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