Även C++ klarade inte ens att få det samma som GNU Octave.
Armadillo med C++
Kod: Markera allt
#include <iostream>
#include <armadillo>
#include "hankel.h"
using namespace std;
using namespace arma;
int main() {
/*
* Declare vector and matrix
*/
mat u(1, 72);
mat y(1, 72);
mat toe(72, 72);
mat triup(72, 72);
mat inverse(72, 72);
mat g(1, 72); // markov parameters
vec g_v; // Impulse vector
mat H1(72, 72); // Hankel 1 of markov parameters
mat H2(72, 72); // Hankel 2 of markov parameters
mat H1_half(36,36);
/*
* G(s) = 4/(2s^2 + s + 5) - Model
*/
double input[72] = { 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5,
5, 5, 5, 5, 5, 5, 5, 5, 5, 5,
5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5,
5, 5, 5, 5, 5,
5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5 };
double output[72] = { 0.00000, 3.47145, 6.41826, 4.35654, 2.53855, 3.76202,
4.88287, 4.15747, 3.46685, 3.89656, 4.32183,
4.06753, 3.80580, 3.95616, 4.11713, 4.02833, 3.92938, 3.98176,
4.04256, 4.01169, 3.97436, 3.99253,
4.01544, 4.00476, 3.99070, 3.99697, 4.00559, 4.00192, 3.99664,
3.99879, 4.00202, 4.00077, 3.99878,
3.99952, 4.00073, 4.00030, 3.99956, 3.99981, 4.00026, 4.00012,
3.99984, 3.99993, 4.00009, 4.00005,
3.99994, 3.99997, 4.00003, 4.00002, 3.99998, 3.99999, 4.00001,
4.00001, 3.99999, 4.00000, 4.00000,
4.00000, 4.00000, 4.00000, 4.00000, 4.00000, 4.00000, 4.00000,
4.00000, 4.00000, 4.00000, 4.00000,
4.00000, 4.00000, 4.00000, 4.00000, 4.00000, 4.00000 };
// Insert
for (int i = 0; i < 72; i++) {
u(0, i) = input[i];
y(0, i) = output[i];
}
// Toeplitz
toe = toeplitz(u);
// Triangular upper
triup = trimatu(toe);
// inverse
inverse = inv(triup);
// impulse
g = y * inverse;
// Turn it to a vector
g_v = trans(g);
// hankel
H1 = hankel(g_v, 1);
H2 = hankel(g_v, 2);
// cut
H1_half = H1( span(0,35), span(0,35) );
mat U;
vec s;
mat V;
svd(U,s,V,H1);
s.print("s: ");
return 0;
}
Resultatet blev:
s:
1.4958e+00
1.0602e+00
2.1347e-05
1.3254e-05
1.2733e-05
1.2129e-05
1.0989e-05
7.4545e-06
6.7454e-06
6.3479e-06
5.8772e-06
5.8022e-06
5.5698e-06
5.4533e-06
5.0749e-06
4.2402e-06
4.1427e-06
4.0063e-06
3.9360e-06
3.7566e-06
3.7451e-06
3.6993e-06
3.5652e-06
3.4892e-06
3.4648e-06
3.4544e-06
2.6481e-06
2.5976e-06
2.2883e-06
1.8049e-06
1.7767e-06
1.6989e-06
1.4169e-06
1.2371e-06
1.1915e-06
1.1413e-06
9.0625e-07
8.3946e-07
7.3417e-07
7.0425e-07
5.9058e-07
5.7882e-07
4.7199e-07
4.3554e-07
2.4071e-07
9.7150e-08
7.4907e-08
5.6327e-08
5.6258e-08
3.2675e-08
2.9747e-08
3.5307e-10
3.0517e-10
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
1.1414e-16
Mitt C-bibliotek:
Kod: Markera allt
#include <stdio.h>
#include <stdlib.h>
#include "LinearAlgebra/declareFunctions.h"
int main() {
/*
* G(s) = 4/(2s^2 + s + 5) - Model
*/
double input[72] = { 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5,
5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5,
5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5};
double output[72] = {0.00000, 3.47145, 6.41826, 4.35654, 2.53855, 3.76202, 4.88287, 4.15747, 3.46685, 3.89656, 4.32183,
4.06753, 3.80580, 3.95616, 4.11713, 4.02833, 3.92938, 3.98176, 4.04256, 4.01169, 3.97436, 3.99253,
4.01544, 4.00476, 3.99070, 3.99697, 4.00559, 4.00192, 3.99664, 3.99879, 4.00202, 4.00077, 3.99878,
3.99952, 4.00073, 4.00030, 3.99956, 3.99981, 4.00026, 4.00012, 3.99984, 3.99993, 4.00009, 4.00005,
3.99994, 3.99997, 4.00003, 4.00002, 3.99998, 3.99999, 4.00001, 4.00001, 3.99999, 4.00000, 4.00000,
4.00000, 4.00000, 4.00000, 4.00000, 4.00000, 4.00000, 4.00000, 4.00000, 4.00000, 4.00000, 4.00000,
4.00000, 4.00000, 4.00000, 4.00000, 4.00000, 4.00000};
// Create toeplitz matrix
matrix* toe = toeplitz(input, 72);
// Create upper triangular matrix of the toeplitz matrix
matrix* tru = triu(toe, 0);
// Find the inverse of tru
matrix* iv = inv(tru);
// Create vector the horizon - Important! Else, we cannot find the markov-parameters g
matrix* Y = create(output, 1, 72);
// Multiply Y with the iv matrix - Find the markov-parameters g
matrix* G = mul(Y, iv, false);
// Detete some mats
freeMatrix(toe);
freeMatrix(tru);
freeMatrix(iv);
freeMatrix(Y);
/*--------------------------------------*/
// turn vector G into a normal vector because the function hankel only want 1D vector
double g[72];
for(int i = 0; i < 72; i++)
g[i] = *(G->data + i);
// Delete G
freeMatrix(G);
// Create hankel matrix H0 and H1
matrix* H0 = hankel(g, 72, 1);
matrix* H1 = hankel(g, 72, 2);
// Cut H1 and H2 to the half - Remember indexing from zero here!
matrix* H0_half = cut(H0, 0, 35, 0, 35); // 36x36 from 72x72
// Remove H0
freeMatrix(H0);
// Measure the size
/*
int n;
int m;
size(H0_half, &n, &m);
printf("The H0_half have the size %dx%d\n\n,", n, m);
*/
// Do SVD on
matrix* u = initMatrix(36,36); // We know the size from the size() command above
matrix* s = initMatrix(36,36);
matrix* v = initMatrix(36,36);
svd(H0_half, u, s, v);
//freeMatrix(H0_half);
matrix* p = mul(s, tran(v), false);
matrix* o = mul(u, p, false);
//printMatrix(sub(H0_half, o));
printMatrix(s);
matrix* E = initMatrix(36,36);
int n = E->row;
int m = E->column;
double* e_ptr = E->data;
double* s_ptr = s->data;
for(int i = 0; i < n; i++){
for(int j = 0; j < m; j++){
if(j == i){
*((e_ptr + i*n + j)) = 1/sqrt(*(s_ptr + i*n + j));
}
}
}
//printMatrix(u);
return EXIT_SUCCESS;
}
Kod: Markera allt
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