public void EigenvectorTest()
{
double[,] Arr1 = new double[4, 4] { { 4, 1, -2, 2 }, { 1, 2, 0, 1 }, { -2, 0, 3, -2 }, { 2, 1, -2, -1 } };
double[,] Arr2 = new double[2, 3] { { 3,1,1 }, { -1, 3,1 }};
double[,] Arr3 = new double[5, 5] { { 2, 0, 8, 6, 0 }, { 1, 6, 0, 1, 7 }, { 5, 0, 7, 4, 0 }, { 7, 0, 8, 5, 0 }, { 0, 10, 0, 0, 7 } };
double[,] Arr4 = new double[4, 4] { { 3, 1, 0, 1 }, { 1, 3, 1, 1 }, { 0, 1, 3, 1 }, { 1, 1, 1, 3 } };
MMatrix A = new MMatrix(Arr2);
MMatrix B = new MMatrix();
string s = "";
Vector v = new Vector();
MMatrix Eigenvectors = new MMatrix();
try
{
//A = MMatrix.RandomMatrix(3,0,255);
B = A*A.Transpose();
s += "\nAA*=\n" + B.PrintToString();
B.Jacobi_Cyclic_Method(ref v, ref Eigenvectors);
s += "\nBefore sort:";
s += "\nEigenvalues of(A*At)=" + v.PrintToString();
s += "\nEigenvectors of A*At:\n" + Eigenvectors.PrintToString();
MMatrix.SortEigen(ref v, ref Eigenvectors);
s += "\nAfter sort:";
s += "\nEigenvalues of(A*At)=" + v.PrintToString();
s += "\nEigenvectors of A*At:\n" + Eigenvectors.PrintToString();
//This is not neccesary anymore since the eigenvectors are already orthonomalized
s += "\nOrthonormalize eigenvectors(Ax = 0)\n" + MMatrix.Orthonormalize(Eigenvectors).PrintToString();
this.RichText_Display(s);
}
catch (MMatrixException exp)
{
MessageBox.Show("INFO: " + exp.Message, sProjectTile, MessageBoxButtons.OK, MessageBoxIcon.Warning);
}
}
//A = U*S*Vt
//This method is not right
public static void FactorSVD(MMatrix A)
{
MMatrix B = new MMatrix();
Vector Eigenvalues = new Vector();
MMatrix Eigenvectors = new MMatrix();
int index;
//U
B = A * A.Transpose();
B.Jacobi_Cyclic_Method(ref Eigenvalues,ref Eigenvectors);
SortEigen(ref Eigenvalues,ref Eigenvectors);
A.SVD_U = Eigenvectors.MArray;
//S
A.SVD_S = new double[A.row, A.col];
index = (A.row < A.col) ? (A.row) : (A.col);
for (int i = 0; i < index; ++i)
A.SVD_S[i, i] = Math.Sqrt(Eigenvalues[i]);
//V
B = B.Transpose();
B.Jacobi_Cyclic_Method(ref Eigenvalues,ref Eigenvectors);
SortEigen(ref Eigenvalues,ref Eigenvectors);
A.SVD_Vt = Eigenvectors.Transpose().MArray;
}
