/// <summary>
/// Computes the result of the algorithm.
/// </summary>
/// <param name="numberOfIterations">The number of iterations.</param>
/// <exception cref="ArgumentOutOfRangeException">The number of iterations is less than 1.</exception>
public void Compute(Int32 numberOfIterations)
{
if (numberOfIterations < 1)
{
throw new ArgumentOutOfRangeException(nameof(numberOfIterations), NumericsMessages.NumberOfIterationsIsLessThan1);
}
if (this.source.NumberOfRows == 0 || this.source.NumberOfColumns == 0)
{
this.eigenvalues = new Double[0];
this.eigenvectors = new Vector[0];
return;
}
Matrix resultMatrix = this.source;
Matrix resultQ = MatrixFactory.CreateIdentity(resultMatrix.NumberOfRows);
QRDecomposition decomposition = null;
for (Int32 iterationNumber = 0; iterationNumber < numberOfIterations; iterationNumber++)
{
decomposition = new QRDecomposition(resultMatrix);
decomposition.Compute();
resultMatrix = decomposition.R * decomposition.Q;
resultQ = resultQ * decomposition.Q;
}
this.eigenvalues = new Double[resultMatrix.NumberOfRows];
for (Int32 rowIndex = 0; rowIndex < resultMatrix.NumberOfRows; rowIndex++)
{
this.eigenvalues[rowIndex] = resultMatrix[rowIndex, rowIndex];
}
this.eigenvectors = new Vector[resultMatrix.NumberOfColumns];
for (Int32 columnIndex = 0; columnIndex < resultMatrix.NumberOfColumns; columnIndex++)
{
this.eigenvectors[columnIndex] = new Vector(resultQ.GetColumn(columnIndex));
}
}
/// <summary>
/// Computes the result of the algorithm.
/// </summary>
public void Compute()
{
if (this.source.NumberOfRows == 0 || this.source.NumberOfColumns == 0)
{
this.eigenvalues = new Double[0];
this.eigenvectors = new Vector[0];
return;
}
Matrix resultMatrix = this.source;
Matrix resultQ = MatrixFactory.CreateIdentity(resultMatrix.NumberOfRows);
Double value;
Int32 minimumIterations = (Int32)Math.Pow(resultMatrix.NumberOfRows, 3);
Int32 iterationNumber = 0;
QRDecomposition decomposition;
do
{
value = resultMatrix[0, 0];
decomposition = new QRDecomposition(resultMatrix);
decomposition.Compute();
resultMatrix = decomposition.R * decomposition.Q;
resultQ = resultQ * decomposition.Q;
iterationNumber++;
}while (iterationNumber < minimumIterations || Math.Abs(value - resultMatrix[0, 0]) > ConvergenceLimit);
this.eigenvalues = new Double[resultMatrix.NumberOfColumns];
for (Int32 columnIndex = 0; columnIndex < resultMatrix.NumberOfColumns; columnIndex++)
{
this.eigenvalues[columnIndex] = resultMatrix[columnIndex, columnIndex];
}
this.eigenvectors = new Vector[resultMatrix.NumberOfColumns];
for (Int32 columnIndex = 0; columnIndex < resultMatrix.NumberOfColumns; columnIndex++)
{
this.eigenvectors[columnIndex] = new Vector(resultQ.GetColumn(columnIndex));
}
Int32 count = this.eigenvalues.Length;
do
{
Int32 nextCount = 0;
for (Int32 swapIndex = 0; swapIndex < count - 1; swapIndex++)
{
if (this.eigenvalues[swapIndex] < this.eigenvalues[swapIndex + 1])
{
Swap(ref this.eigenvalues[swapIndex], ref this.eigenvalues[swapIndex + 1]);
Swap(ref this.eigenvectors[swapIndex], ref this.eigenvectors[swapIndex + 1]);
nextCount = swapIndex;
}
}
count = nextCount;
}while (count > 0);
}