private void CalculateB()
{
if (!CanCalculateArbitrage())
{
return;
}
Eigen aE = new Eigen(m_a);
CMatrix aECVec = aE.Eigenvectors;
CVector aECVal = aE.Eigenvalues;
double aLambdaMax = aECVal[0].Real;
Vector aEVec = new Vector(aECVal.Length);
for (int i = 0; i < aECVal.Length; i++)
{
aEVec[i] = aECVec[i, 0].Real;
}
for (int i = 0; i < m_a.Rows; i++)
{
for (int j = 0; j < m_a.Cols; j++)
{
m_b[i, j] = aEVec[i] / aEVec[j];
//m_b[i, j] = (m_eigenValuesTest[i] / m_eigenValuesTest[j]);
}
}
Eigen bE = new Eigen(m_b);
CMatrix bECVec = bE.Eigenvectors;
CVector bECVal = bE.Eigenvalues;
double bLambdaMax = bECVal[0].Real;
Dispatcher.Invoke(() =>
{
ALambdaMax = Math.Round(aLambdaMax, 5);
BLambdaMax = Math.Round(bLambdaMax, 5);
});
}
private void CalculateB()
{
if (!CanCalculateArbitrage()) return;
Eigen aE = new Eigen(m_a);
CMatrix aECVec = aE.Eigenvectors;
CVector aECVal = aE.Eigenvalues;
double aLambdaMax = aECVal[0].Real;
Vector aEVec = new Vector(aECVal.Length);
for (int i = 0; i < aECVal.Length; i++)
{
aEVec[i] = aECVec[i, 0].Real;
}
for (int i = 0; i < m_a.Rows; i++)
{
for (int j = 0; j < m_a.Cols; j++)
{
m_b[i, j] = aEVec[i] / aEVec[j];
//m_b[i, j] = (m_eigenValuesTest[i] / m_eigenValuesTest[j]);
}
}
Eigen bE = new Eigen(m_b);
CMatrix bECVec = bE.Eigenvectors;
CVector bECVal = bE.Eigenvalues;
double bLambdaMax = bECVal[0].Real;
Dispatcher.Invoke(() =>
{
ALambdaMax = Math.Round(aLambdaMax, 5);
BLambdaMax = Math.Round(bLambdaMax, 5);
});
}
