Cholesky decomposition: Difference between revisions
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=={{header|Phix}}== |
=={{header|Phix}}== |
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{{trans|Sidef}} |
{{trans|Sidef}} |
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<lang Phix> |
<!--<lang Phix>(phixonline)--> |
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<span style="color: #008080;">with</span> <span style="color: #008080;">javascript_semantics</span> |
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integer l = length(matrix) |
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<span style="color: #008080;">function</span> <span style="color: #000000;">cholesky</span><span style="color: #0000FF;">(</span><span style="color: #004080;">sequence</span> <span style="color: #000000;">matrix</span><span style="color: #0000FF;">)</span> |
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sequence chol = repeat(repeat(0,l),l) |
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<span style="color: #004080;">integer</span> <span style="color: #000000;">l</span> <span style="color: #0000FF;">=</span> <span style="color: #7060A8;">length</span><span style="color: #0000FF;">(</span><span style="color: #000000;">matrix</span><span style="color: #0000FF;">)</span> |
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for row=1 to l do |
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<span style="color: #004080;">sequence</span> <span style="color: #000000;">chol</span> <span style="color: #0000FF;">=</span> <span style="color: #7060A8;">repeat</span><span style="color: #0000FF;">(</span><span style="color: #7060A8;">repeat</span><span style="color: #0000FF;">(</span><span style="color: #000000;">0</span><span style="color: #0000FF;">,</span><span style="color: #000000;">l</span><span style="color: #0000FF;">),</span><span style="color: #000000;">l</span><span style="color: #0000FF;">)</span> |
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for col=1 to row do |
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<span style="color: #008080;">for</span> <span style="color: #000000;">row</span><span style="color: #0000FF;">=</span><span style="color: #000000;">1</span> <span style="color: #008080;">to</span> <span style="color: #000000;">l</span> <span style="color: #008080;">do</span> |
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atom x = matrix[row][col] |
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<span style="color: #008080;">for</span> <span style="color: #000000;">col</span><span style="color: #0000FF;">=</span><span style="color: #000000;">1</span> <span style="color: #008080;">to</span> <span style="color: #000000;">row</span> <span style="color: #008080;">do</span> |
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for i=1 to col do |
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<span style="color: #004080;">atom</span> <span style="color: #000000;">x</span> <span style="color: #0000FF;">=</span> <span style="color: #000000;">matrix</span><span style="color: #0000FF;">[</span><span style="color: #000000;">row</span><span style="color: #0000FF;">][</span><span style="color: #000000;">col</span><span style="color: #0000FF;">]</span> |
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x -= chol[row][i] * chol[col][i] |
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<span style="color: #008080;">for</span> <span style="color: #000000;">i</span><span style="color: #0000FF;">=</span><span style="color: #000000;">1</span> <span style="color: #008080;">to</span> <span style="color: #000000;">col</span> <span style="color: #008080;">do</span> |
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end for |
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<span style="color: #000000;">x</span> <span style="color: #0000FF;">-=</span> <span style="color: #000000;">chol</span><span style="color: #0000FF;">[</span><span style="color: #000000;">row</span><span style="color: #0000FF;">][</span><span style="color: #000000;">i</span><span style="color: #0000FF;">]</span> <span style="color: #0000FF;">*</span> <span style="color: #000000;">chol</span><span style="color: #0000FF;">[</span><span style="color: #000000;">col</span><span style="color: #0000FF;">][</span><span style="color: #000000;">i</span><span style="color: #0000FF;">]</span> |
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chol[row][col] = iff(row == col ? sqrt(x) : x/chol[col][col]) |
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<span style="color: #008080;">end</span> <span style="color: #008080;">for</span> |
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end for |
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<span style="color: #000000;">chol</span><span style="color: #0000FF;">[</span><span style="color: #000000;">row</span><span style="color: #0000FF;">][</span><span style="color: #000000;">col</span><span style="color: #0000FF;">]</span> <span style="color: #0000FF;">=</span> <span style="color: #008080;">iff</span><span style="color: #0000FF;">(</span><span style="color: #000000;">row</span> <span style="color: #0000FF;">==</span> <span style="color: #000000;">col</span> <span style="color: #0000FF;">?</span> <span style="color: #7060A8;">sqrt</span><span style="color: #0000FF;">(</span><span style="color: #000000;">x</span><span style="color: #0000FF;">)</span> <span style="color: #0000FF;">:</span> <span style="color: #000000;">x</span><span style="color: #0000FF;">/</span><span style="color: #000000;">chol</span><span style="color: #0000FF;">[</span><span style="color: #000000;">col</span><span style="color: #0000FF;">][</span><span style="color: #000000;">col</span><span style="color: #0000FF;">])</span> |
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end for |
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<span style="color: #008080;">end</span> <span style="color: #008080;">for</span> |
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return chol |
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<span style="color: #008080;">end</span> <span style="color: #008080;">for</span> |
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end function |
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<span style="color: #008080;">return</span> <span style="color: #000000;">chol</span> |
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<span style="color: #008080;">end</span> <span style="color: #008080;">function</span> |
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ppOpt({pp_Nest,1}) |
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pp(cholesky({{ 25, 15, -5 }, |
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<span style="color: #7060A8;">ppOpt</span><span style="color: #0000FF;">({</span><span style="color: #004600;">pp_Nest</span><span style="color: #0000FF;">,</span><span style="color: #000000;">1</span><span style="color: #0000FF;">})</span> |
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{ 15, 18, 0 }, |
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<span style="color: #7060A8;">pp</span><span style="color: #0000FF;">(</span><span style="color: #000000;">cholesky</span><span style="color: #0000FF;">({{</span> <span style="color: #000000;">25</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">15</span><span style="color: #0000FF;">,</span> <span style="color: #0000FF;">-</span><span style="color: #000000;">5</span> <span style="color: #0000FF;">},</span> |
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{ -5, 0, 11 }})) |
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<span style="color: #0000FF;">{</span> <span style="color: #000000;">15</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">18</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">0</span> <span style="color: #0000FF;">},</span> |
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pp(cholesky({{ 18, 22, 54, 42}, |
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<span style="color: #0000FF;">{</span> <span style="color: #0000FF;">-</span><span style="color: #000000;">5</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">0</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">11</span> <span style="color: #0000FF;">}}))</span> |
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{ 22, 70, 86, 62}, |
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<span style="color: #7060A8;">pp</span><span style="color: #0000FF;">(</span><span style="color: #000000;">cholesky</span><span style="color: #0000FF;">({{</span> <span style="color: #000000;">18</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">22</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">54</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">42</span><span style="color: #0000FF;">},</span> |
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{ 54, 86, 174, 134}, |
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<span style="color: #0000FF;">{</span> <span style="color: #000000;">22</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">70</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">86</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">62</span><span style="color: #0000FF;">},</span> |
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{ 42, 62, 134, 106}}))</lang> |
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<span style="color: #0000FF;">{</span> <span style="color: #000000;">54</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">86</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">174</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">134</span><span style="color: #0000FF;">},</span> |
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<span style="color: #0000FF;">{</span> <span style="color: #000000;">42</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">62</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">134</span><span style="color: #0000FF;">,</span> <span style="color: #000000;">106</span><span style="color: #0000FF;">}}))</span> |
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<!--</lang>--> |
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{{out}} |
{{out}} |
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<pre> |
<pre> |