From 1a6b95273628d898226eb448c8b671dc33f3c495 Mon Sep 17 00:00:00 2001 From: Elizabeth Hunt Date: Wed, 15 Nov 2023 14:16:15 -0700 Subject: compute dominant eigenvalue --- src/eigen.c | 31 +++++++++++++++++++++++++++++++ 1 file changed, 31 insertions(+) create mode 100644 src/eigen.c (limited to 'src/eigen.c') 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 +#include +#include +#include + +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; +} -- cgit v1.2.3-70-g09d2