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Diffstat (limited to 'Homework/math4610/src/eigen.c')
| -rw-r--r-- | Homework/math4610/src/eigen.c | 116 |
1 files changed, 116 insertions, 0 deletions
diff --git a/Homework/math4610/src/eigen.c b/Homework/math4610/src/eigen.c new file mode 100644 index 0000000..49cc0e4 --- /dev/null +++ b/Homework/math4610/src/eigen.c @@ -0,0 +1,116 @@ +#include "lizfcm.h" +#include <assert.h> +#include <math.h> +#include <stdio.h> +#include <string.h> + +double least_dominant_eigenvalue(Matrix_double *m, Array_double *v, + double tolerance, size_t max_iterations) { + return shift_inverse_power_eigenvalue(m, v, 0.0, tolerance, max_iterations); +} + +double dominant_eigenvalue(Matrix_double *m, Array_double *v, double tolerance, + size_t max_iterations) { + assert(m->rows == m->cols); + assert(m->rows == v->size); + + double error = tolerance; + size_t iter = max_iterations; + double lambda = 0.0; + Array_double *eigenvector_1 = copy_vector(v); + + while (error >= tolerance && (--iter) > 0) { + Array_double *eigenvector_2 = m_dot_v(m, eigenvector_1); + Array_double *normalized_eigenvector_2 = + scale_v(eigenvector_2, 1.0 / linf_norm(eigenvector_2)); + free_vector(eigenvector_2); + eigenvector_2 = normalized_eigenvector_2; + + Array_double *mx = m_dot_v(m, eigenvector_2); + double new_lambda = + v_dot_v(mx, eigenvector_2) / v_dot_v(eigenvector_2, eigenvector_2); + + error = fabs(new_lambda - lambda); + lambda = new_lambda; + free_vector(eigenvector_1); + eigenvector_1 = eigenvector_2; + } + + return lambda; +} + +double shift_inverse_power_eigenvalue(Matrix_double *m, Array_double *v, + double shift, double tolerance, + size_t max_iterations) { + assert(m->rows == m->cols); + assert(m->rows == v->size); + + Matrix_double *m_c = copy_matrix(m); + for (size_t y = 0; y < m_c->rows; ++y) + m_c->data[y]->data[y] = m_c->data[y]->data[y] - shift; + + double error = tolerance; + size_t iter = max_iterations; + double lambda = shift; + Array_double *eigenvector_1 = copy_vector(v); + + while (error >= tolerance && (--iter) > 0) { + Array_double *eigenvector_2 = solve_matrix_lu_bsubst(m_c, eigenvector_1); + Array_double *normalized_eigenvector_2 = + scale_v(eigenvector_2, 1.0 / linf_norm(eigenvector_2)); + free_vector(eigenvector_2); + + Array_double *mx = m_dot_v(m, normalized_eigenvector_2); + double new_lambda = + v_dot_v(mx, normalized_eigenvector_2) / + v_dot_v(normalized_eigenvector_2, normalized_eigenvector_2); + + error = fabs(new_lambda - lambda); + lambda = new_lambda; + free_vector(eigenvector_1); + eigenvector_1 = normalized_eigenvector_2; + } + + return lambda; +} + +Array_double *partition_find_eigenvalues(Matrix_double *m, + Matrix_double *guesses, + double tolerance, + size_t max_iterations) { + assert(guesses->rows >= + 2); // we need at least, the most and least dominant eigenvalues + + double end = dominant_eigenvalue(m, guesses->data[guesses->rows - 1], + tolerance, max_iterations); + double begin = + least_dominant_eigenvalue(m, guesses->data[0], tolerance, max_iterations); + + double delta = (end - begin) / guesses->rows; + Array_double *eigenvalues = InitArrayWithSize(double, guesses->rows, 0.0); + for (size_t i = 0; i < guesses->rows; i++) { + double box_midpoint = ((delta * i) + (delta * (i + 1))) / 2; + + double nearest_eigenvalue = shift_inverse_power_eigenvalue( + m, guesses->data[i], box_midpoint, tolerance, max_iterations); + + eigenvalues->data[i] = nearest_eigenvalue; + } + + return eigenvalues; +} + +Matrix_double *leslie_matrix(Array_double *age_class_surivor_ratio, + Array_double *age_class_offspring) { + assert(age_class_surivor_ratio->size + 1 == age_class_offspring->size); + + Matrix_double *leslie = InitMatrixWithSize(double, age_class_offspring->size, + age_class_offspring->size, 0.0); + + free_vector(leslie->data[0]); + leslie->data[0] = copy_vector(age_class_offspring); + + for (size_t i = 0; i < age_class_surivor_ratio->size; i++) + leslie->data[i + 1]->data[i] = age_class_surivor_ratio->data[i]; + return leslie; +} |
