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/*!
* \file
* \brief LU factorization routines test program
* \author Tony Ottosson and Adam Piatyszek
*
* -------------------------------------------------------------------------
*
* IT++ - C++ library of mathematical, signal processing, speech processing,
* and communications classes and functions
*
* Copyright (C) 1995-2008 (see AUTHORS file for a list of contributors)
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
*
* -------------------------------------------------------------------------
*/
#include <itpp/itstat.h>
using namespace itpp;
using namespace std;
int main(void)
{
cout << "=================================" << endl;
cout << "Test of LU factorization routines" << endl;
cout << "=================================" << endl;
{
cout << "Real matrix" << endl;
mat X = randn(5, 5);
mat L, U;
ivec p;
lu(X, L, U, p);
mat P = to_mat(permutation_matrix(p));
cout << "X = " << round_to_zero(X) << endl;
cout << "norm(X - P^T*L*U) = "
<< round_to_zero(norm(X - transpose(P) * L * U)) << endl;
}
{
cout << "Complex matrix" << endl;
cmat X = randn_c(5, 5);
cmat L, U;
ivec p;
lu(X, L, U, p);
mat P = to_mat(permutation_matrix(p));
cout << "X = " << round_to_zero(X) << endl;
cout << "norm(X - P^H*L*U = "
<< round_to_zero(norm(X - hermitian_transpose(P) * L * U)) << endl;
}
return 0;
}
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