Thứ Ba, 15 tháng 12, 2015

Finding Eigenvector & Eigenvalue by using Jacobi algorithm

// NUMERICAL RECIPES in C
//http://www.library.cornell.edu/nr/bookcpdf/c11-1.pdf
//http://apps.nrbook.com/empanel/index.html#

#include <stdio.h>
#include <math.h>
#include <iostream>
using namespace std;

//Computes all eigenvalues and eigenvectors of a real symmetric matrix a[1..n][1..n].On
//output, elements of a above the diagonal are destroyed.d[1..n] returns the eigenvalues of a.
//v[1..n][1..n] is a matrix whose columns contain, on output, the normalized eigenvectors of
//a.nrot returns the number of Jacobi rotations that were required.

void Rotate(double a[4][4], double s, double tau, int i, int j, int k, int l)
{
double h, g;
g = a[i][j];
h = a[k][l];
a[i][j] = g - s * (h + g *tau);
a[k][l] = h + s * (g - h *tau);
}

bool Jacobi(double(&a)[4][4], double(&v)[4][4], double(&d)[4])
{
int n = 4;
int i, j, iq, ip;
double tresh, theta, tau, t, sm, s, h, g, c, b[4], z[4];

for (ip = 0; ip < n; ip++){
for (iq = 0; iq < n; iq++) v[ip][iq] = 0.0f;
v[ip][ip] = 1.0f;
}
for (ip = 0; ip < n; ip++){
b[ip] = d[ip] = a[ip][ip];
z[ip] = 0.0f;
}
for (i = 0; i < 50; i++){
sm = 0.0f;
for (ip = 0; ip < n - 1; ip++){
for (iq = ip + 1; iq < n; iq++)
sm += (double)fabs(a[ip][iq]);
}

if (sm == 0.0f)
return true;
if (i < 4)
tresh = 0.2f * sm / (n * n);
else
tresh = 0.0f;

for (ip = 0; ip < n - 1; ip++){
for (iq = ip + 1; iq < n; iq++){
g = 100.0f * (double)fabs(a[ip][iq]);
if (i > 4 && (fabs(d[ip]) + g) = = fabs (d[ip]) && (fabs(d[iq]) + g) = = fabs(d[iq])) a[ip][iq] = 0.0f;
else if (fabs(a[ip][iq]) > tresh){
h = d[iq] - d[ip];
if ((fabs(h) + g) == fabs(h)) t = a[ip][iq] / h;
else{
theta = 0.5f * h / a[ip][iq];
t = 1.0f / ((double)fabs(theta) + (double)sqrt(1.0f + theta * theta));
if (theta < 0.0f)    t = -t;
}
c = 1.0f / (double)sqrt(1 + t * t);
s = t * c;
tau = s / (1.0f + c);
h = t * a[ip][iq];
z[ip] -= h;
z[iq] += h;
d[ip] -= h;
d[iq] += h;
a[ip][iq] = 0.0f;

for (j = 0; j < ip; j++) Rotate(a, s, tau, j, ip, j, iq);
for (j = ip + 1; j < iq; j++) Rotate(a, s, tau, ip, j, j, iq);
for (j = iq + 1; j < n; j++) Rotate(a, s, tau, ip, j, iq, j);
for (j = 0; j < n; j++) Rotate(v, s, tau, j, ip, j, iq);
}
}
}
for (ip = 0; ip < n; ip++){
b[ip] += z[ip];
d[ip] = b[ip];
z[ip] = 0.0f;
}
}
return false;
}


//main function

double Q[4][4];
double Eigenvalue[4];
double Eigenvector[4][4];

Jacobi(Q, Eigenvector, Eigenvalue);

.....



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