// Experiment: QR methods on Hilbert matrices // // The Hilbert matrix H[i][j] = 1/(i+j+1) is the canonical ill-conditioned // dense matrix. Its condition number grows roughly as (3.5 * e)^n / sqrt(n), // reaching ~10^13 at n=10 and ~10^18 at n=14. // // We compare classical GS, modified GS, and Householder QR on: // - reconstruction error ||A - QR||_F // - orthogonality error ||Q^T Q - I||_F // - wall-clock time (minimum over several trials) #include "matrix.hpp" #include "qr.hpp" #include #include #include #include #include #include #include #include #include using linalg::Matrix; using linalg::QRResult; // --------------------------------------------------------------------------- // Matrix construction // --------------------------------------------------------------------------- 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(i + j + 1); return H; } // --------------------------------------------------------------------------- // Metrics // --------------------------------------------------------------------------- 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); } // --------------------------------------------------------------------------- // Timing // --------------------------------------------------------------------------- using Clock = std::chrono::high_resolution_clock; using Seconds = std::chrono::duration; // Run fn() `trials` times, return minimum elapsed seconds. template 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; } // --------------------------------------------------------------------------- // Run one method on one size, return {recon, ortho, time} or nullopt on failure // --------------------------------------------------------------------------- using QRFn = std::function; struct Result { double recon, ortho, time_s; }; std::optional measure(const Matrix& A, QRFn fn) { try { // Run once to get metrics. const QRResult qr = fn(A); const double re = reconstruction_error(A, qr); const double oe = orthogonality_error(qr); // Time over multiple trials. const double t = min_time([&] { fn(A); }); return Result{re, oe, t}; } catch (const std::exception&) { return std::nullopt; } } // --------------------------------------------------------------------------- // Pretty printing // --------------------------------------------------------------------------- void print_row(const std::string& method, std::optional 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"; } // --------------------------------------------------------------------------- // main // --------------------------------------------------------------------------- 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 linalg::qr_classical_gs(A); })); print_row("modified_gs", measure(H, [](const Matrix& A) { return linalg::qr_modified_gs(A); })); print_row("householder", measure(H, [](const Matrix& A) { return linalg::qr_householder(A); })); } return 0; }