Example #1
0
        public static List <Tuple <int, int, double> > FindNashEq(MatrixR P1, MatrixR P2)
        {
            int columnCount  = P1.GetCols();
            int rowCount     = P1.GetCols();
            var best_payouts = new List <Tuple <int, int, double> >
            {
                //new Tuple<int,int>(1,1),
            };
            var best_payout_labels = new List <Tuple <int, int, double> >
            {
                //new Tuple<int,int>(1,1),
            };

            // column then row
            for (int c = 0; c < rowCount; c++)
            {
                // get max_payout per column
                double max_payout = double.NegativeInfinity;
                for (int r = 0; r < columnCount; r++)
                {
                    //Console.WriteLine(P1[r,c]);
                    if (P1[r, c] > max_payout)
                    {
                        max_payout = P1[r, c];
                    }
                }
                for (int r = 0; r < columnCount; r++)
                {
                    if (P1[r, c] == max_payout)
                    {
                        best_payouts.Add(new Tuple <int, int, double>(r, c, max_payout));
                    }
                }
            }
            // row then column
            for (int r = 0; r < rowCount; r++)
            {
                double max_payout = double.NegativeInfinity;
                for (int c = 0; c < columnCount; c++)
                {
                    //Console.WriteLine(P2[r,c]);
                    if (P2[r, c] > max_payout)
                    {
                        max_payout = P2[r, c];
                    }
                }
                for (int c = 0; c < columnCount; c++)
                {
                    if (P2[r, c] == max_payout)
                    {
                        var item = best_payouts.Find(x => x.Item1 == r && x.Item2 == c);
                        if (item != null)
                        {
                            best_payout_labels.Add(item);
                        }
                    }
                }
            }
            return(best_payout_labels);
        }
Example #2
0
        public static void TestTridiagonalEigenvalues()
        {
            MatrixR A = new MatrixR(new double[, ] {
                { 5, 1, 2, 2, 4 },
                { 1, 1, 2, 1, 0 },
                { 2, 2, 0, 2, 1 },
                { 2, 1, 2, 1, 2 },
                { 4, 0, 1, 2, 4 }
            });
            int     nn = 5;
            MatrixR xx = new MatrixR(A.GetCols(), nn);
            MatrixR V  = Eigenvalue.Tridiagonalize(A);

            double[] lambda = Eigenvalue.TridiagonalEigenvalues(nn);
            for (int i = 0; i < nn; i++)
            {
                double  s = lambda[i] * 1.001;
                double  lam;
                VectorR x = Eigenvalue.TridiagonalEigenvector(s, 1e-8, out lam);
                for (int j = 0; j < A.GetCols(); j++)
                {
                    xx[j, i] = x[j];
                }
            }
            xx = V * xx;

            Console.WriteLine("\n Results from the tridiagonalization method:");
            Console.WriteLine("\n Eigenvalues: \n ({0,10:n6}  {1,10:n6}  {2,10:n6}  {3,10:n6}  {4,10:n6})", lambda[0], lambda[1], lambda[2], lambda[3], lambda[4]);
            Console.WriteLine("\n Eigenvectors:");
            for (int i = 0; i < 5; i++)
            {
                Console.WriteLine(" ({0,10:n6}  {1,10:n6}  {2,10:n6}  {3,10:n6}  {4,10:n6})", xx[i, 0], xx[i, 1], xx[i, 2], xx[i, 3], xx[i, 4]);
            }



            A = new MatrixR(new double[, ] {
                { 5, 1, 2, 2, 4 },
                { 1, 1, 2, 1, 0 },
                { 2, 2, 0, 2, 1 },
                { 2, 1, 2, 1, 2 },
                { 4, 0, 1, 2, 4 }
            });

            MatrixR xm;
            VectorR lamb;

            Eigenvalue.Jacobi(A, 1e-8, out xm, out lamb);

            Console.WriteLine("\n\n Results from the Jacobi method:");
            Console.WriteLine("\n Eigenvalues: \n ({0,10:n6}  {1,10:n6}  {2,10:n6}  {3,10:n6}  {4,10:n6})", lamb[4], lamb[3], lamb[2], lamb[1], lamb[0]);
            Console.WriteLine("\n Eigenvectors:");
            for (int i = 0; i < 5; i++)
            {
                Console.WriteLine(" ({0,10:n6}  {1,10:n6}  {2,10:n6}  {3,10:n6}  {4,10:n6})", xm[i, 4], xm[i, 3], xm[i, 2], xm[i, 1], xm[i, 0]);
            }
        }