add software manual updates for hw8

doc/software_manual.org

@@ -1,4 +1,4 @@
-#+TITLE: LIZFCM Software Manual (v0.5)
+#+TITLE: LIZFCM Software Manual (v0.6)
 #+AUTHOR: Elizabeth Hunt
 #+LATEX_HEADER: \notindent \notag  \usepackage{amsmath} \usepackage[a4paper,margin=1in,portrait]{geometry}
 #+LATEX: \setlength\parindent{0pt}
@@ -544,30 +544,32 @@ applying reduction to all other rows. The general idea is available at [[https:/
 
 #+BEGIN_SRC c
 Matrix_double *gaussian_elimination(Matrix_double *m) {
-  uint64_t h = 0;
+  uint64_t h = 0, k = 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;
+    uint64_t max_row = h;
-    double total_max = 0.0;
+    double max_val = 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);
+      double val = fabs(m_cp->data[row]->data[k]);
-      if (c_max(this_max, total_max) == this_max) {
+      if (val > max_val) {
+        max_val = val;
         max_row = row;
       }
     }
 
-    if (max_row == 0) {
+    if (max_val == 0.0) {
       k++;
       continue;
     }
 
-    Array_double *swp = m_cp->data[max_row];
+    if (max_row != h) {
-    m_cp->data[max_row] = m_cp->data[h];
+      Array_double *swp = m_cp->data[max_row];
-    m_cp->data[h] = swp;
+      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];
@@ -743,7 +745,7 @@ void format_matrix_into(Matrix_double *m, char *s) {
     strcpy(s, "empty");
 
   for (size_t y = 0; y < m->rows; ++y) {
-    char row_s[256];
+    char row_s[5192];
     strcpy(row_s, "");
 
     format_vector_into(m->data[y], row_s);
@@ -1159,8 +1161,112 @@ Matrix_double *leslie_matrix(Array_double *age_class_surivor_ratio,
   return leslie;
 }
 #+END_SRC
+** Jacobi / Gauss-Siedel
+*** ~jacobi_solve~
++ Author: Elizabeth Hunt
++ Name: ~jacobi_solve~
++ Location: ~src/matrix.c~
++ Input: a pointer to a diagonally dominant square matrix $m$, a vector representing
+  the value $b$ in $mx = b$, a double representing the maximum distance between
+  the solutions produced by iteration $i$ and $i+1$ (by L2 norm a.k.a cartesian
+  distance), and a ~max_iterations~ which we force stop.
++ Output: the converged-upon solution $x$ to $mx = b$
+#+BEGIN_SRC c
+Array_double *jacobi_solve(Matrix_double *m, Array_double *b,
+                           double l2_convergence_tolerance,
+                           size_t max_iterations) {
+  assert(m->rows == m->cols);
+  assert(b->size == m->cols);
+  size_t iter = max_iterations;
+
+  Array_double *x_k = InitArrayWithSize(double, b->size, 0.0);
+  Array_double *x_k_1 =
+      InitArrayWithSize(double, b->size, rand_from(0.1, 10.0));
+
+  while ((--iter) > 0 && l2_distance(x_k_1, x_k) > l2_convergence_tolerance) {
+    for (size_t i = 0; i < m->rows; i++) {
+      double delta = 0.0;
+      for (size_t j = 0; j < m->cols; j++) {
+        if (i == j)
+          continue;
+        delta += m->data[i]->data[j] * x_k->data[j];
+      }
+      x_k_1->data[i] = (b->data[i] - delta) / m->data[i]->data[i];
+    }
+
+    Array_double *tmp = x_k;
+    x_k = x_k_1;
+    x_k_1 = tmp;
+  }
+
+  free_vector(x_k);
+  return x_k_1;
+}
+#+END_SRC
+
+*** ~gauss_siedel_solve~
++ Author: Elizabeth Hunt
++ Name: ~gauss_siedel_solve~
++ Location: ~src/matrix.c~
++ Input: a pointer to a [[https://en.wikipedia.org/wiki/Gauss%E2%80%93Seidel_method][diagonally dominant or symmetric and positive definite]]
+  square matrix $m$, a vector representing
+  the value $b$ in $mx = b$, a double representing the maximum distance between
+  the solutions produced by iteration $i$ and $i+1$ (by L2 norm a.k.a cartesian
+  distance), and a ~max_iterations~ which we force stop.
++ Output: the converged-upon solution $x$ to $mx = b$
++ Description: we use almost the exact same method as ~jacobi_solve~ but modify
+  only one array in accordance to the Gauss-Siedel method, but which is necessarily
+  copied before due to the convergence check.
+#+BEGIN_SRC c
+
+Array_double *gauss_siedel_solve(Matrix_double *m, Array_double *b,
+                                 double l2_convergence_tolerance,
+                                 size_t max_iterations) {
+  assert(m->rows == m->cols);
+  assert(b->size == m->cols);
+  size_t iter = max_iterations;
+
+  Array_double *x_k = InitArrayWithSize(double, b->size, 0.0);
+  Array_double *x_k_1 =
+      InitArrayWithSize(double, b->size, rand_from(0.1, 10.0));
+
+  while ((--iter) > 0) {
+    for (size_t i = 0; i < x_k->size; i++)
+      x_k->data[i] = x_k_1->data[i];
+
+    for (size_t i = 0; i < m->rows; i++) {
+      double delta = 0.0;
+      for (size_t j = 0; j < m->cols; j++) {
+        if (i == j)
+          continue;
+        delta += m->data[i]->data[j] * x_k_1->data[j];
+      }
+      x_k_1->data[i] = (b->data[i] - delta) / m->data[i]->data[i];
+    }
+
+    if (l2_distance(x_k_1, x_k) <= l2_convergence_tolerance)
+      break;
+  }
+
+  free_vector(x_k);
+  return x_k_1;
+}
+#+END_SRC
 
 ** Appendix / Miscellaneous
+*** Random
++ Author: Elizabeth Hunt
++ Name: ~rand_from~
++ Location: ~src/rand.c~
++ Input: a pair of doubles, min and max to generate a random number min
+  \le x \le max
++ Output: a random double in the constraints shown
+
+#+BEGIN_SRC c
+double rand_from(double min, double max) {
+  return min + (rand() / (RAND_MAX / (max - min)));
+}
+#+END_SRC
 *** Data Types
 **** ~Line~
 + Author: Elizabeth Hunt

homeworks/hw-8.org

@@ -4,14 +4,34 @@
 #+LATEX: \setlength\parindent{0pt}
 #+OPTIONS: toc:nil
 
-TODO: Update LIZFCM org file with jacobi solve, format_matrix_into, rand
+TODO: Update LIZFCM org file with jacobi solve
 
 * Question One
 See ~UTEST(jacobi, solve_jacobi)~ in ~test/jacobi.t.c~ and the entry
 ~Jacobi -> solve_jacobi~ in the LIZFCM API documentation.
 * Question Two
-A problem arises when using the Jacobi method to solve for the previous population
+We cannot just perform the Jacobi algorithm on a Leslie matrix since
-distribution, $n_k$, from $Ln_{k} = n_{k+1}$, because a Leslie matrix is not diagonally
+it is obviously not diagonally dominant - which is a requirement. It is
-dominant and will cause a division by zero. Likewise, we cannot factor it into $L$
+certainly not always the case, but, if a Leslie matrix $L$ is invertible, we can
-and $U$ terms and apply back substitution because pivot points are zero.
+first perform gaussian elimination on $L$ augmented with $n_{k+1}$
+to obtain $n_k$ with the Jacobi method. See ~UTEST(jacobi, leslie_solve)~
+in ~test/jacobi.t.c~ for an example wherein this method is tested on a Leslie
+matrix to recompute a given initial population distribution.
+
+In terms of accuracy, an LU factorization and back substitution approach will
+always be as correct as possible within the limits of computation; it's a
+direct solution method. It's simply the nature of the Jacobi algorithm being
+a convergent solution that determines its accuracy.
+
+LU factorization also performs in order $O(n^3)$ runtime for an $n \times n$
+matrix, whereas the Jacobi algorithm runs in order $O(k n^2) = O(n^2)$ but with the
+con that $k$ is given by the convergence criteria, which might end up worse in
+some cases, than LU.
+
 * Question Three
+See ~UTEST(jacobi, gauss_siedel_solve)~ in ~test/jacobi.t.c~ which runs the same
+unit test as ~UTEST(jacobi, solve_jacobi)~ but using the
+~Jacobi -> gauss_siedel_solve~ method as documented in the LIZFCM API reference.
+
+* Question Four, Five
+

inc/lizfcm.h

@@ -93,5 +93,8 @@ extern double rand_from(double min, double max);
 
 extern Array_double *jacobi_solve(Matrix_double *m, Array_double *b,
                                   double tolerance, size_t max_iterations);
+extern Array_double *gauss_siedel_solve(Matrix_double *m, Array_double *b,
+                                        double l2_convergence_tolerance,
+                                        size_t max_iterations);
 
 #endif // LIZFCM_H

src/matrix.c

@@ -2,9 +2,9 @@
 #include <assert.h>
 #include <math.h>
 #include <stdio.h>
-n #include<string.h>
+#include <string.h>
 
-    Array_double *m_dot_v(Matrix_double *m, Array_double *v) {
+Array_double *m_dot_v(Matrix_double *m, Array_double *v) {
   assert(v->size == m->cols);
 
   Array_double *product = copy_vector(v);
@@ -161,30 +161,32 @@ Array_double *solve_matrix_lu_bsubst(Matrix_double *m, Array_double *b) {
 }
 
 Matrix_double *gaussian_elimination(Matrix_double *m) {
-  uint64_t h = 0;
+  uint64_t h = 0, k = 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;
+    uint64_t max_row = h;
-    double total_max = 0.0;
+    double max_val = 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);
+      double val = fabs(m_cp->data[row]->data[k]);
-      if (c_max(this_max, total_max) == this_max) {
+      if (val > max_val) {
+        max_val = val;
         max_row = row;
       }
     }
 
-    if (max_row == 0) {
+    if (max_val == 0.0) {
       k++;
       continue;
     }
 
-    Array_double *swp = m_cp->data[max_row];
+    if (max_row != h) {
-    m_cp->data[max_row] = m_cp->data[h];
+      Array_double *swp = m_cp->data[max_row];
-    m_cp->data[h] = swp;
+      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];
@@ -225,16 +227,18 @@ Array_double *solve_matrix_gaussian(Matrix_double *m, Array_double *b) {
 Array_double *jacobi_solve(Matrix_double *m, Array_double *b,
                            double l2_convergence_tolerance,
                            size_t max_iterations) {
+  assert(m->rows == m->cols);
+  assert(b->size == m->cols);
   size_t iter = max_iterations;
 
-  Array_double *x_k = InitArrayWithSize(double, b->size, rand_from(0.1, 10.0));
+  Array_double *x_k = InitArrayWithSize(double, b->size, 0.0);
   Array_double *x_k_1 =
       InitArrayWithSize(double, b->size, rand_from(0.1, 10.0));
 
   while ((--iter) > 0 && l2_distance(x_k_1, x_k) > l2_convergence_tolerance) {
-    for (size_t i = 0; i < x_k->size; i++) {
+    for (size_t i = 0; i < m->rows; i++) {
       double delta = 0.0;
-      for (size_t j = 0; j < x_k->size; j++) {
+      for (size_t j = 0; j < m->cols; j++) {
         if (i == j)
           continue;
         delta += m->data[i]->data[j] * x_k->data[j];
@@ -251,6 +255,39 @@ Array_double *jacobi_solve(Matrix_double *m, Array_double *b,
   return x_k_1;
 }
 
+Array_double *gauss_siedel_solve(Matrix_double *m, Array_double *b,
+                                 double l2_convergence_tolerance,
+                                 size_t max_iterations) {
+  assert(m->rows == m->cols);
+  assert(b->size == m->cols);
+  size_t iter = max_iterations;
+
+  Array_double *x_k = InitArrayWithSize(double, b->size, 0.0);
+  Array_double *x_k_1 =
+      InitArrayWithSize(double, b->size, rand_from(0.1, 10.0));
+
+  while ((--iter) > 0) {
+    for (size_t i = 0; i < x_k->size; i++)
+      x_k->data[i] = x_k_1->data[i];
+
+    for (size_t i = 0; i < m->rows; i++) {
+      double delta = 0.0;
+      for (size_t j = 0; j < m->cols; j++) {
+        if (i == j)
+          continue;
+        delta += m->data[i]->data[j] * x_k_1->data[j];
+      }
+      x_k_1->data[i] = (b->data[i] - delta) / m->data[i]->data[i];
+    }
+
+    if (l2_distance(x_k_1, x_k) <= l2_convergence_tolerance)
+      break;
+  }
+
+  free_vector(x_k);
+  return x_k_1;
+}
+
 Matrix_double *slice_column(Matrix_double *m, size_t x) {
   Matrix_double *sliced = copy_matrix(m);
 

src/rand.c

@@ -1,7 +1,5 @@
 #include "lizfcm.h"
 
 double rand_from(double min, double max) {
-  double range = (max - min);
+  return min + (rand() / (RAND_MAX / (max - min)));
-  double div = RAND_MAX / range;
-  return min + (rand() / div);
 }

test/jacobi.t.c

@@ -1,4 +1,5 @@
 #include "lizfcm.test.h"
+#include <assert.h>
 #include <math.h>
 
 Matrix_double *generate_ddm(size_t n) {
@@ -31,3 +32,62 @@ UTEST(jacobi, jacobi_solve) {
   free_vector(b);
   free_vector(solution);
 }
+
+UTEST(jacobi, gauss_siedel_solve) {
+  Matrix_double *m = generate_ddm(2);
+
+  Array_double *b_1 = InitArrayWithSize(double, m->rows, 1.0);
+  Array_double *b = m_dot_v(m, b_1);
+
+  double tolerance = 0.001;
+  size_t max_iter = 400;
+  Array_double *solution = gauss_siedel_solve(m, b, tolerance, max_iter);
+
+  for (size_t y = 0; y < m->rows; y++) {
+    double dot = v_dot_v(m->data[y], solution);
+    EXPECT_NEAR(b->data[y], dot, 0.1);
+  }
+
+  free_matrix(m);
+  free_vector(b_1);
+  free_vector(b);
+  free_vector(solution);
+}
+
+UTEST(jacobi, leslie_solve) {
+  Array_double *felicity = InitArray(double, {0.0, 1.5, 0.8});
+  Array_double *survivor_ratios = InitArray(double, {0.8, 0.55});
+  Matrix_double *leslie = leslie_matrix(survivor_ratios, felicity);
+
+  Array_double *initial_pop = InitArray(double, {10.0, 20.0, 15.0});
+  Array_double *next = m_dot_v(leslie, initial_pop);
+
+  Matrix_double *augmented = add_column(leslie, next);
+  Matrix_double *leslie_augmented_echelon = gaussian_elimination(augmented);
+
+  Array_double *next_echelon =
+      col_v(leslie_augmented_echelon, leslie_augmented_echelon->cols - 1);
+  Matrix_double *leslie_echelon = slice_column(
+      leslie_augmented_echelon, leslie_augmented_echelon->cols - 1);
+
+  double tolerance = 0.001;
+  size_t max_iter = 400;
+  Array_double *initial_pop_guess =
+      jacobi_solve(leslie_echelon, next_echelon, tolerance, max_iter);
+
+  for (size_t y = 0; y < initial_pop->size; y++) {
+    EXPECT_NEAR(initial_pop_guess->data[y], initial_pop->data[y], 0.05);
+  }
+
+  free_matrix(leslie);
+  free_matrix(augmented);
+  free_matrix(leslie_augmented_echelon);
+  free_matrix(leslie_echelon);
+
+  free_vector(felicity);
+  free_vector(survivor_ratios);
+  free_vector(next);
+  free_vector(next_echelon);
+  free_vector(initial_pop);
+  free_vector(initial_pop_guess);
+}