/* * * * * * * * * * * * * */

DIRECT FACTORIZATION ALGORITHM 6.4 To factor the n by n matrix A = (A(I,J)) into the product of the lower triangular matrix L = (L(I,J)) and U = (U(I,J)), that is A = LU, where the main diagonal of either L or U consists of all ones: INPUT: dimension n; the entries A(I,J), 1<=I, J<=n, of A; the diagonal L(1,1), ..., L(N,N) of L or the diagonal U(1,1), ..., U(N,N) of U.

OUTPUT: the entries L(I,J), 1<=J<=I, 1<=I<=n of L and the entries U(I,J), I<=J<=n, 1<=I<=n of U.

#include<stdio.h> #include<math.h> #define ZERO 1.0E-20 #define true 1 #define false 0 double absval(double); void INPUT(int *, double [][10], int *, int *); void OUTPUT(int, double [][10], int); main() { double A[10][10],XL[10]; double S,SS; int N,M,I,J,ISW,JJ,K,KK,OK; INPUT(&OK, A, &N, &ISW); if (OK) { for (I=1; I<=N; I++) XL[I-1] = 1.0; /* STEP 1 */ if (absval(A[0][0]) <= ZERO) OK = false; else { /* the entries of L below the main diagonal will be placed in the corresponding entries of A; the entries of U above the main diagonal will be placed in the corresponding entries of A; the main diagonal which was NOT input will become the main diagonal of A; the input main diagonal of L or U is, of course, placed in XL. */ A[0][0] = A[0][0] / XL[0]; /* STEP 2 */ for (J=2; J<=N; J++) { if (ISW == 0) { /* first row of U */ A[0][J-1] = A[0][J-1] / XL[0]; /* first column of L */ A[J-1][0] = A[J-1][0] / A[0][0]; } else { /* first row of U */ A[0][J-1] = A[0][J-1] / A[0][0]; /* first column of L */ A[J-1][0] = A[J-1][0] / XL[0]; } }

/* STEP 3 */ M = N - 1; I = 2; while ((I <= M) && OK) { /* STEP 4 */ KK = I - 1; S = 0.0; for (K=1; K<=KK; K++) S = S - A[I-1][K-1] * A[K-1][I-1]; A[I-1][I-1] = ( A[I-1][I-1] + S ) / XL[I-1]; if (absval(A[I-1][I-1]) <= ZERO) OK = false; else { /* STEP 5 */ JJ = I + 1; for (J=JJ; J<=N; J++) { SS = 0.0; S = 0.0; for (K=1; K<=KK; K++) { SS = SS - A[I-1][K-1] * A[K-1][J-1]; S = S - A[J-1][K-1] * A[K-1][I-1]; } if (ISW == 0) { /* Ith row of U */ A[I-1][J-1] = (A[I-1][J-1] + SS) / XL[I-1]; /* Ith column of L */ A[J-1][I-1] = (A[J-1][I-1] + S) / A[I-1][I-1]; } else { /* Ith row of U */ A[I-1][J-1] = (A[I-1][J-1] + SS) / A[I-1][I-1]; /* Ith column of L */ A[J-1][I-1] = (A[J-1][I-1] + S) / XL[I-1]; } } } I++; } if (OK) { /* STEP 6 */ S = 0.0; for (K=1; K<=M; K++) S = S - A[N-1][K-1] * A[K-1][N-1]; A[N-1][N-1] = (A[N-1][N-1] + S) / XL[N-1]; /* If A(N-1,N-1) = 0 then A = LU but the matrix is singular. Process is complete, all entries of A have been determined. */ /* STEP 7 */ OUTPUT(N, A, ISW); } } if (!OK) printf("System has no unique solution\n"); } return 0; } void INPUT(int *OK, double A[][10], int *N, int *ISW) { int I, J, FLAG; char AA; char NAME[30]; FILE *INP;

printf("This is the general LU factorization method.\n"); printf("The array will be input from a text file in the order:\n"); printf("A(1,1), A(1,2), ..., A(1,N), A(2,1), A(2,2), ..., A(2,N),\n"); printf("..., A(N,1), A(N,2), ..., A(N,N)\n\n"); printf("Place as many entries as desired on each line, but separate "); printf("entries with\n"); printf("at least one blank.\n\n\n"); printf("Has the input file been created? - enter Y or N.\n"); scanf("%c",&AA); *OK = false; if ((AA == 'Y') || (AA == 'y')) { printf("Input the file name in the form - drive:name.ext\n"); printf("for example: A:DATA.DTA\n"); scanf("%s", NAME); INP = fopen(NAME, "r"); *OK = false; while (!(*OK)) { printf("Input the dimension n - an integer.\n"); scanf("%d", N); if (*N > 0) { for (I=1; I<=*N; I++) { for (J=1; J<=*N; J++) fscanf(INP, "%lf", &A[I-1][J-1]); fscanf(INP, "\n"); } *OK = true; fclose(INP); } else printf("The number must be a positive integer.\n"); } printf("Choice of diagonals:\n"); printf("1. Diagonal of L consists of ones\n"); printf("2. Diagonal of U consists of ones\n"); printf("Please enter 1 or 2.\n"); scanf("%d", &FLAG); if (FLAG == 1) *ISW = 0; else *ISW = 1; } else printf("The program will end so the input file can be created.\n"); } void OUTPUT(int N, double A[][10], int ISW) { int I, J, FLAG; char NAME[30]; FILE *OUP; printf("Choice of output method:\n"); printf("1. Output to screen\n"); printf("2. Output to text file\n"); printf("Please enter 1 or 2.\n"); scanf("%d", &FLAG); if (FLAG == 2) { printf("Input the file name in the form - drive:name.ext\n"); printf("for example: A:OUTPUT.DTA\n"); scanf("%s", NAME); OUP = fopen(NAME, "w"); } else OUP = stdout; fprintf(OUP, "GENERAL LU FACTORIZATION\n\n");

if (ISW == 0) fprintf(OUP, "The diagonal of L consists of all entries = 1.0\n"); else fprintf(OUP, "The diagonal of U consists of all entries = 1.0\n"); fprintf(OUP, "\nEntries of L below/on diagonal and entries of U above"); fprintf(OUP, "/on diagonal\n"); fprintf(OUP, "- output by rows in overwrite format:\n"); for (I=1; I<=N; I++) { for (J=1; J<=N; J++) fprintf(OUP, " %11.8f", A[I-1][J-1]); fprintf(OUP, "\n"); } fclose(OUP); } /* Absolute Value Function */ double absval(double val) { if (val >= 0) return val; else return -val; }