WUT_Computer_Science/ENUME/projectA/QRNoShifts.asv
2021-11-12 08:41:21 +01:00

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function [eigenValues, whichIterationAreWeOn, Matrix] = QRNoShifts(Matrix)
startingMatrix = Matrix;
matlabEigen = eig(Matrix);
[whichIterationAreWeOn, threshold] = initializeValues();
[Matrix, whichIterationAreWeOn, eigenValues] = QRNoShiftsLoop(threshold, Matrix, whichIterationAreWeOn);
% convert eigenvalue matrix to vector
eigenValues = diag(Matrix)';
disp("Iterations it took: ");
disp(whichIterationAreWeOn);
disp("Final matrix: ");
disp(Matrix);
end
function [Matrix, whichIterationAreWeOn, eigenValues] = QRNoShiftsLoop(threshold, Matrix, whichIterationAreWeOn)
while threshold > 1e-6
[Q, R] = gramSchmidtAlgorithm(Matrix);
Matrix = R * Q;
whichIterationAreWeOn = whichIterationAreWeOn + 1;
% 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(abs(matrixWithoutDiagonal));
end
end
function displayResults(eigenValues, whichIterationsAreWeOn, Matrix, startingMatrix, matlabEigen)
disp("How many iterations it took:")
disp(whichIterationsAreWeOn);
disp("Starting matrix:")
disp(M)
end
function [whichIterationAreWeOn, threshold] = initializeValues()
whichIterationAreWeOn = 0;
threshold = inf;
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