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multishift conjugate gradient added and a strong test: take a diagonal

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but non-identity matrix
l1 0  0  0 ....
0  l2 0  0 ....
0  0  l3 0 ...
.  .   .
.  .   .
.  .   .

And apply the multishift CG to it. Sum the poles and residues.
Insist that this be the same as the exactly taken square root
where l1,l2,l3 >= 0.
This commit is contained in:
Azusa Yamaguchi
2015-06-08 11:52:44 +01:00
parent 351c2905f5
commit 8688ff8b3a
11 changed files with 453 additions and 54 deletions
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28
lib/algorithms/approx/MultiShiftFunction.h Normal file
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#ifndef MULTI_SHIFT_FUNCTION
#define MULTI_SHIFT_FUNCTION
namespace Grid {
class MultiShiftFunction {
public:
int order;
std::vector<RealD> poles;
std::vector<RealD> residues;
std::vector<RealD> tolerances;
RealD norm;
RealD lo,hi;
MultiShiftFunction(int n,RealD _lo,RealD _hi): poles(n), residues(n), lo(_lo), hi(_hi) {;};
RealD approx(RealD x);
void csv(std::ostream &out);
void gnuplot(std::ostream &out);
MultiShiftFunction(AlgRemez & remez,double tol,bool inverse) :
order(remez.getDegree()),
tolerances(remez.getDegree(),tol),
poles(remez.getDegree()),
residues(remez.getDegree())
{
remez.getBounds(lo,hi);
if ( inverse ) remez.getIPFE (&residues[0],&poles[0],&norm);
else remez.getPFE (&residues[0],&poles[0],&norm);
}
};
}
#endif