You want to set sum1
and sum2
to zero for each iteration of the i
and k
loops.
Error Programming Cholesky decomposition in FORTRAN 90
문제
Im struggling with my thesis on wave energy devices. Since I am a newbie to FORTRAN 90, I would like to improve my programming skills. Therefore, I just picked up an example from
http://rosettacode.org/wiki/Cholesky_decomposition
and tried to implement what is explained in the homepage. Basically it is about to program the Cholesky factorization of a 3x3 matrix A. I know there are already packages that do the decomposition for Fortran, but I would like to experience myself the effort in learning how to program.
There is no error in compilation, but the results do not match. I basically find out all the elements despite of the element L(3,3). Attached, you can find the code I've created from scratch in Fortran 90:
Program Cholesky_decomp
implicit none
!size of the matrix
INTEGER, PARAMETER :: m=3 !rows
INTEGER, PARAMETER :: n=3 !cols
REAL, DIMENSION(m,n) :: A, L
REAL :: sum1, sum2
INTEGER i,j,k
! Assign values to the matrix
A(1,:)=(/ 25, 15, -5 /)
A(2,:)=(/ 15, 18, 0 /)
A(3,:)=(/ -5, 0, 11 /)
! Initialize values
L(1,1)=sqrt(A(1,1))
L(2,1)=A(2,1)/L(1,1)
L(2,2)=sqrt(A(2,2)-L(2,1)*L(2,1))
L(3,1)=A(3,1)/L(1,1)
sum1=0
sum2=0
do i=1,n
do k=1,i
do j=1,k-1
if (i==k) then
sum1=sum1+(L(k,j)*L(k,j))
L(k,k)=sqrt(A(k,k)-sum1)
elseif (i > k) then
sum2=sum2+(L(i,j)*L(k,j))
L(i,k)=(1/L(k,k))*(A(i,k)-sum2)
else
L(i,k)=0
end if
end do
end do
end do
!write output
do i=1,m
print "(3(1X,F6.1))",L(i,:)
end do
End program Cholesky_decomp
Can you tell me what is the mistake in the code? I get L(3,3)=0 when it should be L(3,3)=3. I'm totally lost, and just for the record: on the Rosetta code homepage there is no solution for fortran, so any any hint is appreciated.
Thank you very much in advance.
해결책
다른 팁
I've finally found out how to solve the problem for greater order, 4x4 matrices, etc. as presented in the link I attached above. Here is the final code:
Program Cholesky_decomp
!*************************************************!
!LBH @ ULPGC 06/03/2014
!Compute the Cholesky decomposition for a matrix A
!after the attached
!http://rosettacode.org/wiki/Cholesky_decomposition
!note that the matrix A is complex since there might
!be values, where the sqrt has complex solutions.
!Here, only the real values are taken into account
!*************************************************!
implicit none
INTEGER, PARAMETER :: m=3 !rows
INTEGER, PARAMETER :: n=3 !cols
COMPLEX, DIMENSION(m,n) :: A
REAL, DIMENSION(m,n) :: L
REAL :: sum1, sum2
INTEGER i,j,k
! Assign values to the matrix
A(1,:)=(/ 25, 15, -5 /)
A(2,:)=(/ 15, 18, 0 /)
A(3,:)=(/ -5, 0, 11 /)
!!!!!!!!!!!!another example!!!!!!!
!A(1,:) = (/ 18, 22, 54, 42 /)
!A(2,:) = (/ 22, 70, 86, 62 /)
!A(3,:) = (/ 54, 86, 174, 134 /)
!A(4,:) = (/ 42, 62, 134, 106 /)
! Initialize values
L(1,1)=real(sqrt(A(1,1)))
L(2,1)=A(2,1)/L(1,1)
L(2,2)=real(sqrt(A(2,2)-L(2,1)*L(2,1)))
L(3,1)=A(3,1)/L(1,1)
!for greater order than m,n=3 add initial row value
!for instance if m,n=4 then add the following line
!L(4,1)=A(4,1)/L(1,1)
do i=1,n
do k=1,i
sum1=0
sum2=0
do j=1,k-1
if (i==k) then
sum1=sum1+(L(k,j)*L(k,j))
L(k,k)=real(sqrt(A(k,k)-sum1))
elseif (i > k) then
sum2=sum2+(L(i,j)*L(k,j))
L(i,k)=(1/L(k,k))*(A(i,k)-sum2)
else
L(i,k)=0
end if
end do
end do
end do
!write output
do i=1,m
print "(3(1X,F6.1))",L(i,:)
end do
End program Cholesky_decomp
Look forward to hear about comments, better ways to program it, corrections and any kind of feedback. Thanks 2 francescalus for answering so quickly!
Regards, lbh