Exemplo n.º 1
0
    static void Main()
    {
        var ma = new matrix("1 2;5 6");

        ma.print();
        var ma2 = ma * ma.T;

        (ma2).print();
        WriteLine($"{ma[0].norm()}");
        WriteLine($"{ma[1].norm()}");
        WriteLine($"{ma[0,0]} {ma[0,1]}");
        WriteLine($"{ma[1,0]} {ma[1,1]}");

        matrix v1 = (ma).cols(0, 0);

        (v1).print();
        vector v2 = ma[1];

        (v2).print();

        matrix v3 = (ma2).cols(0, 0);

        (v3).print();
        matrix v4 = (ma2).rows(1, 1);

        (v4).print();

        ma[1, 1] = 22;
        ma.print();
    }
Exemplo n.º 2
0
    public static void Main()
    {
        int    n    = 3;
        matrix A    = new matrix(n, n);
        matrix V    = new matrix(n, n);
        vector e    = new vector(n);
        var    rand = new Random();

        for (int i = 0; i < n; i++)
        {
            for (int j = i; j < n; j++)
            {
                A[i, j] = rand.NextDouble() * 10;
                A[j, i] = A[i, j];
            }
        }
        A.print("Symmetric matrix A:");
        matrix Ao = new matrix(n, n);

        Ao = A.copy();
        int count = jacobi.cycsweep(A, e, V);

        WriteLine($"Number of sweeps: {count}");
        V.print("Eigenvectors");
        A.print("new A");
        e.print("Eigenvalues");
        (V.T * Ao * V).print("V^T*A*V diagonal, test");
    }
Exemplo n.º 3
0
    static void Main()
    {
        WriteLine("Exam problem 21: \nTwo-sided Jacobi algorithm for Singular Value Decomposition (SVD) \n");;
        int n = 7;

        WriteLine($"Generating Random {n}x{n} matrix");
        matrix A = randomMatrix(n, n), U = new matrix(n, n), V = new matrix(n, n);
        matrix D = A.copy();

        A.print("Matrix A generated:");
        WriteLine("Making composition...");
        int sweeps = twoSidedJacobiSVD(D, U, V);

        WriteLine($"Procedure done!\nNo. of sweeps: {sweeps}.\nNow A --> U*D*V^T, where");
        D.print("D: ");
        U.print("U: ");
        V.print("V: ");
        matrix R = (U * D) * V.transpose();

        R.print("Test that UDV^T = A");
        A.print("A, for reference");
        matrix UUt = U * U.transpose(), VVt = V * V.transpose();

        UUt.print("Test U*U^T = 1");
        VVt.print("Test V*V^T = 1");
    }
Exemplo n.º 4
0
    public static void Main()
    {
        WriteLine();
        WriteLine("Create a matrix and diagonalize it via the cyclic, value-by-value and" +
                  " classic method.");

        var rand = new Random();
        int n    = 5;

        // Create a random matrix
        matrix A = new matrix(n, n);

        for (int i = 0; i < n; i++)
        {
            A[i, i] = 2 - 4 * rand.NextDouble();
            for (int j = i + 1; j < n; j++)
            {
                A[i, j] = 2 - 3.32 * rand.NextDouble();
                A[j, i] = A[i, j];
            }
        }
        // Print the random matrix.
        WriteLine("\nSetting up a random symmetric matrix:");
        A.print();
        WriteLine();

        // Diagonalize it via the three different methods
        matrix Acopy   = A.copy();
        matrix AcopyII = A.copy();

        matrix V                = new matrix(n, n);
        vector e                = new vector(n);
        vector eRot             = new vector(n);
        vector eClassic         = new vector(n);
        int    sweeps           = jacobi.cycle(A, e, V);
        int    entries          = (n * n - n) / 2;
        int    rotations        = jacobi.findEigenvalue(Acopy, eRot, V, n, true);
        int    rotationsClassic = jacobi.classic(AcopyII, eClassic, V);

        WriteLine("The cyclic method used {0} operations", sweeps * entries);
        WriteLine("The value-by-value method used {0} operations", rotations);
        WriteLine("The classic method used {0} operations", rotationsClassic);

        WriteLine("\nAfter cyclic diagonalization the matrix looks like:");
        A.print();
        WriteLine("\nAfter value-by-value diagonalization the matrix looks like:");
        Acopy.print();
        WriteLine("\nAfter classic Jacobi diagonalization the matrix looks like:");
        AcopyII.print();

        Write("\n\n");
        WriteLine("The found eigenvalues are:");
        WriteLine("E(cyclic)\t\tE(val_by_val)\t\tE(classic)");
        for (int j = 0; j < n; j++)
        {
            WriteLine("{0}\t{1}\t{2}", e[j], eRot[j], eClassic[j]);
        }
    }
Exemplo n.º 5
0
    static void Main()
    {
        int n = 6;
        int m = 4;

        // Problem A1:
        WriteLine($"Problem A1: QR-factorization on a random {n}x{m} matrix A: \n");

        matrix A = generatematrix(n, m);

        // Printing our random matrix A
        A.print("Matrix A =");
        QRdecompositionGS decomp = new QRdecompositionGS(A);

        // Printing the orthogonal matrix Q
        matrix Q = decomp.Q;

        Q.print("\nDecomposed component  Q = ");

        // Printing the upper triangle matrix R
        matrix R = decomp.R;

        R.print("\nDecomposed component R = ");

        // Checking that Q^T*Q is equal to the identity
        (Q.transpose() * Q).print("\nQ^(T)*Q = ");

        // Checking that QR=A by substracting A from QR to yield the null matrix
        (Q * R - A).print("\n Q*R-A = ");

        n = 3;
        // Problem A2:
        WriteLine($"\nProblem A2: QR-factorization on a random {n}x{n} matrix A solving Ax=b: \n");
        vector b = generatevector(n);

        A      = generatematrix(n, n);
        decomp = new QRdecompositionGS(A);
        b.print("Vector b = ");
        A.print("\nSquare matrix A = ");
        vector x = decomp.solve(b);

        // Printing the solution to Ax=b
        x.print("\nVector x = ");
        WriteLine("\nChecking that x is indeed the solution: ");
        (A * x - b).print("\nA*x-b = ");


        // Problem B:
        A      = generatematrix(n, n);
        decomp = new QRdecompositionGS(A);
        WriteLine($"\nProblem B: Matrix inverse by Gram-Schmidt QR factorization \n");
        matrix B = decomp.inverse();

        B.print("A^(-1) = ");
        (A * B).print("\n A*A^(-1) = ");

        // Problem C:
    }
Exemplo n.º 6
0
class main { public static void Main()
             {
                 int    n = RandomInt(3, 5);
                 matrix A = new matrix(n, n);

                 for (int i = 0; i < n; i = i + 1)
                 {
                     for (int j = i; j < n; j = j + 1)
                     {
                         if (i == j)
                         {
                             A[i, j] = RandomDouble(5, 20);
                         }
                         else
                         {
                             A[i, j] = RandomDouble(5, 20); A[j, i] = A[i, j];
                         }
                     }
                 }
                 A.print("Randomly generated symmetric square matrix A=\n");
                 matrix A_2 = A.copy(); matrix V = new matrix(n, n); vector e = new vector(n);
                 // Diagonalization
                 int sweeps = JacobiDiag(A, e, V);

                 A.print("\nD=\n");
                 matrix A1 = V.T * A_2 * V;

                 V.print("\nV=\n");
                 A1.print("\nV(^T)AV=\n");
                 e.print("\nObtained eigenvalues of A:\n\n");
                 double sum = 0;

                 for (int i = 0; i < n; i = i + 1)
                 {
                     if (Round(A1[i, i]) == Round(e[i]))
                     {
                         sum = sum + 1;
                     }
                 }
                 if (sum == n)
                 {
                     Out.WriteLine($"\nDiagonalization succesfull: Completed in {sweeps} iterations");
                 }
                 else
                 {
                     Out.WriteLine("\nDiagonalization failed");
                 }
             }
Exemplo n.º 7
0
    static void probA1()
    {
        Write("Problem A1:\n");
        var rand = new System.Random();
        int m    = 2 + rand.Next(6);
        int n    = m + rand.Next(6);

        Write("First I create a random tall matrix with random dimmensions\n");
        matrix A = makeRandomMatrix(n, m);

        A.print("Random matrix A:");

        qr_gs decomposer = new qr_gs(A);

        Write("\nThen I decompose it into Q and R using the Gramm Schmitt method trough my qr_gs class:\n");
        matrix Q = decomposer.Q;
        matrix R = decomposer.R;

        Q.print("Decomposition Q = ");
        R.print("Decomposition R = ");

        Write("\nCheck that Q^(T)Q is equal to the identity matrix:\n");
        (Q.transpose() * Q).print("Q^(T)Q = ");
        Write("\nCheck that Q*R = A, or equivalently that Q*R-A is a matrix of all zeros:\n");
        (Q * R - A).print("Q*R-A");
    }
Exemplo n.º 8
0
    static void probA2()
    {
        Write("\nProblem A2:\n");
        // Need to make the tests for A2
        var rand = new System.Random();

        // Remember, square matrix:
        Write("\nMake a random square matrix, A, with random dimmensions, and a random vector, b, of the same dimmension:\n");
        int    n = 2 + rand.Next(10);
        matrix A = makeRandomMatrix(n, n);
        vector b = makeRandomVector(n);

        A.print("A = ");
        b.print("b = ");

        qr_gs decomposer = new qr_gs(A);

        Write("\nSolve the system A*x = b for the vector x:\n");
        //decomposer.Q.print("Decomposition Q: ");
        //decomposer.R.print("Decomposition R: ");
        //(decomposer.Q.transpose()*b).print("Q^(T)*b = ");
        vector x = decomposer.solve(b);

        x.print("Solution: x = ");
        Write("\nCheck that the vector x satisfies A*x=b:\n");
        (A * x - b).print("A*x-b = ");
    }
Exemplo n.º 9
0
    static void Main()
    {
        /// Test on random matrix ///
        WriteLine("/////////////// Part A - Test on random matrix ///////////////");
        int n    = 5;
        var rand = new Random(1);

        matrix A = new matrix(n, n);
        vector e = new vector(n);
        matrix V = new matrix(n, n);


        for (int i = 0; i < n; i++)
        {
            for (int j = i; j < n; j++)
            {
                A[i, j] = rand.NextDouble();
                A[j, i] = A[i, j];
            }
        }

        A.print($"random {n}x{n} matrix"); WriteLine();
        matrix B      = A.copy();
        int    sweeps = jacobi.cyclic(B, e, V);

        WriteLine($"Number of sweeps in jacobi={sweeps}"); WriteLine();

        matrix D = (V.T * A * V);

        (D).print("Should be a diagonal matrix V.T*B*V="); WriteLine();
        e.print("Eigenvalues should equal the diagonal elements above");

        vector D_diagonal = new vector(n);

        for (int i = 0; i < n; i++)
        {
            D_diagonal[i] = D[i, i];
        }
        if (D_diagonal.approx(e))
        {
            WriteLine("Eigenvalues agree \tTest passed");
        }
        else
        {
            WriteLine("Test failed");
        }
        WriteLine();

        matrix A2 = (V * D * V.T);

        (A2).print("Check that V*D*V.T=A");
        if (A2.approx(A))
        {
            WriteLine("V*D*V.T = A \tTest passed");
        }
        else
        {
            WriteLine("V*D*V.T != A \tTest failed");
        }
    }
Exemplo n.º 10
0
    static void B2()
    {
        WriteLine("\n Problem B2\n");
        int    n = 8;
        matrix A = rand_sym_mat(n);
        matrix B = A.copy();

        WriteLine("Random symmetric matrix A with size {0}", n);
        WriteLine("Perform eigenvalue by eigenvalue calculation for first 4 values");
        int       evalnum    = 4;
        bool      val_by_val = true;
        jcbi_cycl test_vbv   = new jcbi_cycl(B, val_by_val, evalnum);

        Write("Found eigenvalues = ");
        for (int i = 0; i < evalnum; i++)
        {
            Write(" {0:g3} ", test_vbv.Eigvals[i]);
        }
        Write("\n");

        ((test_vbv.V).T * A * test_vbv.V - test_vbv.D).print("V.T*A*V - D = ", "{0,10:f6}");
        WriteLine("\n Total rotations used = {0}", test_vbv.Rotations);
        B.print("\n Matrix copy used, after value by value operations = ", "{0,10:f6}");

        matrix C = A.copy();

        WriteLine("\nSimilar calculation with cyclic sweeps");
        jcbi_cycl test_cycl = new jcbi_cycl(C);

        test_cycl.Eigvals.print("Found eigenvalues = ");
        (test_cycl.V.T * A * test_cycl.V - test_cycl.D).print("V.T*A*V - D = ", "{0,10:f6}");
        WriteLine("\n Total rotations used = {0}", test_cycl.Rotations);
        C.print("\n Matrix copy used, after cyclic sweeps = ", "{0,10:f6}");
    }
Exemplo n.º 11
0
    static void Main()
    {
        var rnd = new Random();
        var A   = new matrix(3, 3);

        for (int i = 0; i < A.size1; i++)
        {
            for (int j = 0; j < A.size2; j++)
            {
                A[i, j] = 10 * (rnd.NextDouble() - 0.5);
            }
        }
        var Q = A.copy();
        var R = new matrix(Q.size2, Q.size2);

        WriteLine("\n__________________________________________________________________________________________________________");
        WriteLine("Question B:\nMatrix inverse by Gram-Schmidt QR factorization");
        WriteLine("Random matrix");
        A.print("A = ");
        qr_gs.qr_gs_decomp(Q, R);
        WriteLine("Factorized into");
        Q.print("Q = ");
        R.print("R = ");

        var B = qr_gs.qr_gs_inverse(Q, R);

        WriteLine("Inverse of A:");
        B.print("A^-1=B=");
        WriteLine("Product should give identity");

        (A * B).print("I=AB=");
        WriteLine("__________________________________________________________________________________________________________\n");
    }
Exemplo n.º 12
0
    public static void Main(string[] args)
    {
        int    n   = 5; //size of real symmetric matrix
        matrix A   = new matrix(n, n);
        var    rnd = new Random(1);

        for (int i = 0; i < n; i++)                                            /* Construction of a random vector */
        {
            for (int j = 0; j < n; j++)
            {
                A[i, j] = (rnd.NextDouble() * 10);
                A[j, i] = A[i, j];                                              /* We make sure that the matrix is symmetric */
            }
        }
        A.print("Random symmetric matrix, A:");
        matrix V = new matrix(n, n);
        vector e = new vector(n);
        matrix B = A.copy();                                        /* We make a copy of A */

        int sweeps = jacobi.cyclic(A, e, V);                        /* We use the jacobi matlib for the implementation of the cyclic sweeps: public static int cyclic(matrix A, vector e, matrix V=null){...} */

        WriteLine($"\nNumber of sweeps: {sweeps}");
        matrix D = (V.T * B * V);

        // D.print("\nEigenvalue-decomposition, V^T*A*V (should be diagonal):");
        D.printfloat("\nEigenvalue-decomposition, V^T*A*V (should be diagonal):");              /* using my print2 to get 0's instead of values with e.g. "e-16"*/
        e.print("\nEigenvalues:\n");
    }
Exemplo n.º 13
0
    public static void Main()
    {
        // First part of A
        int n   = 5; // Size of quadratic matrix M.
        var rnd = new Random(1);

        Console.WriteLine("Part A1");
        matrix M = new matrix(n, n);

        for (int i = 0; i < n; i++)
        {
            for (int j = 0; j < n; j++)
            {
                M[i, j] = 4 * rnd.NextDouble() - 1.5;
                M[j, i] = M[i, j];
            }
        }
        matrix M2 = M.copy();

        M.print("We choose an arbitrary matrix M = ");
        vector D      = new vector(n);
        matrix V      = new matrix(n, n);
        int    sweeps = Jacobi_diagonalization.cyclic_sweep(M, V, D);
        matrix temp2  = V.T * M2 * V;

        Console.WriteLine($"Total number of sweeps done is = {sweeps}");
        temp2.print("V.T*M*V = ");
        D.print("Eigenvalues = ");
    }
Exemplo n.º 14
0
    static void Main()
    {
        WriteLine("My last 2 digits in my student number is 22 so 22 mod 22 = 0, which is then the exam project I have done.");
        WriteLine("In this project I use the Lanczos algorithm to produce the Matrixes V and T where A = V T V^{T}");
        WriteLine("The real symmetric matrix we choose as en example is");
        //Define symmetric matrix
        var A = new matrix("1 2 3;2 4 5;3 5 8");

        A.print("A = ");

        WriteLine("We then apply the Lanczos algortihm to get the V and T matrices.");
        //Call V and T matrix from Lanczos algorithm
        matrix T = Lanczos.execute(A, 3, 0);
        matrix V = Lanczos.execute(A, 3, 1);

        //Print them
        T.print("T = ");
        V.print("V = ");

        //Recreate A to check that T and V are correct
        matrix A2 = V * T * V.transpose();


        A2.print("Were A should be V T V^T. We calculate this to check, V T V^T =  ");
        WriteLine("Which gives exactley A again");
    }
Exemplo n.º 15
0
    static void probC()
    {
        Write("Problem C:\n");
        var rand = new System.Random();
        int n    = 5 + rand.Next(3);

        matrix A = makeRandomMatrix(n, n);

        A.print("Make a random square matrix of random size: A = ");

        qr_givens decomp_givens = new qr_givens(A);
        qr_gs     decomp_gs     = new qr_gs(A);

        Write("\nDo the Givens decomposition and store the restult in the matrix G, which cotains the elements of the component R in the upper triangular part, and the angles for the Givens rotations in the relevant sub-diagonal entries. Compare with the R matrix found from the Gramm-Schmitt method:");
        decomp_givens.G.print("Givens G: ");
        decomp_gs.R.print("Gram-Schmitt R: ");
        Write("The upper triangular parts are the same.\n");

        vector b = makeRandomVector(n);

        b.print("\nMake a random vector b with the same size as A: b = ");

        Write("\nCompare using the Givens rotations to apply Q^(T) to b, and doing the explicit matrix multiplication with the Q matrix found by the Gramm-Schmitt method:\n");
        decomp_givens.applyQT(b).print("Givens: Q^(T)*b = ");
        (decomp_gs.Q.transpose() * b).print("GS: Q^(T)*b = ");

        vector x = decomp_givens.solve(b);

        x.print("\nSolution to A*x=b using Givens: ");
        (A * x - b).print("\nCheck solution satisfies A*x = b: A*x-b = ");

        Write("\nFind the inverse of A, and check that A^(-1)*A is the identity matrix:\n");
        decomp_givens.inverse().print("A^(-1)");
        (decomp_givens.inverse() * A).print("A^(-1)*A = ");
    }
Exemplo n.º 16
0
    static void Main()
    {
        var ma = new matrix("1 2;5 6");

        ma.print();
        (ma * ma.T).print();
    }
Exemplo n.º 17
0
    // Comparison of time and rotations needed to calculate the lowest
    // eigenvalue for the cyclic and single value method.
    static void probB5()
    {
        Write("\n\nProblem B.5:\n");
        int    n  = 7;
        matrix A1 = matrixHelp.makeRandSymMatrix(n);
        matrix A2 = A1.copy();

        Write("Finding the largest eigenvalue of the matrix:\n");
        A1.print();

        matrix V1 = new matrix(n, n);
        matrix V2 = new matrix(n, n);

        vector e1 = new vector(n);
        vector e2 = new vector(n);

        int rot1 = jacobi.cyclic(A1, e1, V1);

        int rot2 = jacobi.values(A2, e2, 1, V2, true);

        Write("\n");
        Write($"Largest found by cyclic jacobi:       {e1[n-1]}\n");
        Write($"Largest found by single row jacobi:   {e2[0]}\n");

        Write("\nThe single row method was changed by changing the calculation of the rotation angle theta to: 0.5*Atan2(-Apq, App-Aqq)\n");
    }
Exemplo n.º 18
0
    public static int Main()
    {
        // int n=5;
        int m    = 4;
        var rand = new Random(1);
        // Assignment B
        matrix B = new matrix(m, m);

        for (int i = 0; i < m; i++)
        {
            for (int j = 0; j < m; j++)
            {
                B[i, j] = 10 * (rand.NextDouble());
            }
        }
        WriteLine("Assignment B: ");
        B.print($"Square matrix A with size  {m}x{m}, to do assigment B:");
        var qr_B  = new qrdecompositionGS(B);
        var B_inv = qr_B.inverse();

        B_inv.print("The invers matrix of A, B=:");
        var bbinv = B * B_inv;

        bbinv.print("A*B=I");

        return(0);
    }
Exemplo n.º 19
0
    public static void Main()
    {
        Write("Part 1:\n");
        Write("Demonstrating that the Lanczos iterations produces the right V and T matrix:\n");

        int    n = 6;
        matrix A = matrixHelp.makeRandSymMatrix(6);

        Write($"Here for n = {6}, m = n\n");
        string fmt = ":F4";

        A.print("The randomly generated symmetric matrix: A = ", fmt);

        int    m = n;
        matrix V = new matrix(n, m);
        matrix T = new matrix(m, m);

        lanczos.iterations(A, V, T);

        T.print("The found tridiagonal matrix T:", fmt);
        V.print("The found orthogonal matrix V:", fmt);

        Write("\nIf V is orthogonal, then V*V^T = I:\n");
        (V * V.T).print("V*V^T = ", fmt);

        Write("\nAs n = m here, so V*T*V^T should give A:\n");
        (V * T * V.T - A).print("V*T*V^T - A = ", fmt);
    }
Exemplo n.º 20
0
    static void Main()
    {
        int n = 6;

        WriteLine($"Generate symmetric {n}x{n} matrix A");
        matrix A = randomMatrix(n, n);

        restoreUpperTriang(A);
        A.print("A: ");

        matrix V = new matrix(n, n);
        vector e = new vector(n);

        int sweeps;

        // Cyclic
        sweeps = Jacobi.cyclic(A, V, e);
        WriteLine($"Cyclic Jacobi done in {sweeps} sweeps");
        e.print("Cyclic eigenvalues: ");

        // Lowest k
        restoreUpperTriang(A);
        V = new matrix(n, n);
        e = new vector(n);
        int    k = n / 3;
        vector v = Jacobi.lowestK(A, V, e, k);

        v.print($"Lowest {k} values:");
        A.print($"Test that {k} rows are cleared");

        // Highest k
        restoreUpperTriang(A);
        V = new matrix(n, n);
        e = new vector(n);
        k = n / 3;
        v = Jacobi.highestK(A, V, e, k);
        v.print($"Highest {k} values:");
        A.print($"Test that {k} rows are cleared");

        restoreUpperTriang(A);
        V = new matrix(n, n);
        e = new vector(n);
        int rots = Jacobi.classic(A, V, e);

        e.print($"Classical done! rotations: {rots}");
        A.print($"Test that all rows are cleared");
    }
Exemplo n.º 21
0
class main { public static void Main()
             {
                 int    n = RandomInt(4, 8);
                 matrix A = new matrix(n, n);

                 for (int i = 0; i < n; i = i + 1)
                 {
                     for (int j = i; j < n; j = j + 1)
                     {
                         if (i == j)
                         {
                             A[i, j] = RandomDouble(5, 20);
                         }
                         else
                         {
                             A[i, j] = RandomDouble(5, 20); A[j, i] = A[i, j];
                         }
                     }
                 }
                 A.print("Randomly generated symmetric square matrix A=\n");
                 matrix A_2 = A.copy(); matrix V = new matrix(n, n); vector e = new vector(n);
                 // Diagonalization
                 int c      = 1; // Number of lowest eigenvalues
                 int sweeps = JacobiDiag(A, e, V, c);

                 A.print("\nD=\n");
                 matrix A1 = V.T * A_2 * V;

                 V.print("\nV=\n");
                 A1.print("\nV(^T)AV=\n");
                 //A.print("\nD=\n");
                 if (Round(A[0, 0]) == Round(e[0]))
                 {
                     Out.WriteLine($"\nElimination of first row succesfull: Completed in {sweeps} iterations");
                 }
                 else
                 {
                     Out.WriteLine("\nElimination failed");
                 }
                 WriteLine("A[p,p] and A[q,q] are analytically given and defined through recursion of their entries in the pre transformation matrix.");
                 WriteLine("Assumning an even weighing from s^2 and c^2 tt is evident that A'[p,p]<A'[q,q] by their definitions within the algorithm.");

                 WriteLine("\nAll comparisons are shown in the figure for a static matrix, along with the computation time of the sweep method for randomly generated matrices.\n");

                 WriteLine("\n To obtain the largest eigenvalue first instead of the lowest we use the analytical expression given for A'[p,p]=c^2A[p,p]-2scA[p,q]+s^2A[q,q] again. Since A'[p,p] for our given theta is minimal and is a composition of sin and cos functions and thus, have the periodicity of cos and sin functions we must conclude that a phaseshift of pi/2 will maximize the expression to yield the largest eigenvalue first and still diagonalize the matrix.");
             }
Exemplo n.º 22
0
    static void Main()
    {
        var rand = new Random();

        // We can pull out new random numbers between 0 and 1 with rand.NextDouble() and
        // stuff it into a matrix
        int    n = 4;
        matrix A = new matrix(n, n);

        for (int i = 0; i < n; i++)
        {
            for (int j = 0; j < n; j++)
            {
                A[i, j] = 2 - 4 * rand.NextDouble();
            }
        }
        WriteLine("Set up a random matrix, and try to find the inverse matrix via QR" +
                  " decomposition.\n");
        WriteLine("Printing random matrix A:");
        A.print();

        // Factorize the matrix into two matrices Q and R, and calculate the inverse matrix B
        var    qrGS = new qrDecompositionGS(A);
        matrix B    = qrGS.inverse();
        matrix Q    = qrGS.Q;
        matrix R    = qrGS.R;

        WriteLine("\nPrinting matrix R:");
        R.print();

        WriteLine("\nPrinting matrix Q:");
        Q.print();

        WriteLine("\nPrinting matrix B (inverse to A):");
        B.print();

        // Let's check if B is actually the inverse by calculating A*B which then should
        // give the identity matrix
        matrix AB = A * B;

        WriteLine("\nPrinting matrix A*B:");
        AB.print();

        matrix I = new matrix(n, n);

        I.set_identity();
        bool approx = AB.approx(I);

        if (approx == true)
        {
            WriteLine("A*B is approximately equal to the identity matrix.");
        }
        else
        {
            WriteLine("A*B is not approximately equal to the identity matrix.");
        }
    }
Exemplo n.º 23
0
    static void Main(string[] args)
    {
        int    n = 5;
        matrix D = GenRandSymMatrix(n, n);
        matrix A = D.copy();

        A.print($"Symmetric matrix A:");
        (vector e, matrix V, int n1) = cyclic(D);
        for (int i = 0; i < n; i++)
        {
            for (int j = i + 1; j < n; j++)
            {
                D[j, i] = D[i, j];                 // complete the matrix
            }
        }
        matrix VTAV = V.transpose() * A * V;

        e.print($"Eigenvalues e:");
        V.print($"Eigenvectors V:");
        A.print($"D matrix: ");
        VTAV.print($"Matrix V^TAV:");
        if (D.approx(VTAV))
        {
            WriteLine("V^TAV = D, test passed.");
        }
        else
        {
            WriteLine("V^TAV != D, test failed.");
        }

        matrix B = A.copy();

        (vector e2, _, int n2) = lowest_eigens(A, 3);
        (vector e4, _, int n4) = highest_eigens(A, 3);
        e.print($"\nEigenvalues from cyclic method found after {n1, 3} rotations:               ");
        e2.print($"3 lowest eigenvalues from row-by-row method found after {n2, 3} rotations:  ");
        e4.print($"3 highest eigenvalues from row-by-row method found after {n4, 3} rotations: ");

        (vector e3, _, int n3) = classic(B);
        e3.print($"Eigenvalues from the classic method found after {n3, 3} rotations:          ");
        WriteLine();
    }
Exemplo n.º 24
0
    static void Main()
    {
        // Testing that the jacobiAlgorithm works:

        int n = 5;

        vector e      = new vector(n);
        matrix V      = new matrix(n, n);
        matrix A      = generateRandommatrix(n, n);
        matrix B      = A.copy();
        int    sweeps = jacobi.jacobi_cyclic(A, e, V);

        WriteLine("---------Problem A1----------");
        WriteLine("\nTesting that the Jacobi algorithm works as intended:");
        A.print("\nRandom square matrix A:");
        WriteLine("\nEigenvalue decomposition of A=V*D*V^T:");
        (V.transpose() * B * V).print("\nD = V^T*A*V = ");
        e.print("\nListed eigenvalues:\t");
        WriteLine($"\nNumber of sweeps required to diagonalize A: {sweeps}");

        // Particle in a box
        n = 50;
        matrix H = Hamiltonian.boxHamilton(n);

        B      = H.copy();
        V      = new matrix(n, n);
        e      = new vector(n);
        sweeps = jacobi.jacobi_cyclic(H, e, V);
        WriteLine("\n---------Problem A2----------");
        WriteLine("\nNow solving for a particle in a box.");
        WriteLine($"\nThe dimensions of the soon to be diagonalized Hamiltonian is {n}x{n}");
        WriteLine("\nComparison of the calculated eigenvalues and the exact:\n");
        WriteLine("n Calculated     Exact:");
        for (int k = 0; k < n / 3; k++)
        {
            double exact      = PI * PI * (k + 1) * (k + 1);
            double calculated = e[k];
            WriteLine($"{k} {calculated:f4}\t {exact:f4}");
        }

        // plotting time
        StreamWriter solutions = new StreamWriter("SolutionsA.txt");

        for (int i = 0; i < n; i++)
        {
            solutions.Write($"{i*(1.0/n)}");
            for (int k = 0; k < 5; k++)
            {
                solutions.Write($" {V[i,k]}");
            }
            solutions.Write("\n");
        }
        solutions.Close();
    }
Exemplo n.º 25
0
    }//randomMatrix

    static void randomTest(int n)
    {
        matrix a = randomSymmetricMatrix(n);

        a.print("A = ");
        diagJacobi test = new diagJacobi(a, eigVec: true);

        Write($"Number of sweeps: {test.sweeps}\n");
        (((test.v).transpose()) * a * (test.v)).print("V^T*A*V = ");
        (test.l).print("eigenvalues = ");
    } //randomTest
Exemplo n.º 26
0
Arquivo: main.cs Projeto: nronne/ppnm
    }//randomMatrix

    static void randomTest(int n)
    {
        Write("==== Test of diagonalizatrion on random matrix A: ====\n");
        matrix a = randomSymmetricMatrix(n);

        a.print("A = ");
        diagJacobi test = new diagJacobi(a, eigVec: true);

        Write("Performing Jacobi diagonalization:\n");
        Write($"Number of sweeps: {test.sweeps}\n");
        (((test.v).transpose()) * a * (test.v)).print("V^T * A * V = ");
        (test.l).print("eigenvalues = ");
    }//randomTest
Exemplo n.º 27
0
    public static void Main()
    {
        Write("==== B ====\n");
        Write("Testing inverse by Gram-Schmidt in random matrix A:\n");
        matrix a = rndMat.randomMatrix(5, 5);

        a.print("A = ");
        var qr = new qrDecompositionGS(a);

        Write("Inverse is found to be:\n");
        (qr.inverse()).print("A^(-1) = ");
        Write("Checking that this is indeed the desired inverse matrix by calculating I=A^-1 * A:\n");
        (qr.inverse() * a).print("A^(-1)*A = ");
    } //Main
Exemplo n.º 28
0
Arquivo: main.cs Projeto: nronne/ppnm
    public static void Main()
    {
        Write("==== A.1 ====\n");
        Write("Testing on random tall matrix A:\n");
        matrix a = rndMat.randomMatrix(5, 3);

        a.print("A =");
        qrDecompositionGS qr = new qrDecompositionGS(a);

        Write("Q and R matrices found from QR-factorization:\n");
        (qr.q).print("Q = ");;
        (qr.r).print("R = ");;
        Write("Testing that Q is orthogonal:\n");
        (qr.q.transpose() * qr.q).print("Q^T*Q = ");
        Write("Calculating the difference between A and QR, which should be 0:\n");
        (a - qr.q * qr.r).print("A-QR = ");


        Write("\n==== A.2 ====\n");
        Write("Testing solver on random matrix A:\n");
        a = rndMat.randomMatrix(5, 5);
        a.print("A = ");
        qr = new qrDecompositionGS(a);
        Write("and random vector b:\n");
        vector b = rndMat.randomVector(5);

        b.print("b = ");
        Write("Solution to Ax=b is found to be:\n");
        vector x = qr.solve(b);

        x.print("x = ");
        Write("Checking that x is a solution by calculating 0=Ax-b:\n");
        vector diff = a * x - b;

        diff.print("A*x-b = ");
    } //Main
Exemplo n.º 29
0
    static void Main()
    {
        var rnd = new Random(1);
        int n   = 4;
        var A   = new matrix(n, n);

        for (int i = 0; i < n; i++)
        {
            for (int j = 0; j < n; j++)
            {
                A[i, j] = 2 * (rnd.NextDouble() - 0.5);
            }
        }
        A.print("Matrix inverse.\nRandom square matrix A:");
        var qra = new gramschmidt(A);

        var B = qra.inverse();

        B.print("\nThe inverse of A, A^-1:");
        var Id = new matrix(n, n);

        for (int i = 0; i < n; i++)
        {
            Id[i, i] = 1;
        }
        var C = A * B;

        C.print("\ncheck: A*A^-1:");
        if (Id.approx(A * B))
        {
            Write("\nA*A^-1 = Id, test passed\n");
        }
        else
        {
            Write("\nA*A^-1 != Id, test failed\n");
        }
        var D = B * A;

        D.print("\ncheck: A^-1*A=");
        if (Id.approx(B * A))
        {
            Write("\nA^-1*A = I, test passed\n");
        }
        else
        {
            Write("\nA^-1*A != I, test failed\n");
        }
    }
Exemplo n.º 30
0
    public static void Main(string[] args)
    {
        int n = 5, max_print = 8;

        if (args.Length > 0)
        {
            n = int.Parse(args[0]);
        }
        Console.WriteLine("n={0}", n);

        var    rnd = new Random(1);
        var    a   = new matrix(n, n);
        vector e   = new vector(n);
        matrix v   = new matrix(n, n);

        if (n > max_print)
        {
            for (int i = 0; i < n; i++)
            {
                for (int j = i; j < n; j++)
                {
                    a[i, j] = 2 * (rnd.NextDouble() - 0.59);
                }
            }
            int r = jacobi.cyclic(a, e, v);
            Console.WriteLine("sweeps={0} e[n-1]={1}", r, e[n - 1]);
            return;
        }
        else
        {
            for (int i = 0; i < n; i++)
            {
                for (int j = i; j < n; j++)
                {
                    a[i, j] = rnd.NextDouble(); a[j, i] = a[i, j];
                }
            }
            Console.WriteLine("Eigenvalue Decomposition A=V*D*V^T");
            a.print("Random matrix A:");
            matrix b      = a.copy();
            int    sweeps = jacobi.cyclic(a, e, v);
            System.Console.WriteLine("Number of sweeps={0}", sweeps);
            var p = (v.T * b * v);
            p.print("V^T*A*V (should be diagonal):");
            e.print("Eigenvalues (should equal the diagonal elements above):\n");
        }
    }