# include # include # include # include # include # include using namespace std; # include "power_method.hpp" //****************************************************************************80 double cpu_time ( ) //****************************************************************************80 // // Purpose: // // CPU_TIME reports the elapsed CPU time. // // Modified: // // 27 September 2005 // // Author: // // John Burkardt // // Parameters: // // Output, double CPU_TIME, the current total elapsed CPU time in second. // { double value; value = ( double ) clock ( ) / ( double ) CLOCKS_PER_SEC; return value; } //****************************************************************************80 double *fibonacci2 ( int n ) //****************************************************************************80 // // Purpose: // // FIBONACCI2 returns the FIBONACCI2 matrix. // // Example: // // N = 5 // // 0 1 0 0 0 // 1 1 0 0 0 // 0 1 1 0 0 // 0 0 1 1 0 // 0 0 0 1 1 // // Properties: // // A is generally not symmetric: A' /= A. // // A is tridiagonal. // // Because A is tridiagonal, it has property A (bipartite). // // A is banded, with bandwidth 3. // // A is integral, therefore det ( A ) is integral, and // det ( A ) * inverse ( A ) is integral. // // A is a zero/one matrix. // // If N = 1 then // det ( A ) = 0 // else // det ( A ) = -1 // // If 1 < N, then A is unimodular. // // When applied to a Fibonacci1 matrix B, the Fibonacci2 matrix // A produces the "next" Fibonacci1 matrix C = A*B. // // Let PHI be the golden ratio (1+sqrt(5))/2. // // For 2 <= N, the eigenvalues and eigenvectors are: // // LAMBDA(1) = PHI, vector = (1,PHI,PHI^2,...PHI^(N-1)); // LAMBDA(2:N-1) = 1 vector = (0,0,0,...,0,1); // LAMBDA(N) = 1 - PHI. vector = ((-PHI)^(N-1),(-PHI)^(N-2),...,1) // // Note that there is only one eigenvector corresponding to 1. // Hence, for 3 < N, the matrix is defective. This fact means, // for instance, that the convergence of the eigenvector in the power // method will be very slow. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 26 May 2008 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the matrix. // // Output, double FIBONACCI2[N*N], the matrix. // { double *a; int i; int j; a = new double[n*n]; for ( i = 1; i <= n; i++ ) { for ( j = 1; j <= n; j++ ) { if ( i == 1 ) { if ( j == 2 ) { a[i-1+(j-1)*n] = 1.0; } else { a[i-1+(j-1)*n] = 0.0; } } else { if ( j == i - 1 || j == i ) { a[i-1+(j-1)*n] = 1.0; } else { a[i-1+(j-1)*n] = 0.0; } } } } return a; } //****************************************************************************80 void power_method ( int n, double a[], double y[], int it_max, double tol, double *lambda, int *it_num ) //****************************************************************************80 // // Purpose: // // POWER_METHOD applies several steps of the power method. // // Discussion: // // For a given NxN matrix A and an N vector Y, the power method produces // a series of estimates for LAMBDA, the largest eigenvalue, and Y, // the eigenvector corresponding to LAMBDA. // // The iteration repeats the following steps // // AY = A * Y // LAMBDA = || AY || // Y = AY / LAMBDA // // If the matrix A has a single real eigenvalue of maximum modulus, // then this iteration will generally produce a good estimate for that // eigenvalue and its corresponding eigenvector. // // If there are multiple distinct eigenvalues of the same modulus, // perhaps two values of opposite sign, or complex eigenvalues, then // the situation is more complicated. // // Separate issues: // // * when estimating the value of LAMBDA, we use the Rayleigh quotient, // LAMBDA = ( y' * A * y ) / ( y' * y ). Since we normalize Y, the // bottom of the fraction is 1. Using this estimate allows us to // easily capture the sign of LAMDBA. Using the eucldean norm // instead, for instance, would always give a positive value. // // * If the dominant eigenvalue is negative, then the iteration // as given will produce eigenvector iterates that alternate in sign. // // * It is worth knowing whether the successive eigenvector estimates // are tending to some value. Since an eigenvector is really a direction, // we need to normalize the vectors, and we need to somehow treat both // a vector and its negative as holding the same information. This // means that the proper way of measuring the difference between two // eigenvector estimates is to normalize them both, and then compute // the cosine between them as y1'y2, followed by the sine, which is // sqrt ( 1 - ( y1'y2)^2 ). If this sine is small, the vectors y1 and y2 // are "close" in the sense of direction. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 July 2008 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the matrix. // // Input, double A[N*N], the matrix. // // Input/output, double Y[N], the estimate for the eigenvector. // // Input, int IT_MAX, the maximum number of iterations to take. // 1 <= IT_MAX. // // Input, double TOL, an error tolerance. // // Output, double *LAMBDA, the estimate for the eigenvalue. // // Output, int *IT_NUM, the number of iterations taken. // { double *ay; double cos_y1y2; static bool debug = false; int i; int it; double lambda_old; double norm; double sin_y1y2; double val_dif; double *y_old; ay = new double[n]; y_old = new double[n]; if ( debug ) { cout << "\n"; cout << " IT Lambda Delta-Lambda Delta-Y\n"; cout << "\n"; } // // Force Y to be a vector of unit norm. // norm = r8vec_norm_l2 ( n, y ); for ( i = 0; i < n; i++ ) { y[i] = y[i] / norm; } it = 0; for ( i = 0; i < n; i++ ) { y_old[i] = y[i]; } r8mat_mv ( n, n, a, y, ay ); *lambda = r8vec_dot ( n, y, ay ); norm = r8vec_norm_l2 ( n, ay ); for ( i = 0; i < n; i++ ) { y[i] = ay[i] / norm; } if ( *lambda < 0.0 ) { for ( i = 0; i < n; i++ ) { y[i] = - y[i]; } } val_dif = 0.0; cos_y1y2 = r8vec_dot ( n, y, y_old ); sin_y1y2 = sqrt ( ( 1.0 - cos_y1y2 ) * ( 1.0 + cos_y1y2 ) ); if ( debug ) { cout << " " << setw(5) << it << " " << setw(14) << *lambda << " " << setw(14) << val_dif << " " << setw(14) << sin_y1y2 << "\n"; } for ( it = 1; it <= it_max; it++ ) { lambda_old = *lambda; for ( i = 0; i < n; i++ ) { y_old[i] = y[i]; } r8mat_mv ( n, n, a, y, ay ); *lambda = r8vec_dot ( n, y, ay ); norm = r8vec_norm_l2 ( n, ay ); for ( i = 0; i < n; i++ ) { y[i] = ay[i] / norm; } if ( *lambda < 0.0 ) { for ( i = 0; i < n; i++ ) { y[i] = - y[i]; } } val_dif = r8_abs ( *lambda - lambda_old ); cos_y1y2 = r8vec_dot ( n, y, y_old ); sin_y1y2 = sqrt ( ( 1.0 - cos_y1y2 ) * ( 1.0 + cos_y1y2 ) ); if ( debug ) { cout << " " << setw(5) << it << " " << setw(14) << *lambda << " " << setw(14) << val_dif << " " << setw(14) << sin_y1y2 << "\n"; } if ( val_dif <= tol ) { break; } } for ( i = 0; i < n; i++ ) { y[i] = ay[i] / *lambda; } *it_num = it; delete [] ay; delete [] y_old; return; } //****************************************************************************80 void power_method2 ( int n, double a[], double x_init[], int it_max, double tol, complex *lambda, complex v[], int *it_num ) //****************************************************************************80 // // Purpose: // // POWER_METHOD2 applies the power method for possibly complex eigenvalues. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 09 July 2008 // // Author: // // John Burkardt // // Reference: // // Eric VanDeVelde, // Concurrent Scientific Programming, // Springer, 1994, // ISBN: 0-387-94195-9, // LC: QA76.58.V35. // // Parameters: // // Input, int N, the order of the matrix. // // Input, double A[N*N], the matrix. // // Input, double X_INIT[N], the initial estimate for the eigenvector. // // Input, int IT_MAX, the maximum number of iterations to take. // 1 <= IT_MAX. // // Input, double TOL, an error tolerance. // // Output, complex *LAMBDA, the estimate for the eigenvalue. // // Output, complex V[N], the estimate for the eigenvector. // // Output, int *IT_NUM, the number of iterations taken. // { double alpha; double beta; double gamma; int i; int it; double lambda_imag; double lambda_real; double pi_xx; double pi_xy; double pi_xz; double pi_yy; double pi_yz; double pi_zz; double *x; double *y; double *z; x = new double[n]; y = new double[n]; z = new double[n]; *it_num = 0; // // Compute data necessary to start the iteration. // r8vec_copy ( n, x_init, x ); pi_xx = r8vec_dot ( n, x, x ); r8vec_divide ( n, x, pi_xx ); r8mat_mv ( n, n, a, x, y ); pi_xy = r8vec_dot ( n, x, y ); pi_yy = r8vec_dot ( n, y, y ); for ( it = 1; it <= it_max; it++ ) { if ( pi_yy - pi_xy * pi_xy < tol * tol * pi_yy ) { *lambda = complex ( pi_xy, 0.0 ); for ( i = 0; i < n; i++ ) { v[i] = complex ( y[i], 0.0 ) / pi_yy; } delete [] x; delete [] y; delete [] z; return; } r8mat_mv ( n, n, a, y, z ); pi_xz = r8vec_dot ( n, x, z ); pi_yz = r8vec_dot ( n, y, z ); pi_zz = r8vec_dot ( n, z, z ); alpha = - ( pi_yz - pi_xy * pi_xz ) / ( pi_yy - pi_xy * pi_xy ); beta = ( pi_xy * pi_yz - pi_yy * pi_xz ) / ( pi_yy - pi_xy * pi_xy ); gamma = pi_zz + alpha * alpha * pi_yy + beta * beta + 2.0 * ( alpha * pi_yz + beta * pi_xz + alpha * beta * pi_xy ); if ( gamma < tol * tol * pi_zz && alpha * alpha < 4.0 * beta ) { lambda_real = - alpha / 2.0; lambda_imag = sqrt ( 4.0 * beta - alpha * alpha ) / 2.0; *lambda = complex ( lambda_real, lambda_imag ); for ( i = 0; i < n; i++ ) { v[i] = ( *lambda * y[i] - z[i] ) / sqrt ( beta * pi_yy + alpha * pi_yz + pi_zz ); } delete [] x; delete [] y; delete [] z; return; } r8vec_copy ( n, y, x ); r8vec_divide ( n, x, sqrt ( pi_yy ) ); r8vec_copy ( n, z, y ); r8vec_divide ( n, y, sqrt ( pi_yy ) ); pi_xy = pi_yz / pi_yy; pi_yy = pi_zz / pi_yy; *it_num = it; } cout << "\n"; cout << "POWER_METHOD2 - Fatal error!\n"; cout << " Convergence was not reached.\n"; exit ( 1 ); } //****************************************************************************80 double r8_abs ( double x ) //****************************************************************************80 // // Purpose: // // R8_ABS returns the absolute value of an R8. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 14 November 2006 // // Author: // // John Burkardt // // Parameters: // // Input, double X, the quantity whose absolute value is desired. // // Output, double R8_ABS, the absolute value of X. // { double value; if ( 0.0 <= x ) { value = x; } else { value = -x; } return value; } //****************************************************************************80 double r8_epsilon ( ) //****************************************************************************80 // // Purpose: // // R8_EPSILON returns the R8 roundoff unit. // // Discussion: // // The roundoff unit is a number R which is a power of 2 with the // property that, to the precision of the computer's arithmetic, // 1 < 1 + R // but // 1 = ( 1 + R / 2 ) // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 01 September 2012 // // Author: // // John Burkardt // // Parameters: // // Output, double R8_EPSILON, the R8 round-off unit. // { const double value = 2.220446049250313E-016; return value; } //****************************************************************************80 void r8mat_mv ( int m, int n, double a[], double x[], double y[] ) //****************************************************************************80 // // Purpose: // // R8MAT_MV multiplies a matrix times a vector. // // Discussion: // // An R8MAT is a doubly dimensioned array of double precision values, which // may be stored as a vector in column-major order. // // For this routine, the result is returned as the function value. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 11 April 2007 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the number of rows and columns of the matrix. // // Input, double A[M,N], the M by N matrix. // // Input, double X[N], the vector to be multiplied by A. // // Output, double Y[M], the product A*X. // { int i; int j; for ( i = 0; i < m; i++ ) { y[i] = 0.0; for ( j = 0; j < n; j++ ) { y[i] = y[i] + a[i+j*m] * x[j]; } } return; } //****************************************************************************80 void r8vec_copy ( int n, double a1[], double a2[] ) //****************************************************************************80 // // Purpose: // // R8VEC_COPY copies an R8VEC. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 03 July 2005 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the vectors. // // Input, double A1[N], the vector to be copied. // // Output, double A2[N], the copy of A1. // { int i; for ( i = 0; i < n; i++ ) { a2[i] = a1[i]; } return; } //****************************************************************************80 void r8vec_divide ( int n, double a[], double s ) //****************************************************************************80 // // Purpose: // // R8VEC_DIVIDE divides an R8VEC by a nonzero scalar. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 30 August 2008 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the vector. // // Input/output, double A[N]. On input, the vector to be scaled. // On output, each entry has been divided by S. // // Input, double S, the divisor. // { int i; for ( i = 0; i < n; i++ ) { a[i] = a[i] / s; } return; } //****************************************************************************80 double r8vec_dot ( int n, double a1[], double a2[] ) //****************************************************************************80 // // Purpose: // // R8VEC_DOT computes the dot product of a pair of R8VEC's. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 03 July 2005 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in the vectors. // // Input, double A1[N], A2[N], the two vectors to be considered. // // Output, double R8VEC_DOT, the dot product of the vectors. // { int i; double value; value = 0.0; for ( i = 0; i < n; i++ ) { value = value + a1[i] * a2[i]; } return value; } //****************************************************************************80 double r8vec_norm_l2 ( int n, double a[] ) //****************************************************************************80 // // Purpose: // // R8VEC_NORM_L2 returns the L2 norm of an R8VEC. // // Definition: // // The vector L2 norm is defined as: // // R8VEC_NORM_L2 = sqrt ( sum ( 1 <= I <= N ) A(I)**2 ). // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 01 March 2003 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of entries in A. // // Input, double A[N], the vector whose L2 norm is desired. // // Output, double R8VEC_NORM_L2, the L2 norm of A. // { int i; double v; v = 0.0; for ( i = 0; i < n; i++ ) { v = v + a[i] * a[i]; } v = sqrt ( v ); return v; } //****************************************************************************80 double *r8vec_uniform_01 ( int n, int *seed ) //****************************************************************************80 // // Purpose: // // R8VEC_UNIFORM_01 returns a unit pseudorandom R8VEC. // // Discussion: // // This routine implements the recursion // // seed = ( 16807 * seed ) mod ( 2^31 - 1 ) // u = seed / ( 2^31 - 1 ) // // The integer arithmetic never requires more than 32 bits, // including a sign bit. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 19 August 2004 // // Author: // // John Burkardt // // Reference: // // Paul Bratley, Bennett Fox, Linus Schrage, // A Guide to Simulation, // Second Edition, // Springer, 1987, // ISBN: 0387964673, // LC: QA76.9.C65.B73. // // Bennett Fox, // Algorithm 647: // Implementation and Relative Efficiency of Quasirandom // Sequence Generators, // ACM Transactions on Mathematical Software, // Volume 12, Number 4, December 1986, pages 362-376. // // Pierre L'Ecuyer, // Random Number Generation, // in Handbook of Simulation, // edited by Jerry Banks, // Wiley, 1998, // ISBN: 0471134031, // LC: T57.62.H37. // // Peter Lewis, Allen Goodman, James Miller, // A Pseudo-Random Number Generator for the System/360, // IBM Systems Journal, // Volume 8, Number 2, 1969, pages 136-143. // // Parameters: // // Input, int N, the number of entries in the vector. // // Input/output, int *SEED, a seed for the random number generator. // // Output, double R8VEC_UNIFORM_01[N], the vector of pseudorandom values. // { int i; int i4_huge = 2147483647; int k; double *r; if ( *seed == 0 ) { cerr << "\n"; cerr << "R8VEC_UNIFORM_01 - Fatal error!\n"; cerr << " Input value of SEED = 0.\n"; exit ( 1 ); } r = new double[n]; for ( i = 0; i < n; i++ ) { k = *seed / 127773; *seed = 16807 * ( *seed - k * 127773 ) - k * 2836; if ( *seed < 0 ) { *seed = *seed + i4_huge; } r[i] = ( double ) ( *seed ) * 4.656612875E-10; } return r; } //****************************************************************************80 void timestamp ( void ) //****************************************************************************80 // // Purpose: // // TIMESTAMP prints the current YMDHMS date as a time stamp. // // Example: // // May 31 2001 09:45:54 AM // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 03 October 2003 // // Author: // // John Burkardt // // Parameters: // // None // { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct tm *tm; size_t len; time_t now; now = time ( NULL ); tm = localtime ( &now ); len = strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm ); cout << time_buffer << "\n"; return; # undef TIME_SIZE } //****************************************************************************80 double *tris ( int m, int n, double x, double y, double z ) //****************************************************************************80 // // Purpose: // // TRIS returns the TRIS matrix. // // Discussion: // // The matrix is a tridiagonal matrix defined by three scalars. // // See page 155 of the Todd reference. // // Formula: // // if ( J = I-1 ) // A(I,J) = X // else if ( J = I ) // A(I,J) = Y // else if ( J = I + 1 ) // A(I,J) = Z // else // A(I,J) = 0 // // Example: // // M = 5, N = 5, X = 1, Y = 2, Z = 3 // // 2 3 0 0 0 // 1 2 3 0 0 // 0 1 2 3 0 // 0 0 1 2 3 // 0 0 0 1 2 // // Properties: // // A is generally not symmetric: A' /= A. // // A is tridiagonal. // // Because A is tridiagonal, it has property A (bipartite). // // A is banded, with bandwidth 3. // // A is Toeplitz: constant along diagonals. // // If Y is not zero, then for A to be singular, it must be the case that // // 0.5 * Y / sqrt ( X * Z ) < 1 // // and // // cos (K*PI/(N+1)) = - 0.5 * Y / sqrt ( X * Z ) for some 1 <= K <= N. // // If Y is zero, then A is singular when N is odd, or if X or Z is zero. // // A is persymmetric: A(I,J) = A(N+1-J,N+1-I). // // A has eigenvalues // // LAMBDA(I) = Y + 2 * sqrt(X*Z) * COS(I*PI/(N+1)) // // The eigenvalues will be complex if X * Z < 0. // // If X = Z, the matrix is symmetric. // // As long as X and Z are nonzero, the matrix is irreducible. // // If X = Z = -1, and Y = 2, the matrix is a symmetric, positive // definite M matrix, the negative of the second difference matrix. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 17 July 2008 // // Author: // // John Burkardt // // Reference: // // John Todd, // Basic Numerical Mathematics, // Volume 2: Numerical Algebra, // Birkhauser, 1980, // ISBN: 0817608117, // LC: QA297.T58. // // Parameters: // // Input, int M, N, the order of the matrix. // // Input, double X, Y, Z, the scalars that define A. // // Output, double TRIS[M*N], the matrix. // { double *a; int i; int j; a = new double[m*n]; for ( j = 0; j < n; j++ ) { for ( i = 0; i < m; i++ ) { if ( j == i - 1 ) { a[i+j*m] = x; } else if ( j == i ) { a[i+j*m] = y; } else if ( j == i + 1 ) { a[i+j*m] = z; } else { a[i+j*m] = 0.0; } } } return a; } //****************************************************************************80 complex *tris_eigenvalues ( int n, double x, double y, double z ) //****************************************************************************80 // // Purpose: // // TRIS_EIGENVALUES returns the eigenvalues of the TRIS matrix. // // Discussion: // // The eigenvalues will be complex if X * Z < 0. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 17 July 2008 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the order of the matrix. // // Input, double X, Y, Z, the scalars that define A. // // Output, complex TRIS_EIGENVALUES[N], the eigenvalues. // { double angle; complex arg; int i; complex *lambda; double pi = 3.141592653589793; lambda = new complex [n]; for ( i = 0; i < n; i++ ) { angle = ( double ) ( i + 1 ) * pi / ( double ) ( n + 1 ); arg = complex ( x * z, 0.0 ); lambda[i] = y + 2.0 * sqrt ( arg ) * cos ( angle ); } return lambda; }