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Linear Algebra and the C Language/a0dj
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Code study: eigs_mR();
I want to calculate the eigenvalues of the matrix M.
I use the QR decomposition of M.
Then I calculate RQ.
RQ becomes the new value of M.
And I start a cycle again.
To avoid modifying M, I copy it into T. Then I apply the algorithm seen above 1000 times.
c_mR(M,T);
for(i=0;i<1000;i++)
{
QR_mR(T,Q,R);
mul_mR(R,Q,T);
}
Finally, I find the eigenvalues on the diagonal of T.
for(rc=R1;rc<=r;rc++)
{
EValue[rc][C1] = T[rc][rc];
}
/* ------------------------------------ */
/* ------------------------------------ */
double **eigs_mR(
double **A,
double **EValue
)
{
int r = rsize_R(A);
double **T = i_mR(r,r);
double **Q = i_mR(r,r);
double ** = i_mR(r,r);
int i;
int rc;
c_mR(A,T);
for(i=0;i<LOOP_EIGSUV;i++)
{
QR_mR(T,Q,R);
mul_mR(R,Q,T);
}
for(rc=R1;rc<=r;rc++)
{
EValue[rc][C1] = T[rc][rc];
}
f_mR(T);
f_mR(Q);
f_mR(R);
return(EValue);
}
/* ------------------------------------ */
/* ------------------------------------ */