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-rw-r--r--experiments/hilbert_qr.cpp119
1 files changed, 0 insertions, 119 deletions
diff --git a/experiments/hilbert_qr.cpp b/experiments/hilbert_qr.cpp
deleted file mode 100644
index 3a52194..0000000
--- a/experiments/hilbert_qr.cpp
+++ /dev/null
@@ -1,119 +0,0 @@
-import linalgebra;
-import std;
-
-using linalgebra::Matrix;
-using linalgebra::QRResult;
-
-Matrix hilbert(std::size_t n) {
- Matrix H(n, n);
- for (std::size_t i = 0; i < n; ++i)
- for (std::size_t j = 0; j < n; ++j)
- H(i, j) = 1.0 / static_cast<double>(i + j + 1);
- return H;
-}
-
-double reconstruction_error(const Matrix& A, const QRResult& qr) {
- const std::size_t m = A.rows();
- const std::size_t n = A.cols();
- const Matrix QR = qr.Q * qr.R;
- double err = 0.0;
- for (std::size_t i = 0; i < m; ++i)
- for (std::size_t j = 0; j < n; ++j) {
- const double d = A(i, j) - QR(i, j);
- err += d * d;
- }
- return std::sqrt(err);
-}
-
-double orthogonality_error(const QRResult& qr) {
- const Matrix& Q = qr.Q;
- const std::size_t n = Q.cols();
- double err = 0.0;
- for (std::size_t i = 0; i < n; ++i)
- for (std::size_t j = 0; j < n; ++j) {
- double s = 0.0;
- for (std::size_t k = 0; k < Q.rows(); ++k) s += Q(k, i) * Q(k, j);
- const double d = s - (i == j ? 1.0 : 0.0);
- err += d * d;
- }
- return std::sqrt(err);
-}
-
-using Clock = std::chrono::high_resolution_clock;
-using Seconds = std::chrono::duration<double>;
-
-template<typename Fn>
-double min_time(Fn fn, int trials = 5) {
- double best = 1e18;
- for (int t = 0; t < trials; ++t) {
- const auto t0 = Clock::now();
- fn();
- const auto t1 = Clock::now();
- best = std::min(best, Seconds(t1 - t0).count());
- }
- return best;
-}
-
-using QRFn = std::function<QRResult(const Matrix&)>;
-
-struct Result { double recon, ortho, time_s; };
-
-std::optional<Result> measure(const Matrix& A, QRFn fn) {
- try {
- const QRResult qr = fn(A);
- const double re = reconstruction_error(A, qr);
- const double oe = orthogonality_error(qr);
- const double t = min_time([&] { fn(A); });
- return Result{re, oe, t};
- } catch (const std::exception&) {
- return std::nullopt;
- }
-}
-
-void print_row(const std::string& method, std::optional<Result> r) {
- std::cout << std::left << std::setw(16) << method;
- if (!r) {
- std::cout << " FAILED (linearly dependent columns)\n";
- return;
- }
- std::cout << std::scientific << std::setprecision(2)
- << std::setw(14) << r->recon
- << std::setw(14) << r->ortho
- << std::fixed << std::setprecision(3)
- << std::setw(10) << r->time_s * 1e6 << " µs\n";
-}
-
-int main() {
- std::cout << std::string(70, '*') << "\n";
- std::cout << " Hilbert QR Experiment: comparing GS variants and Householder\n";
- std::cout << std::string(70, '*') << "\n\n";
- std::cout <<
- "H[i][j] = 1/(i+j+1). Condition number grows ~exponentially with n.\n"
- "Orthogonality loss in classical GS tracks condition number directly.\n"
- "Modified GS recovers ~half the lost digits. Householder is unaffected.\n\n";
-
- const std::size_t sizes[] = {2, 3, 4, 5, 6, 7, 8, 10, 12};
-
- for (std::size_t n : sizes) {
- const Matrix H = hilbert(n);
-
- std::cout << std::string(70, '-') << "\n";
- std::cout << " n = " << n << "\n";
- std::cout << std::string(70, '-') << "\n";
- std::cout << std::left
- << std::setw(16) << "Method"
- << std::setw(14) << "||A-QR||_F"
- << std::setw(14) << "||QtQ-I||_F"
- << std::setw(10) << "Time\n";
- std::cout << std::string(70, ' ') << "\n";
-
- print_row("classical_gs",
- measure(H, [](const Matrix& A) { return linalgebra::qr_classical_gs(A); }));
- print_row("modified_gs",
- measure(H, [](const Matrix& A) { return linalgebra::qr_modified_gs(A); }));
- print_row("householder",
- measure(H, [](const Matrix& A) { return linalgebra::qr_householder(A); }));
- }
-
- return 0;
-}