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Solver.java
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88 lines (82 loc) · 2.59 KB
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package symjava.examples;
import no.uib.cipr.matrix.DenseMatrix;
import no.uib.cipr.matrix.DenseVector;
import no.uib.cipr.matrix.Matrix;
import no.uib.cipr.matrix.Vector;
import no.uib.cipr.matrix.sparse.CG;
import no.uib.cipr.matrix.sparse.IterativeSolverNotConvergedException;
public class Solver {
public static double[] solveCG(double[][] A, double[] b, double[] x) {
DenseMatrix DA = new DenseMatrix(A);
DenseVector Db = new DenseVector(b);
DenseVector Dx = new DenseVector(x);
CG sol = new CG(Db);
try {
long begin = System.currentTimeMillis();
sol.solve(DA, Db, Dx);
long end = System.currentTimeMillis();
System.out.println(String.format("Iter=%03d Time=%dms", sol
.getIterationMonitor().iterations(), (end - begin)));
} catch (IterativeSolverNotConvergedException e) {
e.printStackTrace();
}
return Dx.getData();
}
public static double[] solveCG2(double[][] _A, double[] _b, double[] _x) {
//System.out.println("b=");
//for(int i=0; i<_b.length; i++)
// System.out.println(_b[i]+" ");
//System.out.println();
Matrix A = new DenseMatrix(_A);
Vector b = new DenseVector(_b);
DenseVector x = new DenseVector(_x);
Matrix AT = A.copy().transpose();
Matrix ATA = new DenseMatrix(AT.numRows(), A.numColumns());
AT.mult(A, ATA);
DenseMatrix I = new DenseMatrix(ATA.numRows(), ATA.numColumns());
for(int i=0;i<ATA.numRows();i++) {
I.set(i, i, 0.000001*1);
}
ATA.add(I);
Vector ATb = new DenseVector(AT.numRows());
ATb = AT.mult(b, ATb);
CG sol = new CG(ATb);
try {
long begin = System.currentTimeMillis();
sol.solve(ATA, ATb, x);
long end = System.currentTimeMillis();
//System.out.println(String.format("CG Iter=%03d Time=%dms", sol
// .getIterationMonitor().iterations(), (end - begin)));
} catch (IterativeSolverNotConvergedException e) {
e.printStackTrace();
}
System.arraycopy(x.getData(), 0, _x, 0, _x.length);
return _x;
}
public static void main(String[] args) {
double[][] A = {
{ 2, 1, 3},
{ 2, 6, 8},
{ 6, 8, 18}
};
double[] b = {1, 3, 5};
double[] x = {0, 0, 0};
solveCG2(A, b, x);
for(double i : x)
System.out.println(i);
//x=(0.3,0.4,0)
int N = Integer.valueOf(args[0]);
long begin = System.currentTimeMillis();
double[][] AA = new double[N][N];
double[] xx = new double[N];
double[] bb = new double[N];
for(int i=0;i<N;i++)
for(int j=0;j<N;j++)
AA[i][j] = Math.random();
for(int i=0;i<N;i++)
bb[i] = Math.random();
solveCG2(AA, bb, xx);
long end = System.currentTimeMillis();
System.out.println("Time for solving "+N+"*"+N+" system:" + (end-begin) + "ms");
}
}