/// Returns a finder to find the next largest eigen value of the receiver's matrix.
/// @return DhbMatrixAlgebra.LargestEigenvalueFinder
public LargestEigenvalueFinder NextLargestEigenvalueFinder()
{
double norm = 1.0 / _eigenvector.SecureProduct(_transposedEigenvector);
DhbVector v1 = _eigenvector * norm;
return(new LargestEigenvalueFinder(this.DesiredPrecision,
_matrix.SecureProduct(SymmetricMatrix.IdentityMatrix(v1.Dimension)
.SecureSubtract(v1.TensorProduct(_transposedEigenvector)))));
}
/// Iterate matrix product in eigenvalue information.
public override double EvaluateIteration()
{
double oldEigenvalue = _eigenvalue;
_transposedEigenvector = _transposedEigenvector.SecureProduct(_matrix);
_transposedEigenvector *= (1.0 / _transposedEigenvector[0]);
_eigenvector = _matrix.SecureProduct(_eigenvector);
_eigenvalue = _eigenvector[0];
_eigenvector *= (1.0 / _eigenvalue);
return(double.IsNaN(oldEigenvalue)
? 10 * this.DesiredPrecision
: Math.Abs(_eigenvalue - oldEigenvalue));
}
