mirror of
https://github.com/kuhyx/WUT_Computer_Science.git
synced 2026-11-11 12:47:38 +01:00
77 lines
2.6 KiB
Plaintext
77 lines
2.6 KiB
Plaintext
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 |