gsl-1.13-windows-binaries.zip

#include <stdio.h> #include <gsl/gsl_linalg.h> //////////////////////////////////////////////////////////// // Solve Ax = b with LU and cholesky int main(int argc, char **argv) { printf("=========== tst2 ===========\n"); double a_data[] = { 2,1,1,3,2, 1,2,2,1,1, 1,2,9,1,5, 3,1,1,7,1, 2,1,5,1,8 }; double b_data[] = { -2,4,3,-5,1 }; gsl_vector *x = gsl_vector_alloc (5); gsl_permutation * p = gsl_permutation_alloc (5); gsl_matrix_view m = gsl_matrix_view_array(a_data, 5, 5); gsl_vector_view b = gsl_vector_view_array(b_data, 5); int s; gsl_linalg_LU_decomp (&m.matrix, p, &s); gsl_linalg_LU_solve (&m.matrix, p, &b.vector, x); printf ("x = \n"); gsl_vector_fprintf(stdout, x, "%g"); double a2_data[] = { 2,1,1,3,2, 1,2,2,1,1, 1,2,9,1,5, 3,1,1,7,1, 2,1,5,1,8 }; double b2_data[] = { -2,4,3,-5,1 }; gsl_matrix_view m2 = gsl_matrix_view_array(a2_data, 5, 5); gsl_vector_view b2 = gsl_vector_view_array(b2_data, 5); gsl_linalg_cholesky_decomp(&m2.matrix); gsl_linalg_cholesky_solve(&m2.matrix, &b2.vector, x); printf ("x = \n"); gsl_vector_fprintf(stdout, x, "%g"); gsl_permutation_free (p); gsl_vector_free(x); }