% Created 2023-12-09 Sat 21:43 % Intended LaTeX compiler: pdflatex \documentclass[11pt]{article} \usepackage[utf8]{inputenc} \usepackage[T1]{fontenc} \usepackage{graphicx} \usepackage{longtable} \usepackage{wrapfig} \usepackage{rotating} \usepackage[normalem]{ulem} \usepackage{amsmath} \usepackage{amssymb} \usepackage{capt-of} \usepackage{hyperref} \notindent \notag \usepackage{amsmath} \usepackage[a4paper,margin=1in,portrait]{geometry} \author{Elizabeth Hunt} \date{\today} \title{Homework 7} \hypersetup{ pdfauthor={Elizabeth Hunt}, pdftitle={Homework 7}, pdfkeywords={}, pdfsubject={}, pdfcreator={Emacs 28.2 (Org mode 9.7-pre)}, pdflang={English}} \begin{document} \maketitle \setlength\parindent{0pt} \section{Question One} \label{sec:orgb6d5cda} See \texttt{UTEST(jacobi, solve\_jacobi)} in \texttt{test/jacobi.t.c} and the entry \texttt{Jacobi / Gauss-Siedel -> solve\_jacobi} in the LIZFCM API documentation. \section{Question Two} \label{sec:org9786314} We cannot just perform the Jacobi algorithm on a Leslie matrix since it is obviously not diagonally dominant - which is a requirement. It is certainly not always the case, but, if a Leslie matrix \(L\) is invertible, we can first perform gaussian elimination on \(L\) augmented with \(n_{k+1}\) to obtain \(n_k\) with the Jacobi method. See \texttt{UTEST(jacobi, leslie\_solve)} in \texttt{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 \(O(k n^2) = O(n^2)\) on average but with the con that \(k\) is given by some function on both the convergence criteria and the number of nonzero entries in the matrix - which might end up worse in some cases than the LU decomp approach. \section{Question Three} \label{sec:org0ea87d0} See \texttt{UTEST(jacobi, gauss\_siedel\_solve)} in \texttt{test/jacobi.t.c} which runs the same unit test as \texttt{UTEST(jacobi, solve\_jacobi)} but using the \texttt{Jacobi / Gauss-Siedel -> gauss\_siedel\_solve} method as documented in the LIZFCM API reference. \section{Question Four, Five} \label{sec:org8eea2ae} We produce the following operation counts (by hackily adding the operation count as the last element to the solution vector) and errors - the sum of each vector elements' absolute value away from 1.0 using the proceeding patch and unit test. \begin{center} \begin{tabular}{rrrrrrr} N & JAC opr & JAC err & GS opr & GS err & LU opr & LU err\\[0pt] 5 & 1622 & 0.001244 & 577 & 0.000098 & 430 & 0.000000\\[0pt] 6 & 2812 & 0.001205 & 775 & 0.000080 & 681 & 0.000000\\[0pt] 7 & 5396 & 0.001187 & 860 & 0.000178 & 1015 & 0.000000\\[0pt] 8 & 5618 & 0.001468 & 1255 & 0.000121 & 1444 & 0.000000\\[0pt] 9 & 7534 & 0.001638 & 1754 & 0.000091 & 1980 & 0.000000\\[0pt] 10 & 10342 & 0.001425 & 1847 & 0.000435 & 2635 & 0.000000\\[0pt] 11 & 12870 & 0.001595 & 2185 & 0.000368 & 3421 & 0.000000\\[0pt] 12 & 17511 & 0.001860 & 2912 & 0.000322 & 4350 & 0.000000\\[0pt] 13 & 16226 & 0.001631 & 3362 & 0.000270 & 5434 & 0.000000\\[0pt] 14 & 34333 & 0.001976 & 3844 & 0.000121 & 6685 & 0.000000\\[0pt] 15 & 38474 & 0.001922 & 4358 & 0.000311 & 8115 & 0.000000\\[0pt] 16 & 40405 & 0.002061 & 4904 & 0.000204 & 9736 & 0.000000\\[0pt] 17 & 58518 & 0.002125 & 5482 & 0.000311 & 11560 & 0.000000\\[0pt] 18 & 68079 & 0.002114 & 6092 & 0.000279 & 13599 & 0.000000\\[0pt] 19 & 95802 & 0.002159 & 6734 & 0.000335 & 15865 & 0.000000\\[0pt] 20 & 85696 & 0.002141 & 7408 & 0.000289 & 18370 & 0.000000\\[0pt] 21 & 89026 & 0.002316 & 8114 & 0.000393 & 21126 & 0.000000\\[0pt] 22 & 101537 & 0.002344 & 8852 & 0.000414 & 24145 & 0.000000\\[0pt] 23 & 148040 & 0.002323 & 9622 & 0.000230 & 27439 & 0.000000\\[0pt] 24 & 137605 & 0.002348 & 10424 & 0.000213 & 31020 & 0.000000\\[0pt] 25 & 169374 & 0.002409 & 11258 & 0.000894 & 34900 & 0.000000\\[0pt] 26 & 215166 & 0.002502 & 12124 & 0.000564 & 39091 & 0.000000\\[0pt] 27 & 175476 & 0.002616 & 13022 & 0.000535 & 43605 & 0.000000\\[0pt] 28 & 268454 & 0.002651 & 13952 & 0.000690 & 48454 & 0.000000\\[0pt] 29 & 267034 & 0.002697 & 14914 & 0.000675 & 53650 & 0.000000\\[0pt] 30 & 277193 & 0.002686 & 15908 & 0.000542 & 59205 & 0.000000\\[0pt] 31 & 336792 & 0.002736 & 16934 & 0.000390 & 65131 & 0.000000\\[0pt] 32 & 293958 & 0.002741 & 17992 & 0.000660 & 71440 & 0.000000\\[0pt] 33 & 323638 & 0.002893 & 19082 & 0.001072 & 78144 & 0.000000\\[0pt] 34 & 375104 & 0.003001 & 20204 & 0.001018 & 85255 & 0.000000\\[0pt] 35 & 436092 & 0.003004 & 21358 & 0.000912 & 92785 & 0.000000\\[0pt] 36 & 538143 & 0.003005 & 22544 & 0.000954 & 100746 & 0.000000\\[0pt] 37 & 511886 & 0.003029 & 23762 & 0.000462 & 109150 & 0.000000\\[0pt] 38 & 551332 & 0.003070 & 25012 & 0.000996 & 118009 & 0.000000\\[0pt] 39 & 592750 & 0.003110 & 26294 & 0.000989 & 127335 & 0.000000\\[0pt] 40 & 704208 & 0.003165 & 27608 & 0.000583 & 137140 & 0.000000\\[0pt] \end{tabular} \end{center} \begin{verbatim} diff --git a/src/matrix.c b/src/matrix.c index 901a426..af5529f 100644 --- a/src/matrix.c +++ b/src/matrix.c @@ -144,20 +144,54 @@ Array_double *solve_matrix_lu_bsubst(Matrix_double *m, Array_double *b) { assert(b->size == m->rows); assert(m->rows == m->cols); + double opr = 0; + + opr += b->size; Array_double *x = copy_vector(b); + + size_t n = m->rows; + opr += n * n; // (u copy) + opr += n * n; // l_empty + opr += n * n + n; // copy + put_identity_diagonal + opr += n; // pivot check + opr += m->cols; + for (size_t x = 0; x < m->cols; x++) { + opr += (m->rows - (x + 1)); + for (size_t y = x + 1; y < m->rows; y++) { + opr += 1; + opr += 2; // -factor + opr += 4 * n; // scale, add_v, free_vector + opr += 1; // -factor + } + } + opr += n; Matrix_double **u_l = lu_decomp(m); + Matrix_double *u = u_l[0]; Matrix_double *l = u_l[1]; + opr += n; + for (int64_t row = n - 1; row >= 0; row--) { + opr += 2 * (n - row); + opr += 1; + } Array_double *b_fsub = fsubst(l, b); + + opr += n; + for (size_t x = 0; x < n; x++) { + opr += 2 * (x + 1); + opr += 1; // /= l->data[row]->data[row] + } x = bsubst(u, b_fsub); - free_vector(b_fsub); + free_vector(b_fsub); free_matrix(u); free_matrix(l); free(u_l); - return x; + Array_double *copy = add_element(x, opr); + free_vector(x); + return copy; } Matrix_double *gaussian_elimination(Matrix_double *m) { @@ -231,18 +265,36 @@ Array_double *jacobi_solve(Matrix_double *m, Array_double *b, assert(b->size == m->cols); size_t iter = max_iterations; + double opr = 0; + + opr += 2 * b->size; // to initialize two vectors with the same dim of b twice 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)); + // add since these wouldn't be accounter for after the loop + opr += 1; // iter decrement + opr += + 3 * x_k_1->size; // 1 to perform x_k_1, x_k and 2 to perform ||x_k_1||_2 while ((--iter) > 0 && l2_distance(x_k_1, x_k) > l2_convergence_tolerance) { + opr += 1; // iter decrement + opr += + 3 * x_k_1->size; // 1 to perform x_k_1, x_k and 2 to perform ||x_k_1||_2 + + opr += m->rows; // row for add oprs for (size_t i = 0; i < m->rows; i++) { double delta = 0.0; + + opr += m->cols; for (size_t j = 0; j < m->cols; j++) { if (i == j) continue; + + opr += 1; delta += m->data[i]->data[j] * x_k->data[j]; } + + opr += 2; x_k_1->data[i] = (b->data[i] - delta) / m->data[i]->data[i]; } @@ -251,8 +303,9 @@ Array_double *jacobi_solve(Matrix_double *m, Array_double *b, x_k_1 = tmp; } - free_vector(x_k); - return x_k_1; + Array_double *copy = add_element(x_k_1, opr); + free_vector(x_k_1); + return copy; } Array_double *gauss_siedel_solve(Matrix_double *m, Array_double *b, @@ -262,30 +315,48 @@ Array_double *gauss_siedel_solve(Matrix_double *m, Array_double *b, assert(b->size == m->cols); size_t iter = max_iterations; + double opr = 0; + + opr += 2 * b->size; // to initialize two vectors with the same dim of b twice 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) { + opr += 1; // iter decrement + + opr += x_k->size; // copy oprs for (size_t i = 0; i < x_k->size; i++) x_k->data[i] = x_k_1->data[i]; + opr += m->rows; // row for add oprs for (size_t i = 0; i < m->rows; i++) { double delta = 0.0; + + opr += m->cols; for (size_t j = 0; j < m->cols; j++) { if (i == j) continue; + + opr += 1; delta += m->data[i]->data[j] * x_k_1->data[j]; } + + opr += 2; x_k_1->data[i] = (b->data[i] - delta) / m->data[i]->data[i]; } + opr += + 3 * x_k_1->size; // 1 to perform x_k_1, x_k and 2 to perform ||x_k_1||_2 if (l2_distance(x_k_1, x_k) <= l2_convergence_tolerance) break; } free_vector(x_k); - return x_k_1; + + Array_double *copy = add_element(x_k_1, opr); + free_vector(x_k_1); + return copy; } \end{verbatim} And this unit test: \begin{verbatim} UTEST(hw_8, p4_5) { printf("| N | JAC opr | JAC err | GS opr | GS err | LU opr | LU err | \n"); for (size_t i = 5; i < 100; i++) { Matrix_double *m = generate_ddm(i); double oprs[3] = {0.0, 0.0, 0.0}; double errs[3] = {0.0, 0.0, 0.0}; 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; // JACOBI { Array_double *solution_with_opr_count = jacobi_solve(m, b, tolerance, max_iter); Array_double *solution = slice_element(solution_with_opr_count, solution_with_opr_count->size - 1); for (size_t i = 0; i < solution->size; i++) errs[0] += fabs(solution->data[i] - 1.0); oprs[0] = solution_with_opr_count->data[solution_with_opr_count->size - 1]; free_vector(solution); free_vector(solution_with_opr_count); } // GAUSS-SIEDEL { Array_double *solution_with_opr_count = gauss_siedel_solve(m, b, tolerance, max_iter); Array_double *solution = slice_element(solution_with_opr_count, solution_with_opr_count->size - 1); for (size_t i = 0; i < solution->size; i++) errs[1] += fabs(solution->data[i] - 1.0); oprs[1] = solution_with_opr_count->data[solution_with_opr_count->size - 1]; free_vector(solution); free_vector(solution_with_opr_count); } // LU-BSUBST { Array_double *solution_with_opr_count = solve_matrix_lu_bsubst(m, b); Array_double *solution = slice_element(solution_with_opr_count, solution_with_opr_count->size - 1); for (size_t i = 0; i < solution->size; i++) errs[2] += fabs(solution->data[i] - 1.0); oprs[2] = solution_with_opr_count->data[solution_with_opr_count->size - 1]; free_vector(solution); free_vector(solution_with_opr_count); } free_matrix(m); free_vector(b_1); free_vector(b); printf("| %zu | %f | %f | %f | %f | %f | %f | \n", i, oprs[0], errs[0], oprs[1], errs[1], oprs[2], errs[2]); } } \end{verbatim} \end{document}