1 files changed, 35 insertions, 0 deletions
diff --git a/src/eigen.c b/src/eigen.c
index 36ccc92..8fcf5c4 100644
--- a/src/eigen.c
+++ b/src/eigen.c
@@ -48,3 +48,38 @@ double dominant_eigenvalue(Matrix_double *m, Array_double *v, double tolerance,
 
   return lambda;
 }
+
+double least_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 shift = 0.0;
+  Matrix_double *m_c = copy_matrix(m);
+  for (size_t y = 0; y < m_c->rows; ++y)
+    m_c->data[y]->data[y] = m_c->data[y]->data[y] - shift;
+
+  double error = tolerance;
+  size_t iter = max_iterations;
+  double lambda = shift;
+  Array_double *eigenvector_1 = copy_vector(v);
+
+  while (error >= tolerance && (--iter) > 0) {
+    Array_double *eigenvector_2 = solve_matrix_lu_bsubst(m_c, eigenvector_1);
+    Array_double *normalized_eigenvector_2 =
+        scale_v(eigenvector_2, 1.0 / linf_norm(eigenvector_2));
+    free_vector(eigenvector_2);
+    eigenvector_2 = normalized_eigenvector_2;
+
+    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;
+}