solving matrices using Cramer's rule - linear-algebra

So I searched the in internet looking for programs with Cramer's Rule and there were some few, but apparently these examples were for fixed matrices only like 2x2 or 4x4.
However, I am looking for a way to solve a NxN Matrix. So I started and reached the point of asking the user for the size of the matrix and asked the user to input the values of the matrix but then I don't know how to move on from here.
As in I guess my next step is to apply Cramer's rule and get the answers but I just don't know how.This is the step I'm missing. can anybody help me please?

First, you need to calculate the determinant of your equations system matrix - that is the matrix, that consists of the coefficients (from the left-hand side of the equations) - let it be D.
Then, to calculate the value of a certain variable, you need to take the matrix of your system (from the previous step), replace the coefficients of the corresponding column with constant terms (from the right-hand side), calculate the determinant of resulting matrix - let it be C, and divide C by D.
A bit more about the replacement from the previous step: say, your matrix if 3x3 (as in the image) - so, you have a system of equations, where every a coefficient is multiplied by x, every b - by y, and every c by z, and ds are the constant terms. So, to calculate y, you replace those coefficients that are multiplied by y - bs in this case, with ds.
You perform the second step for every variable and your system gets solved.

You can find an example in https://rosettacode.org/wiki/Cramer%27s_rule#C
Although the specific example deals with a 4X4 matrix the code is written to accommodate any size square matrix.

What you need is calculate the determinant. Cramer's rule is just for the determinant of a NxN matrix
if N is not big, you can use the Cramer's rule(see code below), which is quite straightforward. However, this method is not efficient; if your N is big, you need to resort to other methods, such as lu decomposition
Assuming your data is double, and result can be hold by double.
#include <malloc.h>
#include <stdio.h>
double det(double * matrix, int n) {
if( 1 >= n ) return matrix[ 0 ];
double *subMatrix = (double*)malloc(( n - 1 )*( n - 1 ) * sizeof(double));
double result = 0.0;
for( int i = 0; i < n; ++i ) {
for( int j = 0; j < n - 1; ++j ) {
for( int k = 0; k < i; ++k )
subMatrix[ j*( n - 1 ) + k ] = matrix[ ( j + 1 )*n + k ];
for( int k = i + 1; k < n; ++k )
subMatrix[ j*( n - 1 ) + ( k - 1 ) ] = matrix[ ( j + 1 )*n + k ];
}
if( i % 2 == 0 )
result += matrix[ 0 * n + i ] * det(subMatrix, n - 1);
else
result -= matrix[ 0 * n + i ] * det(subMatrix, n - 1);
}
free(subMatrix);
return result;
}
int main() {
double matrix[ ] = { 1,2,3,4,5,6,7,8,2,6,4,8,3,1,1,2 };
printf("%lf\n", det(matrix, 4));
return 0;
}

Related

Sum of combinations of numbers

I want to solve a mathematical problem in a fastest possible way.
I have a set of natural numbers between 1 to n, for example {1,2,3,4,n=5} and I want to calculate a formula like this:
s = 1*2*3*4+1*2*3*5+1*2*4*5+1*3*4*5+2*3*4*5
as you can see, each element in the sum is a multiplications of n-1 numbers in the set. For example in (1*2*3*4), 5 is excluded and in (1*2*3*5), 4 is excluded. I know some of the multiplications are repeated, for example (1*2) is repeated in 3 of the multiplications. How can I solve this problem with least number of multiplications.
Sorry for bad English.
Thanks.
Here is a way that does not "cheat" by replacing multiplication with repeated addition or by using division. The idea is to replace your expression with
1*2*3*4 + 5*(1*2*3 + 4*(1*2 + 3*(1 + 2)))
This used 9 multiplications for the numbers 1 through 5. In general I think the multiplication count would be one less than the (n-1)th triangular number, n * (n - 1) / 2 - 1. Here is Python code that stores intermediate factorial values to reduce the number of multiplications to just 6, or in general 2 * n - 4, and the addition count to the same (but half of them are just adding 1):
def f(n):
fact = 1
term = 2
sum = 3
for j in range(2, n):
fact *= j
term = (j + 1) * sum
sum = fact + term
return sum
The only way to find which algorithm is the fastest is to code all of them in one language, and run each using a timer.
The following would be the most straightforward answer.
def f(n):
result = 0
nList = [i+1 for i in range(n)]
for i in range(len(nList)):
result += reduce(lambda x, y: x*y,(nList[:i]+nList[i+1:]))
return result
Walkthrough - use the reduce function to multiply all list's of length n-1 and add to the variable result.
If you just want to minimise the number of multiplications, you can replace all the multiplications by additions, like this:
// Compute 1*2*…*n
mult_all(n):
if n = 1
return 1
res = 0
// by adding 1*2*…*(n-1) an entirety of n times
for i = 1 to n do
res += mult_all(n-1)
return res
// Compute sum of 1*2*…*(i-1)*(i+1)*…*n
sum_of_mult_all_but_one(n):
if n = 1
return 0
// by computing 1*2*…*(n-1) + (sum 1*2*…*(i-1)*(i+1)*…*(n-1))*n
res = mult_all(n-1)
for i = 1 to n do
res += sum_of_mult_all_but_one(n-1)
return res
Here is an answer that would work with javascript. It is not the fastest way because it is not optimized, but it should work if you want to just find the answer.
function combo(n){
var mult = 1;
var sum = 0;
for (var i = 1; i <= n; i++){
mult = 1;
for (var j = 1; j<= n; j++){
if(j != i){
mult = mult*j;
}
}
sum += mult;
}
return (sum);
}
alert(combo(n));

Dynamic programming problems using iteration

I have spent a lot of time to learn about implementing/visualizing dynamic programming problems using iteration but I find it very hard to understand, I can implement the same using recursion with memoization but it is slow when compared to iteration.
Can someone explain the same by a example of a hard problem or by using some basic concepts. Like the matrix chain multiplication, longest palindromic sub sequence and others. I can understand the recursion process and then memoize the overlapping sub problems for efficiency but I can't understand how to do the same using iteration.
Thanks!
Dynamic programming is all about solving the sub-problems in order to solve the bigger one. The difference between the recursive approach and the iterative approach is that the former is top-down, and the latter is bottom-up. In other words, using recursion, you start from the big problem you are trying to solve and chop it down to a bit smaller sub-problems, on which you repeat the process until you reach the sub-problem so small you can solve. This has an advantage that you only have to solve the sub-problems that are absolutely needed and using memoization to remember the results as you go. The bottom-up approach first solves all the sub-problems, using tabulation to remember the results. If we are not doing extra work of solving the sub-problems that are not needed, this is a better approach.
For a simpler example, let's look at the Fibonacci sequence. Say we'd like to compute F(101). When doing it recursively, we will start with our big problem - F(101). For that, we notice that we need to compute F(99) and F(100). Then, for F(99) we need F(97) and F(98). We continue until we reach the smallest solvable sub-problem, which is F(1), and memoize the results. When doing it iteratively, we start from the smallest sub-problem, F(1) and continue all the way up, keeping the results in a table (so essentially it's just a simple for loop from 1 to 101 in this case).
Let's take a look at the matrix chain multiplication problem, which you requested. We'll start with a naive recursive implementation, then recursive DP, and finally iterative DP. It's going to be implemented in a C/C++ soup, but you should be able to follow along even if you are not very familiar with them.
/* Solve the problem recursively (naive)
p - matrix dimensions
n - size of p
i..j - state (sub-problem): range of parenthesis */
int solve_rn(int p[], int n, int i, int j) {
// A matrix multiplied by itself needs no operations
if (i == j) return 0;
// A minimal solution for this sub-problem, we
// initialize it with the maximal possible value
int min = std::numeric_limits<int>::max();
// Recursively solve all the sub-problems
for (int k = i; k < j; ++k) {
int tmp = solve_rn(p, n, i, k) + solve_rn(p, n, k + 1, j) + p[i - 1] * p[k] * p[j];
if (tmp < min) min = tmp;
}
// Return solution for this sub-problem
return min;
}
To compute the result, we starts with the big problem:
solve_rn(p, n, 1, n - 1)
The key of DP is to remember all the solutions to the sub-problems instead of forgetting them, so we don't need to recompute them. It's trivial to make a few adjustments to the above code in order to achieve that:
/* Solve the problem recursively (DP)
p - matrix dimensions
n - size of p
i..j - state (sub-problem): range of parenthesis */
int solve_r(int p[], int n, int i, int j) {
/* We need to remember the results for state i..j.
This can be done in a matrix, which we call dp,
such that dp[i][j] is the best solution for the
state i..j. We initialize everything to 0 first.
static keyword here is just a C/C++ thing for keeping
the matrix between function calls, you can also either
make it global or pass it as a parameter each time.
MAXN is here too because the array size when doing it like
this has to be a constant in C/C++. I set it to 100 here.
But you can do it some other way if you don't like it. */
static int dp[MAXN][MAXN] = {{0}};
/* A matrix multiplied by itself has 0 operations, so we
can just return 0. Also, if we already computed the result
for this state, just return that. */
if (i == j) return 0;
else if (dp[i][j] != 0) return dp[i][j];
// A minimal solution for this sub-problem, we
// initialize it with the maximal possible value
dp[i][j] = std::numeric_limits<int>::max();
// Recursively solve all the sub-problems
for (int k = i; k < j; ++k) {
int tmp = solve_r(p, n, i, k) + solve_r(p, n, k + 1, j) + p[i - 1] * p[k] * p[j];
if (tmp < dp[i][j]) dp[i][j] = tmp;
}
// Return solution for this sub-problem
return dp[i][j];;
}
We start with the big problem as well:
solve_r(p, n, 1, n - 1)
Iterative solution is only to, well, iterate all the states, instead of starting from the top:
/* Solve the problem iteratively
p - matrix dimensions
n - size of p
We don't need to pass state, because we iterate the states. */
int solve_i(int p[], int n) {
// But we do need our table, just like before
static int dp[MAXN][MAXN];
// Multiplying a matrix by itself needs no operations
for (int i = 1; i < n; ++i)
dp[i][i] = 0;
// L represents the length of the chain. We go from smallest, to
// biggest. Made L capital to distinguish letter l from number 1
for (int L = 2; L < n; ++L) {
// This double loop goes through all the states in the current
// chain length.
for (int i = 1; i <= n - L + 1; ++i) {
int j = i + L - 1;
dp[i][j] = std::numeric_limits<int>::max();
for (int k = i; k <= j - 1; ++k) {
int tmp = dp[i][k] + dp[k+1][j] + p[i-1] * p[k] * p[j];
if (tmp < dp[i][j])
dp[i][j] = tmp;
}
}
}
// Return the result of the biggest problem
return dp[1][n-1];
}
To compute the result, just call it:
solve_i(p, n)
Explanation of the loop counters in the last example:
Let's say we need to optimize the multiplication of 4 matrices: A B C D. We are doing an iterative approach, so we will first compute the chains with the length of two: (A B) C D, A (B C) D, and A B (C D). And then chains of three: (A B C) D, and A (B C D). That is what L, i and j are for.
L represents the chain length, it goes from 2 to n - 1 (n is 4 in this case, so that is 3).
i and j represent the starting and ending position of the chain. In case L = 2, i goes from 1 to 3, and j goes from 2 to 4:
(A B) C D A (B C) D A B (C D)
^ ^ ^ ^ ^ ^
i j i j i j
In case L = 3, i goes from 1 to 2, and j goes from 3 to 4:
(A B C) D A (B C D)
^ ^ ^ ^
i j i j
So generally, i goes from 1 to n - L + 1, and j is i + L - 1.
Now, let's continue with the algorithm assuming that we are at the step where we have (A B C) D. We now need to take into account the sub-problems (which are already calculated): ((A B) C) D and (A (B C)) D. That is what k is for. It goes through all the positions between i and j and computes the sub problems.
I hope I helped.
The problem with recursion is the high number of stack frames that need to be pushed/popped. This can quickly become the bottle-neck.
The Fibonacci Series can be calculated with iterative DP or recursion with memoization. If we calculate F(100) in DP all we need is an array of length 100 e.g. int[100] and that's the guts of our used memory. We calculate all entries of the array pre-filling f[0] and f[1] as they are defined to be 1. and each value just depends on the previous two.
If we use a recursive solution we start at fib(100) and work down. Every method call from 100 down to 0 is pushed onto the stack, AND checked if it's memoized. These operations add up and iteration doesn't suffer from either of these. In iteration (bottom-up) we already know all of the previous answers are valid. The bigger impact is probably the stack frames; and given a larger input you may get a StackOverflowException for what was otherwise trivial with an iterative DP approach.

How to solve this hard combinatoric?

This is a contest problem (ACM ICPC South America 2015), it was the hardest in the problem set.
Summary: Given integers N and K, count the number of sequences a of length N consisting of integers 1 ≤ ai ≤ K, subject to the condition that for any x in that sequence there has to be a pair i, j satisfying i < j and ai = x − 1 and aj = x, i.e. the last x is preceded by x − 1 at some point.
Example: for N = 1000 and K = 100 the solution should be congruent to 265428620 modulo (109 + 7). Other examples and details can be found in the problem description.
I tried everything in my knowledge, but I need pointers to know how to do it. I even printed some lists with brute force to find the pattern, but I didn't succeed.
I'm looking for an algorithm, or formula that allows me to get to the right solution for this problem. It can be any language.
EDIT:
I solved the problem using a formula I found on the internet (someone who explained this problem). However, just because I programmed it, doesn't mean I understand it, so the question remains open. My code is here (the online judge returns Accepted):
#include <bits/stdc++.h>
using namespace std;
typedef long long int ll;
ll mod = 1e9+7;
ll memo[5001][5001];
ll dp(int n, int k){
// K can't be greater than N
k = min(n, k);
// if N or K is 1, it means there's only one possible list
if(n <= 1 || k <= 1) return 1;
if(memo[n][k] != -1) return memo[n][k];
ll ans1 = (n-k) * dp(n-1, k-1);
ll ans2 = k * dp(n-1, k);
memo[n][k] = ((ans1 % mod) + (ans2 % mod)) % mod;
return memo[n][k];
}
int main(){
int n, q;
for(int i=0; i<5001; i++)
fill(memo[i], memo[i]+5001, -1);
while(scanf("%d %d", &n, &q) == 2){
for(int i=0; i<q; i++){
int k;
scanf("%d", &k);
printf("%s%lld", i==0? "" : " ", dp(n, k));
}
printf("\n");
}
return 0;
}
The most important lines are the recursive call, particularly, these lines
ll ans1 = (n-k) * dp(n-1, k-1);
ll ans2 = k * dp(n-1, k);
memo[n][k] = ((ans1 % mod) + (ans2 % mod)) % mod;
Here I show the brute force algorithm for the problem in python. It works for small numbers, but for very big numbers it takes too much time. For N=1000 and K=5 it is already infeasible (Needs more than 100 years time to calculate)(In C it should also be infeasible as C is only 100 times faster than Python). So the problem actually forces you to find a shortcut.
import itertools
def checkArr(a,K):
for i in range(2,min(K+1,max(a)+1)):
if i-1 not in a:
return False
if i not in a:
return False
if a.index(i-1)>len(a)-1-a[::-1].index(i):
return False
return True
def num_sorted(N,K):
result=0
for a in itertools.product(range(1,K+1), repeat=N):
if checkArr(a,K):
result+=1
return result
num_sorted(3,10)
It returns 6 as expected.

Calculate bessel function in MATLAB using Jm+1=2mj(m) -j(m-1) formula

I tried to implement bessel function using that formula, this is the code:
function result=Bessel(num);
if num==0
result=bessel(0,1);
elseif num==1
result=bessel(1,1);
else
result=2*(num-1)*Bessel(num-1)-Bessel(num-2);
end;
But if I use MATLAB's bessel function to compare it with this one, I get too high different values.
For example if I type Bessel(20) it gives me 3.1689e+005 as result, if instead I type bessel(20,1) it gives me 3.8735e-025 , a totally different result.
such recurrence relations are nice in mathematics but numerically unstable when implementing algorithms using limited precision representations of floating-point numbers.
Consider the following comparison:
x = 0:20;
y1 = arrayfun(#(n)besselj(n,1), x); %# builtin function
y2 = arrayfun(#Bessel, x); %# your function
semilogy(x,y1, x,y2), grid on
legend('besselj','Bessel')
title('J_\nu(z)'), xlabel('\nu'), ylabel('log scale')
So you can see how the computed values start to differ significantly after 9.
According to MATLAB:
BESSELJ uses a MEX interface to a Fortran library by D. E. Amos.
and gives the following as references for their implementation:
D. E. Amos, "A subroutine package for Bessel functions of a complex
argument and nonnegative order", Sandia National Laboratory Report,
SAND85-1018, May, 1985.
D. E. Amos, "A portable package for Bessel functions of a complex
argument and nonnegative order", Trans. Math. Software, 1986.
The forward recurrence relation you are using is not stable. To see why, consider that the values of BesselJ(n,x) become smaller and smaller by about a factor 1/2n. You can see this by looking at the first term of the Taylor series for J.
So, what you're doing is subtracting a large number from a multiple of a somewhat smaller number to get an even smaller number. Numerically, that's not going to work well.
Look at it this way. We know the result is of the order of 10^-25. You start out with numbers that are of the order of 1. So in order to get even one accurate digit out of this, we have to know the first two numbers with at least 25 digits precision. We clearly don't, and the recurrence actually diverges.
Using the same recurrence relation to go backwards, from high orders to low orders, is stable. When you start with correct values for J(20,1) and J(19,1), you can calculate all orders down to 0 with full accuracy as well. Why does this work? Because now the numbers are getting larger in each step. You're subtracting a very small number from an exact multiple of a larger number to get an even larger number.
You can just modify the code below which is for the Spherical bessel function. It is well tested and works for all arguments and order range. I am sorry it is in C#
public static Complex bessel(int n, Complex z)
{
if (n == 0) return sin(z) / z;
if (n == 1) return sin(z) / (z * z) - cos(z) / z;
if (n <= System.Math.Abs(z.real))
{
Complex h0 = bessel(0, z);
Complex h1 = bessel(1, z);
Complex ret = 0;
for (int i = 2; i <= n; i++)
{
ret = (2 * i - 1) / z * h1 - h0;
h0 = h1;
h1 = ret;
if (double.IsInfinity(ret.real) || double.IsInfinity(ret.imag)) return double.PositiveInfinity;
}
return ret;
}
else
{
double u = 2.0 * abs(z.real) / (2 * n + 1);
double a = 0.1;
double b = 0.175;
int v = n - (int)System.Math.Ceiling((System.Math.Log(0.5e-16 * (a + b * u * (2 - System.Math.Pow(u, 2)) / (1 - System.Math.Pow(u, 2))), 2)));
Complex ret = 0;
while (v > n - 1)
{
ret = z / (2 * v + 1.0 - z * ret);
v = v - 1;
}
Complex jnM1 = ret;
while (v > 0)
{
ret = z / (2 * v + 1.0 - z * ret);
jnM1 = jnM1 * ret;
v = v - 1;
}
return jnM1 * sin(z) / z;
}
}

Math Problem: Scale a graph so that it matches another

I have 2 tables of values and want to scale the first one so that it matches the 2nd one as good as possible. Both have the same length. If both are drawn as graphs in a diagram they should be as close to each other as possible. But I do not want quadratic, but simple linear weights.
My problem is, that I have no idea how to actually compute the best scaling factor because of the Abs function.
Some pseudocode:
//given:
float[] table1= ...;
float[] table2= ...;
//wanted:
float factor= ???; // I have no idea how to compute this
float remainingDifference=0;
for(int i=0; i<length; i++)
{
float scaledValue=table1[i] * factor;
//Sum up the differences. I use the Abs function because negative differences are differences too.
remainingDifference += Abs(scaledValue - table2[i]);
}
I want to compute the scaling factor so that the remainingDifference is minimal.
Simple linear weights is hard like you said.
a_n = first sequence
b_n = second sequence
c = scaling factor
Your residual function is (sums are from i=1 to N, the number of points):
SUM( |a_i - c*b_i| )
Taking the derivative with respect to c yields:
d/dc SUM( |a_i - c*b_i| )
= SUM( b_i * (a_i - c*b_i)/|a_i - c*b_i| )
Setting to 0 and solving for c is hard. I don't think there's an analytic way of doing that. You may want to try https://math.stackexchange.com/ to see if they have any bright ideas.
However if you work with quadratic weights, it becomes significantly simpler:
d/dc SUM( (a_i - c*b_i)^2 )
= SUM( 2*(a_i - c*b_i)* -c )
= -2c * SUM( a_i - c*b_i ) = 0
=> SUM(a_i) - c*SUM(b_i) = 0
=> c = SUM(a_i) / SUM(b_i)
I strongly suggest the latter approach if you can.
I would suggest trying some sort of variant on Newton Raphson.
Construct a function Diff(k) that looks at the difference in area between your two graphs between fixed markers A and B.
mathematically I guess it would be integral ( x = A to B ){ f(x) - k * g(x) }dx
anyway realistically you could just subtract the values,
like if you range from X = -10 to 10, and you have a data point for f(i) and g(i) on each integer i in [-10, 10], (ie 21 datapoints )
then you just sum( i = -10 to 10 ){ f(i) - k * g(i) }
basically you would expect this function to look like a parabola -- there will be an optimum k, and deviating slightly from it in either direction will increase the overall area difference
and the bigger the difference, you would expect the bigger the gap
so, this should be a pretty smooth function ( if you have a lot of data points )
so you want to minimise Diff(k)
so you want to find whether derivative ie d/dk Diff(k) = 0
so just do Newton Raphson on this new function D'(k)
kick it off at k=1 and it should zone in on a solution pretty fast
that's probably going to give you an optimal computation time
if you want something simpler, just start with some k1 and k2 that are either side of 0
so say Diff(1.5) = -3 and Diff(2.9) = 7
so then you would pick a k say 3/10 of the way (10 = 7 - -3) between 1.5 and 2.9
and depending on whether that yields a positive or negative value, use it as the new k1 or k2, rinse and repeat
In case anyone stumbles upon this in the future, here is some code (c++)
The trick is to first sort the samples by the scaling factor that would result in the best fit for the 2 samples each. Then start at both ends iterate to the factor that results in the minimum absolute deviation (L1-norm).
Everything except for the sort has a linear run time => Runtime is O(n*log n)
/*
* Find x so that the sum over std::abs(pA[i]-pB[i]*x) from i=0 to (n-1) is minimal
* Then return x
*/
float linearFit(const float* pA, const float* pB, int n)
{
/*
* Algebraic solution is not possible for the general case
* => iterative algorithm
*/
if (n < 0)
throw "linearFit has invalid argument: expected n >= 0";
if (n == 0)
return 0;//If there is nothing to fit, any factor is a perfect fit (sum is always 0)
if (n == 1)
return pA[0] / pB[0];//return x so that pA[0] = pB[0]*x
//If you don't like this , use a std::vector :P
std::unique_ptr<float[]> targetValues_(new float[n]);
std::unique_ptr<int[]> indices_(new int[n]);
//Get proper pointers:
float* targetValues = targetValues_.get();//The value for x that would cause pA[i] = pB[i]*x
int* indices = indices_.get(); //Indices of useful (not nan and not infinity) target values
//The code above guarantees n > 1, so it is safe to get these pointers:
int m = 0;//Number of useful target values
for (int i = 0; i < n; i++)
{
float a = pA[i];
float b = pB[i];
float targetValue = a / b;
targetValues[i] = targetValue;
if (std::isfinite(targetValue))
{
indices[m++] = i;
}
}
if (m <= 0)
return 0;
if (m == 1)
return targetValues[indices[0]];//If there is only one target value, then it has to be the best one.
//sort the indices by target value
std::sort(indices, indices + m, [&](int ia, int ib){
return targetValues[ia] < targetValues[ib];
});
//Start from the extremes and meet at the optimal solution somewhere in the middle:
int l = 0;
int r = m - 1;
// m >= 2 is guaranteed => l > r
float penaltyFactorL = std::abs(pB[indices[l]]);
float penaltyFactorR = std::abs(pB[indices[r]]);
while (l < r)
{
if (l == r - 1 && penaltyFactorL == penaltyFactorR)
{
break;
}
if (penaltyFactorL < penaltyFactorR)
{
l++;
if (l < r)
{
penaltyFactorL += std::abs(pB[indices[l]]);
}
}
else
{
r--;
if (l < r)
{
penaltyFactorR += std::abs(pB[indices[r]]);
}
}
}
//return the best target value
if (l == r)
return targetValues[indices[l]];
else
return (targetValues[indices[l]] + targetValues[indices[r]])*0.5;
}

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