WUT_Computer_Science/NotProgramming/ENUME/projectA/QRNoShifts.m

85 lines
3.0 KiB
Mathematica
Raw Normal View History

2021-11-12 07:59:54 +01:00
function [eigenValues, whichIterationAreWeOn, Matrix] = QRNoShifts(Matrix)
2021-11-12 08:41:21 +01:00
[whichIterationAreWeOn, threshold, startingMatrix, matlabEigen] = initializeValues(Matrix);
[Matrix, whichIterationAreWeOn] = QRNoShiftsLoop(threshold, Matrix, whichIterationAreWeOn);
eigenValues = diag(Matrix)';
2021-11-12 09:44:22 +01:00
%displayResults(eigenValues, whichIterationAreWeOn, Matrix, startingMatrix, matlabEigen);
2021-11-12 08:41:21 +01:00
end
function [Matrix, whichIterationAreWeOn] = QRNoShiftsLoop(threshold, Matrix, whichIterationAreWeOn)
2021-11-12 07:59:54 +01:00
while threshold > 1e-6
2021-11-12 08:41:21 +01:00
[Matrix, whichIterationAreWeOn, threshold] = QRNoShiftsInsideLoop(Matrix, whichIterationAreWeOn);
2021-11-12 07:59:54 +01:00
end
2021-11-12 08:41:21 +01:00
end
function [Matrix, whichIterationAreWeOn, threshold] = QRNoShiftsInsideLoop(Matrix, whichIterationAreWeOn)
[Q, R] = gramSchmidtAlgorithm(Matrix);
Matrix = R * Q;
whichIterationAreWeOn = whichIterationAreWeOn + 1;
2021-11-12 07:59:54 +01:00
2021-11-12 08:41:21 +01:00
% iterate until all non-diagonal elements are below the threshold
matrixWithoutDiagonal = Matrix - diag(diag(Matrix)); % first diag converts Matrix
% into vector consisting of values on the diagonal of matrix,
% second diag converts this vector into matrix with zeros on
% everything except diagonal
% If we substract it from Matrix we get original Matrix with zeros
% on a diagonal
threshold = max(max(abs(matrixWithoutDiagonal)));
% first max returns vector of elements
% second max returns max element from this vector
end
2021-11-12 09:44:22 +01:00
function displayResults(eigenValues, whichIterationsAreWeOn, Matrix, startingMatrix, matlabEigen)
2021-11-12 08:41:21 +01:00
disp("How many iterations it took:")
disp(whichIterationsAreWeOn)
disp("Starting Matrix:")
disp(startingMatrix)
disp("Final Matrix:")
disp(Matrix)
disp("eig(Matrix) eigen values:")
disp(matlabEigen)
disp("Our eigen values:")
2021-11-12 09:44:22 +01:00
disp(eigenValues);
2021-11-12 07:59:54 +01:00
end
2021-11-12 08:41:21 +01:00
function [whichIterationAreWeOn, threshold, startingMatrix, matlabEigen] = initializeValues(Matrix)
2021-11-12 07:59:54 +01:00
whichIterationAreWeOn = 0;
threshold = inf;
2021-11-12 08:41:21 +01:00
startingMatrix = Matrix;
matlabEigen = eig(Matrix);
2021-11-12 07:59:54 +01:00
end
% performs QR or QRdash decomposition of a matrix
function [Q, R] = gramSchmidtAlgorithm(Matrix)
[columns, Q, R, d] = initializeGramSchmid(Matrix);
[Q, R] = factorizeColumnsOfQ(columns, Q, Matrix, R, d);
[Q, R] = normalizeColumns(columns, Q, R);
end
function [columns, Q, R, d] = initializeGramSchmid(Matrix)
% We start with empty matrices
[rows, columns] = size(Matrix);
Q = zeros(rows, columns);
R = zeros(columns, columns);
d = zeros(1, columns);
end
function [Q, R] = factorizeColumnsOfQ(columns, Q, Matrix, R, d)
for i = 1 : columns
Q(:, i) = Matrix(:, i);
R(i, i) = 1;
d(i) = Q(:, i)' * Q(:, i);
for i2 = i + 1 : columns
R(i, i2) = (Q(:, i)' * Matrix(:, i2)) / d(i);
Matrix(:, i2) = Matrix(:, i2) - R(i, i2) * Q(:, i);
end
end
end
function [Q, R] = normalizeColumns(columns, Q, R)
for i = 1 : columns
dd = norm(Q(:, i));
Q(:, i) = Q(:, i) / dd;
R(i, i:columns) = R(i, i : columns) * dd;
end
end