
Then, \(LUx = b\), thus \(x\) is a solution.
|
||||||
|
|
||||||
\begin{verbatim}
|
\begin{verbatim}
|
||||||
Array_double *solve_matrix(Matrix_double *m, Array_double *b) {
|
Array_double *solve_matrix_lu_bsubst(Matrix_double *m, Array_double *b) {
|
||||||
assert(b->size == m->rows);
|
assert(b->size == m->rows);
|
||||||
assert(m->rows == m->cols);
|
assert(m->rows == m->cols);
|
||||||
|
|
||||||
@ -592,13 +631,105 @@ Array_double *solve_matrix(Matrix_double *m, Array_double *b) {
|
|||||||
|
|
||||||
free_matrix(u);
|
free_matrix(u);
|
||||||
free_matrix(l);
|
free_matrix(l);
|
||||||
|
free(u_l);
|
||||||
|
|
||||||
return x;
|
return x;
|
||||||
}
|
}
|
||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
|
|
||||||
|
\subsubsection{\texttt{gaussian\_elimination}}
|
||||||
|
\label{sec:orgc3ceb7b}
|
||||||
|
\begin{itemize}
|
||||||
|
\item Author: Elizabeth Hunt
|
||||||
|
\item Location: \texttt{src/matrix.c}
|
||||||
|
\item Input: a pointer to a \texttt{Matrix\_double} \(m\)
|
||||||
|
\item Output: a pointer to a copy of \(m\) in reduced echelon form
|
||||||
|
\end{itemize}
|
||||||
|
|
||||||
|
This works by finding the row with a maximum value in the column \(k\). Then, it uses that as a pivot, and
|
||||||
|
applying reduction to all other rows. The general idea is available at \url{https://en.wikipedia.org/wiki/Gaussian\_elimination}.
|
||||||
|
|
||||||
|
\begin{verbatim}
|
||||||
|
Matrix_double *gaussian_elimination(Matrix_double *m) {
|
||||||
|
uint64_t h = 0;
|
||||||
|
uint64_t k = 0;
|
||||||
|
|
||||||
|
Matrix_double *m_cp = copy_matrix(m);
|
||||||
|
|
||||||
|
while (h < m_cp->rows && k < m_cp->cols) {
|
||||||
|
uint64_t max_row = 0;
|
||||||
|
double total_max = 0.0;
|
||||||
|
|
||||||
|
for (uint64_t row = h; row < m_cp->rows; row++) {
|
||||||
|
double this_max = c_max(fabs(m_cp->data[row]->data[k]), total_max);
|
||||||
|
if (c_max(this_max, total_max) == this_max) {
|
||||||
|
max_row = row;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
if (max_row == 0) {
|
||||||
|
k++;
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
|
||||||
|
Array_double *swp = m_cp->data[max_row];
|
||||||
|
m_cp->data[max_row] = m_cp->data[h];
|
||||||
|
m_cp->data[h] = swp;
|
||||||
|
|
||||||
|
for (uint64_t row = h + 1; row < m_cp->rows; row++) {
|
||||||
|
double factor = m_cp->data[row]->data[k] / m_cp->data[h]->data[k];
|
||||||
|
m_cp->data[row]->data[k] = 0.0;
|
||||||
|
|
||||||
|
for (uint64_t col = k + 1; col < m_cp->cols; col++) {
|
||||||
|
m_cp->data[row]->data[col] -= m_cp->data[h]->data[col] * factor;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
h++;
|
||||||
|
k++;
|
||||||
|
}
|
||||||
|
|
||||||
|
return m_cp;
|
||||||
|
}
|
||||||
|
\end{verbatim}
|
||||||
|
|
||||||
|
\subsubsection{\texttt{solve\_matrix\_gaussian}}
|
||||||
|
\label{sec:orgb8fc210}
|
||||||
|
\begin{itemize}
|
||||||
|
\item Author: Elizabeth Hunt
|
||||||
|
\item Location: \texttt{src/matrix.c}
|
||||||
|
\item Input: a pointer to a \texttt{Matrix\_double} \(m\) and a target \texttt{Array\_double} \(b\)
|
||||||
|
\item Output: a pointer to a vector \(x\) being the solution to the equation \(mx = b\)
|
||||||
|
\end{itemize}
|
||||||
|
|
||||||
|
We first perform \texttt{gaussian\_elimination} after augmenting \(m\) and \(b\). Then, as \(m\) is in reduced echelon form, it's an upper
|
||||||
|
triangular matrix, so we can perform back substitution to compute \(x\).
|
||||||
|
|
||||||
|
\begin{verbatim}
|
||||||
|
Array_double *solve_matrix_gaussian(Matrix_double *m, Array_double *b) {
|
||||||
|
assert(b->size == m->rows);
|
||||||
|
assert(m->rows == m->cols);
|
||||||
|
|
||||||
|
Matrix_double *m_augment_b = add_column(m, b);
|
||||||
|
Matrix_double *eliminated = gaussian_elimination(m_augment_b);
|
||||||
|
|
||||||
|
Array_double *b_gauss = col_v(eliminated, m->cols);
|
||||||
|
Matrix_double *u = slice_column(eliminated, m->rows);
|
||||||
|
|
||||||
|
Array_double *solution = bsubst(u, b_gauss);
|
||||||
|
|
||||||
|
free_matrix(m_augment_b);
|
||||||
|
free_matrix(eliminated);
|
||||||
|
free_matrix(u);
|
||||||
|
free_vector(b_gauss);
|
||||||
|
|
||||||
|
return solution;
|
||||||
|
}
|
||||||
|
\end{verbatim}
|
||||||
|
|
||||||
|
|
||||||
\subsubsection{\texttt{m\_dot\_v}}
|
\subsubsection{\texttt{m\_dot\_v}}
|
||||||
\label{sec:orga9b1f68}
|
\label{sec:org304f5e5}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Location: \texttt{src/matrix.c}
|
\item Location: \texttt{src/matrix.c}
|
||||||
@ -620,7 +751,7 @@ Array_double *m_dot_v(Matrix_double *m, Array_double *v) {
|
|||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
|
|
||||||
\subsubsection{\texttt{put\_identity\_diagonal}}
|
\subsubsection{\texttt{put\_identity\_diagonal}}
|
||||||
\label{sec:org33ead5e}
|
\label{sec:orga145f39}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Location: \texttt{src/matrix.c}
|
\item Location: \texttt{src/matrix.c}
|
||||||
@ -638,8 +769,56 @@ Matrix_double *put_identity_diagonal(Matrix_double *m) {
|
|||||||
}
|
}
|
||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
|
|
||||||
|
\subsubsection{\texttt{slice\_column}}
|
||||||
|
\label{sec:org1ea6d1a}
|
||||||
|
\begin{itemize}
|
||||||
|
\item Author: Elizabeth Hunt
|
||||||
|
\item Location: \texttt{src/matrix.c}
|
||||||
|
\item Input: a pointer to a \texttt{Matrix\_double}
|
||||||
|
\item Output: a pointer to a copy of the given \texttt{Matrix\_double} with column at \texttt{x} sliced
|
||||||
|
\end{itemize}
|
||||||
|
|
||||||
|
\begin{verbatim}
|
||||||
|
Matrix_double *slice_column(Matrix_double *m, size_t x) {
|
||||||
|
Matrix_double *sliced = copy_matrix(m);
|
||||||
|
|
||||||
|
for (size_t row = 0; row < m->rows; row++) {
|
||||||
|
Array_double *old_row = sliced->data[row];
|
||||||
|
sliced->data[row] = slice_element(old_row, x);
|
||||||
|
free_vector(old_row);
|
||||||
|
}
|
||||||
|
sliced->cols--;
|
||||||
|
|
||||||
|
return sliced;
|
||||||
|
}
|
||||||
|
\end{verbatim}
|
||||||
|
|
||||||
|
\subsubsection{\texttt{add\_column}}
|
||||||
|
\label{sec:org733cc61}
|
||||||
|
\begin{itemize}
|
||||||
|
\item Author: Elizabet Hunt
|
||||||
|
\item Location: \texttt{src/matrix.c}
|
||||||
|
\item Input: a pointer to a \texttt{Matrix\_double} and a new vector representing the appended column \texttt{x}
|
||||||
|
\item Output: a pointer to a copy of the given \texttt{Matrix\_double} with a new column \texttt{x}
|
||||||
|
\end{itemize}
|
||||||
|
|
||||||
|
\begin{verbatim}
|
||||||
|
Matrix_double *add_column(Matrix_double *m, Array_double *v) {
|
||||||
|
Matrix_double *pushed = copy_matrix(m);
|
||||||
|
|
||||||
|
for (size_t row = 0; row < m->rows; row++) {
|
||||||
|
Array_double *old_row = pushed->data[row];
|
||||||
|
pushed->data[row] = add_element(old_row, v->data[row]);
|
||||||
|
free_vector(old_row);
|
||||||
|
}
|
||||||
|
|
||||||
|
pushed->cols++;
|
||||||
|
return pushed;
|
||||||
|
}
|
||||||
|
\end{verbatim}
|
||||||
|
|
||||||
\subsubsection{\texttt{copy\_matrix}}
|
\subsubsection{\texttt{copy\_matrix}}
|
||||||
\label{sec:org34b3f5b}
|
\label{sec:orge8936ce}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Location: \texttt{src/matrix.c}
|
\item Location: \texttt{src/matrix.c}
|
||||||
@ -659,7 +838,7 @@ Matrix_double *copy_matrix(Matrix_double *m) {
|
|||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
|
|
||||||
\subsubsection{\texttt{free\_matrix}}
|
\subsubsection{\texttt{free\_matrix}}
|
||||||
\label{sec:org9c91101}
|
\label{sec:orgf7b674e}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Location: \texttt{src/matrix.c}
|
\item Location: \texttt{src/matrix.c}
|
||||||
@ -678,7 +857,7 @@ void free_matrix(Matrix_double *m) {
|
|||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
|
|
||||||
\subsubsection{\texttt{format\_matrix\_into}}
|
\subsubsection{\texttt{format\_matrix\_into}}
|
||||||
\label{sec:org51f3e27}
|
\label{sec:org22902bd}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Name: \texttt{format\_matrix\_into}
|
\item Name: \texttt{format\_matrix\_into}
|
||||||
@ -705,9 +884,9 @@ void format_matrix_into(Matrix_double *m, char *s) {
|
|||||||
}
|
}
|
||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
\subsection{Root Finding Methods}
|
\subsection{Root Finding Methods}
|
||||||
\label{sec:org0e83d47}
|
\label{sec:org6c22e6c}
|
||||||
\subsubsection{\texttt{find\_ivt\_range}}
|
\subsubsection{\texttt{find\_ivt\_range}}
|
||||||
\label{sec:org3e4e34e}
|
\label{sec:org43ba5e5}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Name: \texttt{find\_ivt\_range}
|
\item Name: \texttt{find\_ivt\_range}
|
||||||
@ -737,7 +916,7 @@ double *find_ivt_range(double (*f)(double), double start_x, double delta,
|
|||||||
}
|
}
|
||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
\subsubsection{\texttt{bisect\_find\_root}}
|
\subsubsection{\texttt{bisect\_find\_root}}
|
||||||
\label{sec:org48f0967}
|
\label{sec:orgf8a3f0e}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Name(s): \texttt{bisect\_find\_root}
|
\item Name(s): \texttt{bisect\_find\_root}
|
||||||
@ -765,7 +944,7 @@ double bisect_find_root(double (*f)(double), double a, double b,
|
|||||||
}
|
}
|
||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
\subsubsection{\texttt{bisect\_find\_root\_with\_error\_assumption}}
|
\subsubsection{\texttt{bisect\_find\_root\_with\_error\_assumption}}
|
||||||
\label{sec:org15e3c2d}
|
\label{sec:orgeb72b17}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Name: \texttt{bisect\_find\_root\_with\_error\_assumption}
|
\item Name: \texttt{bisect\_find\_root\_with\_error\_assumption}
|
||||||
@ -789,9 +968,9 @@ double bisect_find_root_with_error_assumption(double (*f)(double), double a,
|
|||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
|
|
||||||
\subsection{Linear Routines}
|
\subsection{Linear Routines}
|
||||||
\label{sec:org98cb54b}
|
\label{sec:org4e14ee5}
|
||||||
\subsubsection{\texttt{least\_squares\_lin\_reg}}
|
\subsubsection{\texttt{least\_squares\_lin\_reg}}
|
||||||
\label{sec:org0c0c5d7}
|
\label{sec:orge0ed136}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Name: \texttt{least\_squares\_lin\_reg}
|
\item Name: \texttt{least\_squares\_lin\_reg}
|
||||||
@ -821,12 +1000,12 @@ Line *least_squares_lin_reg(Array_double *x, Array_double *y) {
|
|||||||
}
|
}
|
||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
\subsection{Appendix / Miscellaneous}
|
\subsection{Appendix / Miscellaneous}
|
||||||
\label{sec:orge34af18}
|
\label{sec:org0130d70}
|
||||||
\subsubsection{Data Types}
|
\subsubsection{Data Types}
|
||||||
\label{sec:org0f2f877}
|
\label{sec:org8aa1c01}
|
||||||
\begin{enumerate}
|
\begin{enumerate}
|
||||||
\item \texttt{Line}
|
\item \texttt{Line}
|
||||||
\label{sec:org3f27166}
|
\label{sec:org596b0e7}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Location: \texttt{inc/types.h}
|
\item Location: \texttt{inc/types.h}
|
||||||
@ -839,7 +1018,7 @@ typedef struct Line {
|
|||||||
} Line;
|
} Line;
|
||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
\item The \texttt{Array\_<type>} and \texttt{Matrix\_<type>}
|
\item The \texttt{Array\_<type>} and \texttt{Matrix\_<type>}
|
||||||
\label{sec:org83fc1f3}
|
\label{sec:org9d1c7c3}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Location: \texttt{inc/types.h}
|
\item Location: \texttt{inc/types.h}
|
||||||
@ -871,10 +1050,10 @@ typedef struct {
|
|||||||
\end{enumerate}
|
\end{enumerate}
|
||||||
|
|
||||||
\subsubsection{Macros}
|
\subsubsection{Macros}
|
||||||
\label{sec:org2bf9bf0}
|
\label{sec:orgb835bfa}
|
||||||
\begin{enumerate}
|
\begin{enumerate}
|
||||||
\item \texttt{c\_max} and \texttt{c\_min}
|
\item \texttt{c\_max} and \texttt{c\_min}
|
||||||
\label{sec:orgcaa569e}
|
\label{sec:org9ca763b}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Location: \texttt{inc/macros.h}
|
\item Location: \texttt{inc/macros.h}
|
||||||
@ -888,7 +1067,7 @@ typedef struct {
|
|||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
|
|
||||||
\item \texttt{InitArray}
|
\item \texttt{InitArray}
|
||||||
\label{sec:org5805999}
|
\label{sec:org3454dab}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Location: \texttt{inc/macros.h}
|
\item Location: \texttt{inc/macros.h}
|
||||||
@ -909,7 +1088,7 @@ typedef struct {
|
|||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
|
|
||||||
\item \texttt{InitArrayWithSize}
|
\item \texttt{InitArrayWithSize}
|
||||||
\label{sec:org264d6b7}
|
\label{sec:orga4ec165}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Location: \texttt{inc/macros.h}
|
\item Location: \texttt{inc/macros.h}
|
||||||
@ -930,7 +1109,7 @@ typedef struct {
|
|||||||
\end{verbatim}
|
\end{verbatim}
|
||||||
|
|
||||||
\item \texttt{InitMatrixWithSize}
|
\item \texttt{InitMatrixWithSize}
|
||||||
\label{sec:org310d41a}
|
\label{sec:org0748f30}
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Author: Elizabeth Hunt
|
\item Author: Elizabeth Hunt
|
||||||
\item Location: \texttt{inc/macros.h}
|
\item Location: \texttt{inc/macros.h}
|
||||||
|
@ -19,7 +19,7 @@ Unless the following are met, the resulting solution will be garbage.
|
|||||||
1. The matrix $U$ must be not be singular.
|
1. The matrix $U$ must be not be singular.
|
||||||
2. $U$ must be square (or it will fail the ~assert~).
|
2. $U$ must be square (or it will fail the ~assert~).
|
||||||
3. The system created by $Ux = b$ must be consistent.
|
3. The system created by $Ux = b$ must be consistent.
|
||||||
4. $U$ is in (obviously) upper-triangular form.
|
4. $U$ is (quite obviously) in upper-triangular form.
|
||||||
|
|
||||||
Thus, the actual calculation performing the $LU$ decomposition
|
Thus, the actual calculation performing the $LU$ decomposition
|
||||||
(in ~lu_decomp~) does a sanity
|
(in ~lu_decomp~) does a sanity
|
||||||
|
Binary file not shown.
@ -1,4 +1,4 @@
|
|||||||
% Created 2023-10-30 Mon 19:05
|
% Created 2023-11-01 Wed 20:49
|
||||||
% Intended LaTeX compiler: pdflatex
|
% Intended LaTeX compiler: pdflatex
|
||||||
\documentclass[11pt]{article}
|
\documentclass[11pt]{article}
|
||||||
\usepackage[utf8]{inputenc}
|
\usepackage[utf8]{inputenc}
|
||||||
@ -29,7 +29,7 @@
|
|||||||
\setlength\parindent{0pt}
|
\setlength\parindent{0pt}
|
||||||
|
|
||||||
\section{Question One}
|
\section{Question One}
|
||||||
\label{sec:org88abf18}
|
\label{sec:org4e80298}
|
||||||
See LIZFCM \(\rightarrow\) Matrix Routines \(\rightarrow\) \texttt{lu decomp} \& \texttt{bsubst}.
|
See LIZFCM \(\rightarrow\) Matrix Routines \(\rightarrow\) \texttt{lu decomp} \& \texttt{bsubst}.
|
||||||
|
|
||||||
The test \texttt{UTEST(matrix, lu\_decomp)} is a unit test for the \texttt{lu\_decomp} routine,
|
The test \texttt{UTEST(matrix, lu\_decomp)} is a unit test for the \texttt{lu\_decomp} routine,
|
||||||
@ -39,14 +39,14 @@ and \texttt{UTEST(matrix, bsubst)} verifies back substitution on an upper triang
|
|||||||
Both can be found in \texttt{tests/matrix.t.c}.
|
Both can be found in \texttt{tests/matrix.t.c}.
|
||||||
|
|
||||||
\section{Question Two}
|
\section{Question Two}
|
||||||
\label{sec:org098a7f1}
|
\label{sec:orga73d05c}
|
||||||
Unless the following are met, the resulting solution will be garbage.
|
Unless the following are met, the resulting solution will be garbage.
|
||||||
|
|
||||||
\begin{enumerate}
|
\begin{enumerate}
|
||||||
\item The matrix \(U\) must be not be singular.
|
\item The matrix \(U\) must be not be singular.
|
||||||
\item \(U\) must be square (or it will fail the \texttt{assert}).
|
\item \(U\) must be square (or it will fail the \texttt{assert}).
|
||||||
\item The system created by \(Ux = b\) must be consistent.
|
\item The system created by \(Ux = b\) must be consistent.
|
||||||
\item \(U\) is in (obviously) upper-triangular form.
|
\item \(U\) is (quite obviously) in upper-triangular form.
|
||||||
\end{enumerate}
|
\end{enumerate}
|
||||||
|
|
||||||
Thus, the actual calculation performing the \(LU\) decomposition
|
Thus, the actual calculation performing the \(LU\) decomposition
|
||||||
@ -55,41 +55,41 @@ check for 1-3 will fail an assert, should a point along the diagonal (pivot) be
|
|||||||
zero, or the matrix be non-factorable.
|
zero, or the matrix be non-factorable.
|
||||||
|
|
||||||
\section{Question Three}
|
\section{Question Three}
|
||||||
\label{sec:org40d5983}
|
\label{sec:org35163c5}
|
||||||
See LIZFCM \(\rightarrow\) Matrix Routines \(\rightarrow\) \texttt{fsubst}.
|
See LIZFCM \(\rightarrow\) Matrix Routines \(\rightarrow\) \texttt{fsubst}.
|
||||||
|
|
||||||
\texttt{UTEST(matrix, fsubst)} verifies forward substitution on a lower triangular 3 \texttimes{} 3
|
\texttt{UTEST(matrix, fsubst)} verifies forward substitution on a lower triangular 3 \texttimes{} 3
|
||||||
matrix with a known solution that can be verified manually.
|
matrix with a known solution that can be verified manually.
|
||||||
|
|
||||||
\section{Question Four}
|
\section{Question Four}
|
||||||
\label{sec:orgf7d23bb}
|
\label{sec:org79d9061}
|
||||||
|
|
||||||
See LIZFCM \(\rightarrow\) Matrix Routines \(\rightarrow\) \texttt{gaussian\_elimination} and \texttt{solve\_gaussian\_elimination}.
|
See LIZFCM \(\rightarrow\) Matrix Routines \(\rightarrow\) \texttt{gaussian\_elimination} and \texttt{solve\_gaussian\_elimination}.
|
||||||
|
|
||||||
\section{Question Five}
|
\section{Question Five}
|
||||||
\label{sec:org54e966c}
|
\label{sec:orgc6ac464}
|
||||||
See LIZFCM \(\rightarrow\) Matrix Routines \(\rightarrow\) \texttt{m\_dot\_v}, and the \texttt{UTEST(matrix, m\_dot\_v)} in
|
See LIZFCM \(\rightarrow\) Matrix Routines \(\rightarrow\) \texttt{m\_dot\_v}, and the \texttt{UTEST(matrix, m\_dot\_v)} in
|
||||||
\texttt{tests/matrix.t.c}.
|
\texttt{tests/matrix.t.c}.
|
||||||
|
|
||||||
\section{Question Six}
|
\section{Question Six}
|
||||||
\label{sec:org413b527}
|
\label{sec:org66fedab}
|
||||||
See \texttt{UTEST(matrix, solve\_gaussian\_elimination)} in \texttt{tests/matrix.t.c}, which generates a diagonally dominant 10 \texttimes{} 10 matrix
|
See \texttt{UTEST(matrix, solve\_gaussian\_elimination)} in \texttt{tests/matrix.t.c}, which generates a diagonally dominant 10 \texttimes{} 10 matrix
|
||||||
and shows that the solution is consistent with the initial matrix, according to the steps given. Then,
|
and shows that the solution is consistent with the initial matrix, according to the steps given. Then,
|
||||||
we do a dot product between each row of the diagonally dominant matrix and the solution vector to ensure
|
we do a dot product between each row of the diagonally dominant matrix and the solution vector to ensure
|
||||||
it is near equivalent to the input vector.
|
it is near equivalent to the input vector.
|
||||||
|
|
||||||
\section{Question Seven}
|
\section{Question Seven}
|
||||||
\label{sec:orgd3d7443}
|
\label{sec:org6897ff2}
|
||||||
See \texttt{UTEST(matrix, solve\_matrix\_lu\_bsubst)} which does the same test in Question Six with the solution according to
|
See \texttt{UTEST(matrix, solve\_matrix\_lu\_bsubst)} which does the same test in Question Six with the solution according to
|
||||||
\texttt{solve\_matrix\_lu\_bsubst} as shown in the Software Manual.
|
\texttt{solve\_matrix\_lu\_bsubst} as shown in the Software Manual.
|
||||||
|
|
||||||
\section{Question Eight}
|
\section{Question Eight}
|
||||||
\label{sec:orgf8ac9bf}
|
\label{sec:org5d529dd}
|
||||||
No, since the time complexity for Gaussian Elimination is always less than that of the LU factorization solution by \(O(n^2)\) operations
|
No, since the time complexity for Gaussian Elimination is always less than that of the LU factorization solution by \(O(n^2)\) operations
|
||||||
(in LU factorization we perform both backwards and forwards substitutions proceeding the LU decomp, in Gaussian Elimination we only need
|
(in LU factorization we perform both backwards and forwards substitutions proceeding the LU decomp, in Gaussian Elimination we only need
|
||||||
back substitution).
|
back substitution).
|
||||||
|
|
||||||
\section{Question Nine, Ten}
|
\section{Question Nine, Ten}
|
||||||
\label{sec:orgb270171}
|
\label{sec:org0fb8e09}
|
||||||
See LIZFCM Software manual and shared library in \texttt{dist} after compiling.
|
See LIZFCM Software manual and shared library in \texttt{dist} after compiling.
|
||||||
\end{document}
|
\end{document}
|
62
notes/Nov-3.org
Normal file
62
notes/Nov-3.org
Normal file
@ -0,0 +1,62 @@
|
|||||||
|
* eigenvalues \rightarrow power method
|
||||||
|
|
||||||
|
we iterate on the x_{k+1} = A x_k
|
||||||
|
|
||||||
|
y = Av_0
|
||||||
|
v_1 = \frac{1}{|| y ||} (y)
|
||||||
|
\lambda_0 = v_0^T A v_0 = v_0^T y
|
||||||
|
|
||||||
|
Find the largest eigenvalue;
|
||||||
|
|
||||||
|
#+BEGIN_SRC c
|
||||||
|
while (error > tol && iter < max_iter) {
|
||||||
|
v_1 = (1 / magnitude(y)) * y;
|
||||||
|
w = m_dot_v(a, v_1);
|
||||||
|
lambda_1 = v_dot_v(transpose(v_1), w);
|
||||||
|
error = abs(lambda_1 - lambda_0);
|
||||||
|
iter++;
|
||||||
|
lambda_0 = lambda_1;
|
||||||
|
y = v_1;
|
||||||
|
}
|
||||||
|
|
||||||
|
return [lambda_1, error];
|
||||||
|
#+END_SRC
|
||||||
|
|
||||||
|
Find the smallest eigenvalue:
|
||||||
|
|
||||||
|
** We know:
|
||||||
|
If \lambda_1 is the largest eigenvalue of $A$ then \frac{1}{\lambda_1} is the smallest eigenvalue of $A^{-1}$.
|
||||||
|
|
||||||
|
If \lambda_n is the smallest eigenvalue of $A$ then \frac{1}{\lambda_n} is the largest eigenvalue of $A^{-1}$.
|
||||||
|
*** However, calculating $A^{-1}$ is inefficient
|
||||||
|
So, transform $w = A^{-1} v_1 \Rightarrow$ Solve $Aw = v_1$ with LU or GE (line 3 of above snippet).
|
||||||
|
|
||||||
|
And, transform $y = A^{-1} v_0 \Rightarrow$ Solve $Ay = v_0$ with LU or GE.
|
||||||
|
|
||||||
|
** Conclusions
|
||||||
|
|
||||||
|
We have the means to compute the approximations of \lambda_1 and \lambda_n.
|
||||||
|
|
||||||
|
(\lambda_1 \rightarrow power method)
|
||||||
|
|
||||||
|
(\lambda_n \rightarrow inverse power method)
|
||||||
|
|
||||||
|
* Eigenvalue Shifting
|
||||||
|
|
||||||
|
If (\lambda, v) is an eigen pair, (v \neq 0)
|
||||||
|
|
||||||
|
Av = \lambdav
|
||||||
|
|
||||||
|
Thus for any \mu \in R
|
||||||
|
|
||||||
|
(Av - \mu I v) = (A - \mu I)v = \lambda v - \mu I v
|
||||||
|
= (\lambda - \mu)v
|
||||||
|
\Rightarrow \lambda - \mu is an eigenvalue of (A - \mu I)
|
||||||
|
|
||||||
|
(A - \mu I)v = (\lambda - \mu)v
|
||||||
|
|
||||||
|
Idea is to choose \mu close to our eigenvalue. We can then inverse iterate to
|
||||||
|
construct an approximation of \lambda - \mu and then add \mu back to get \lambda.
|
||||||
|
|
||||||
|
v_0 = a_1 v_1 + a_2 v_2 + \cdots + a_n v_n
|
||||||
|
A v_0 = a_1 (\lambda_1 v_1) + \cdots
|
Loading…
Reference in New Issue
Block a user