src/eigen.c


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#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;
}