compute dominant eigenvalue

2 files changed, 41 insertions, 0 deletions

diff --git a/src/eigen.c b/src/eigen.c
new file mode 100644
index 0000000..aaacedc
--- /dev/null
+++ b/src/eigen.c
@@ -0,0 +1,31 @@
+#include "lizfcm.h"
+#include <assert.h>
+#include <math.h>
+#include <stdio.h>
+#include <string.h>
+
+double dominant_eigenvalue(Matrix_double *m, Array_double *v, double tolerance,
+                           size_t max_iterations) {
+  assert(m->rows == m->cols);
+  assert(m->rows == v->size);
+
+  double error = tolerance;
+  size_t iter = max_iterations;
+  double lambda = 0.0;
+  Array_double *eigenvector_1 = copy_vector(v);
+
+  while (error >= tolerance && (--iter) > 0) {
+    Array_double *eigenvector_2 = m_dot_v(m, eigenvector_1);
+
+    Array_double *mx = m_dot_v(m, eigenvector_2);
+    double new_lambda =
+        v_dot_v(mx, eigenvector_2) / v_dot_v(eigenvector_2, eigenvector_2);
+    error = fabs(new_lambda - lambda);
+    lambda = new_lambda;
+
+    free_vector(eigenvector_1);
+    eigenvector_1 = eigenvector_2;
+  }
+
+  return lambda;
+}
diff --git a/src/matrix.c b/src/matrix.c
index 0891734..04c5adc 100644
--- a/src/matrix.c
+++ b/src/matrix.c
@@ -42,6 +42,16 @@ Matrix_double *m_dot_m(Matrix_double *a, Matrix_double *b) {
   return prod;
 }
 
+Matrix_double *transpose(Matrix_double *m) {
+  Matrix_double *transposed = InitMatrixWithSize(double, m->cols, m->rows, 0.0);
+
+  for (size_t x = 0; x < m->rows; x++)
+    for (size_t y = 0; y < m->cols; y++)
+      transposed->data[y]->data[x] = m->data[x]->data[y];
+
+  return transposed;
+}
+
 Matrix_double *put_identity_diagonal(Matrix_double *m) {
   assert(m->rows == m->cols);
   Matrix_double *copy = copy_matrix(m);