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33 lines
947 B
Matlab
33 lines
947 B
Matlab
% [USES] lu/Doolittle
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function [lambda, y, step] = InversePowerMethod(A, tol, max_iter, miu)
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% Check if it's a square matrix, otherwise there won't be any eigenvalues
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[n m] = size(A);
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if n ~= m
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disp ('Not square matrix')
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return;
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endif
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y = rand(n, 1);
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I = eye(n);
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lambda = inf;
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for step = 1 : max_iter
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% Solving (A - miu * I) * z = y system using Doolittle LU decomposition
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[L U z] = Doolittle(A - miu * I, y);
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y = z / norm(z);
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% Update the previous value with the newest one
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lambda_old = lambda;
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lambda = y' * A * y;
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% When the new values get close enough to the last values
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% regarding the imposed tolerance "tol", we reached the solution
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if abs((lambda - lambda_old) / lambda) < tol
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return;
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endif
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% Rayleigh quotient iteration in order to increase the convergence speed
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miu = lambda;
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endfor
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endfunction
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