📄 mgceigen.cpp
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// re-ordering if MgcEigen::QLAlgorithm is used subsequently
for (i0 = 1, i3 = 0; i0 < iSize; i0++, i3++)
m_afSubd[i3] = m_afSubd[i0];
m_afSubd[iSize-1] = 0;
}
//---------------------------------------------------------------------------
bool MgcEigen::QLAlgorithm (int iSize, MgcReal* m_afDiag, MgcReal* m_afSubd,
MgcReal** m_aafMat)
{
const int iMaxIter = 32;
for (int i0 = 0; i0 < iSize; i0++)
{
int i1;
for (i1 = 0; i1 < iMaxIter; i1++)
{
int i2;
for (i2 = i0; i2 <= iSize-2; i2++)
{
MgcReal fTmp =
MgcMath::Abs(m_afDiag[i2])+MgcMath::Abs(m_afDiag[i2+1]);
if ( MgcMath::Abs(m_afSubd[i2]) + fTmp == fTmp )
break;
}
if ( i2 == i0 )
break;
MgcReal fG = (m_afDiag[i0+1]-m_afDiag[i0])/(2.0*m_afSubd[i0]);
MgcReal fR = MgcMath::Sqrt(fG*fG+1.0);
if ( fG < 0.0 )
fG = m_afDiag[i2]-m_afDiag[i0]+m_afSubd[i0]/(fG-fR);
else
fG = m_afDiag[i2]-m_afDiag[i0]+m_afSubd[i0]/(fG+fR);
MgcReal fSin = 1.0, fCos = 1.0, fP = 0.0;
for (int i3 = i2-1; i3 >= i0; i3--)
{
MgcReal fF = fSin*m_afSubd[i3];
MgcReal fB = fCos*m_afSubd[i3];
if ( MgcMath::Abs(fF) >= MgcMath::Abs(fG) )
{
fCos = fG/fF;
fR = MgcMath::Sqrt(fCos*fCos+1.0);
m_afSubd[i3+1] = fF*fR;
fSin = 1.0/fR;
fCos *= fSin;
}
else
{
fSin = fF/fG;
fR = MgcMath::Sqrt(fSin*fSin+1.0);
m_afSubd[i3+1] = fG*fR;
fCos = 1.0/fR;
fSin *= fCos;
}
fG = m_afDiag[i3+1]-fP;
fR = (m_afDiag[i3]-fG)*fSin+2.0*fB*fCos;
fP = fSin*fR;
m_afDiag[i3+1] = fG+fP;
fG = fCos*fR-fB;
for (int i4 = 0; i4 < iSize; i4++)
{
fF = m_aafMat[i4][i3+1];
m_aafMat[i4][i3+1] = fSin*m_aafMat[i4][i3]+fCos*fF;
m_aafMat[i4][i3] = fCos*m_aafMat[i4][i3]-fSin*fF;
}
}
m_afDiag[i0] -= fP;
m_afSubd[i0] = fG;
m_afSubd[i2] = 0.0;
}
if ( i1 == iMaxIter )
return false;
}
return true;
}
//---------------------------------------------------------------------------
void MgcEigen::DecreasingSort (int iSize, MgcReal* afEigval,
MgcReal** aafEigvec)
{
// sort eigenvalues in decreasing order, e[0] >= ... >= e[iSize-1]
for (int i0 = 0, i1; i0 <= iSize-2; i0++)
{
// locate maximum eigenvalue
i1 = i0;
MgcReal fMax = afEigval[i1];
int i2;
for (i2 = i0+1; i2 < iSize; i2++)
{
if ( afEigval[i2] > fMax )
{
i1 = i2;
fMax = afEigval[i1];
}
}
if ( i1 != i0 )
{
// swap eigenvalues
afEigval[i1] = afEigval[i0];
afEigval[i0] = fMax;
// swap eigenvectors
for (i2 = 0; i2 < iSize; i2++)
{
MgcReal fTmp = aafEigvec[i2][i0];
aafEigvec[i2][i0] = aafEigvec[i2][i1];
aafEigvec[i2][i1] = fTmp;
}
}
}
}
//---------------------------------------------------------------------------
void MgcEigen::IncreasingSort (int iSize, MgcReal* afEigval,
MgcReal** aafEigvec)
{
// sort eigenvalues in increasing order, e[0] <= ... <= e[iSize-1]
for (int i0 = 0, i1; i0 <= iSize-2; i0++)
{
// locate minimum eigenvalue
i1 = i0;
MgcReal fMin = afEigval[i1];
int i2;
for (i2 = i0+1; i2 < iSize; i2++)
{
if ( afEigval[i2] < fMin )
{
i1 = i1;
fMin = afEigval[i1];
}
}
if ( i1 != i0 )
{
// swap eigenvalues
afEigval[i1] = afEigval[i0];
afEigval[i0] = fMin;
// swap eigenvectors
for (i2 = 0; i2 < iSize; i2++)
{
MgcReal fTmp = aafEigvec[i2][i0];
aafEigvec[i2][i0] = aafEigvec[i2][i1];
aafEigvec[i2][i1] = fTmp;
}
}
}
}
//---------------------------------------------------------------------------
void MgcEigen::SetMatrix (MgcReal** aafMat)
{
for (int iRow = 0; iRow < m_iSize; iRow++)
{
for (int iCol = 0; iCol < m_iSize; iCol++)
m_aafMat[iRow][iCol] = aafMat[iRow][iCol];
}
}
//---------------------------------------------------------------------------
void MgcEigen::EigenStuff2 ()
{
Tridiagonal2(m_aafMat,m_afDiag,m_afSubd);
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
}
//---------------------------------------------------------------------------
void MgcEigen::EigenStuff3 ()
{
Tridiagonal3(m_aafMat,m_afDiag,m_afSubd);
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
}
//---------------------------------------------------------------------------
void MgcEigen::EigenStuff4 ()
{
Tridiagonal4(m_aafMat,m_afDiag,m_afSubd);
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
}
//---------------------------------------------------------------------------
void MgcEigen::EigenStuffN ()
{
TridiagonalN(m_iSize,m_aafMat,m_afDiag,m_afSubd);
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
}
//---------------------------------------------------------------------------
void MgcEigen::EigenStuff ()
{
switch ( m_iSize )
{
case 2:
Tridiagonal2(m_aafMat,m_afDiag,m_afSubd);
break;
case 3:
Tridiagonal3(m_aafMat,m_afDiag,m_afSubd);
break;
case 4:
Tridiagonal4(m_aafMat,m_afDiag,m_afSubd);
break;
default:
TridiagonalN(m_iSize,m_aafMat,m_afDiag,m_afSubd);
break;
}
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
}
//---------------------------------------------------------------------------
void MgcEigen::DecrSortEigenStuff2 ()
{
Tridiagonal2(m_aafMat,m_afDiag,m_afSubd);
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
DecreasingSort(m_iSize,m_afDiag,m_aafMat);
}
//---------------------------------------------------------------------------
void MgcEigen::DecrSortEigenStuff3 ()
{
Tridiagonal3(m_aafMat,m_afDiag,m_afSubd);
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
DecreasingSort(m_iSize,m_afDiag,m_aafMat);
}
//---------------------------------------------------------------------------
void MgcEigen::DecrSortEigenStuff4 ()
{
Tridiagonal4(m_aafMat,m_afDiag,m_afSubd);
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
DecreasingSort(m_iSize,m_afDiag,m_aafMat);
}
//---------------------------------------------------------------------------
void MgcEigen::DecrSortEigenStuffN ()
{
TridiagonalN(m_iSize,m_aafMat,m_afDiag,m_afSubd);
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
DecreasingSort(m_iSize,m_afDiag,m_aafMat);
}
//---------------------------------------------------------------------------
void MgcEigen::DecrSortEigenStuff ()
{
switch ( m_iSize )
{
case 2:
Tridiagonal2(m_aafMat,m_afDiag,m_afSubd);
break;
case 3:
Tridiagonal3(m_aafMat,m_afDiag,m_afSubd);
break;
case 4:
Tridiagonal4(m_aafMat,m_afDiag,m_afSubd);
break;
default:
TridiagonalN(m_iSize,m_aafMat,m_afDiag,m_afSubd);
break;
}
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
DecreasingSort(m_iSize,m_afDiag,m_aafMat);
}
//---------------------------------------------------------------------------
void MgcEigen::IncrSortEigenStuff2 ()
{
Tridiagonal2(m_aafMat,m_afDiag,m_afSubd);
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
IncreasingSort(m_iSize,m_afDiag,m_aafMat);
}
//---------------------------------------------------------------------------
void MgcEigen::IncrSortEigenStuff3 ()
{
Tridiagonal3(m_aafMat,m_afDiag,m_afSubd);
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
IncreasingSort(m_iSize,m_afDiag,m_aafMat);
}
//---------------------------------------------------------------------------
void MgcEigen::IncrSortEigenStuff4 ()
{
Tridiagonal4(m_aafMat,m_afDiag,m_afSubd);
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
IncreasingSort(m_iSize,m_afDiag,m_aafMat);
}
//---------------------------------------------------------------------------
void MgcEigen::IncrSortEigenStuffN ()
{
TridiagonalN(m_iSize,m_aafMat,m_afDiag,m_afSubd);
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
IncreasingSort(m_iSize,m_afDiag,m_aafMat);
}
//---------------------------------------------------------------------------
void MgcEigen::IncrSortEigenStuff ()
{
switch ( m_iSize )
{
case 2:
Tridiagonal2(m_aafMat,m_afDiag,m_afSubd);
break;
case 3:
Tridiagonal3(m_aafMat,m_afDiag,m_afSubd);
break;
case 4:
Tridiagonal4(m_aafMat,m_afDiag,m_afSubd);
break;
default:
TridiagonalN(m_iSize,m_aafMat,m_afDiag,m_afSubd);
break;
}
QLAlgorithm(m_iSize,m_afDiag,m_afSubd,m_aafMat);
IncreasingSort(m_iSize,m_afDiag,m_aafMat);
}
//---------------------------------------------------------------------------
#ifdef EIGEN_TEST
int main ()
{
MgcEigen kES(3);
kES.Matrix(0,0) = 2.0; kES.Matrix(0,1) = 1.0; kES.Matrix(0,2) = 1.0;
kES.Matrix(1,0) = 1.0; kES.Matrix(1,1) = 2.0; kES.Matrix(1,2) = 1.0;
kES.Matrix(2,0) = 1.0; kES.Matrix(2,1) = 1.0; kES.Matrix(2,2) = 2.0;
kES.IncrSortEigenStuff3();
cout.setf(ios::fixed);
cout << "eigenvalues = " << endl;
int iRow;
for (iRow = 0; iRow < 3; iRow++)
cout << kES.GetEigenvalue(iRow) << ' ';
cout << endl;
cout << "eigenvectors = " << endl;
for (iRow = 0; iRow < 3; iRow++)
{
for (int iCol = 0; iCol < 3; iCol++)
cout << kES.GetEigenvector(iRow,iCol) << ' ';
cout << endl;
}
// eigenvalues =
// 1.000000 1.000000 4.000000
// eigenvectors =
// 0.411953 0.704955 0.577350
// 0.404533 -0.709239 0.577350
// -0.816485 0.004284 0.577350
return 0;
}
#endif
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