// Compute a single eigenvector, which amounts to computing column c
// of matrix Q. The reflections and rotations are applied incrementally.
// This is useful when you want only a small number of the eigenvectors.
public void GetEigenvector(int c, double[] eigenvector)
{
if (0 <= c && c < mSize)
{
// y = H*x, then x and y are swapped for the next H
double[] x = eigenvector;
double[] y = mPVector;
// Start with the Euclidean basis vector.
Array.Clear(x, 0, mSize);
if (mPermutation[c] >= 0)
{
x[mPermutation[c]] = 1;
}
else
{
x[c] = 1;
}
// Apply the Givens rotations.
// [RMS] C# doesn't support reverse iterator so I replaced w/ loop...right?
//typename std::vector < GivensRotation >::const_reverse_iterator givens = mGivens.rbegin();
//for (/**/; givens != mGivens.rend(); ++givens) {
for (int i = mGivens.Count - 1; i >= 0; --i)
{
GivensRotation givens = mGivens[i];
double xr = x[givens.index];
double xrp1 = x[givens.index + 1];
double tmp0 = givens.cs * xr + givens.sn * xrp1;
double tmp1 = -givens.sn * xr + givens.cs * xrp1;
x[givens.index] = tmp0;
x[givens.index + 1] = tmp1;
}
// Apply the Householder reflections.
for (int i = mSize - 3; i >= 0; --i)
{
// Get the Householder vector v.
//double const* column = &mMatrix[i];
ArrayAlias <double> column = new ArrayAlias <double>(mMatrix, i);
double twoinvvdv = column[mSize * (i + 1)];
int r;
for (r = 0; r < i + 1; ++r)
{
y[r] = x[r];
}
// Compute s = Dot(x,v) * 2/v^T*v.
double s = x[r]; // r = i+1, v[i+1] = 1
for (int j = r + 1; j < mSize; ++j)
{
s += x[j] * column[mSize * j];
}
s *= twoinvvdv;
y[r] = x[r] - s; // v[i+1] = 1
// Compute the remaining components of y.
for (++r; r < mSize; ++r)
{
y[r] = x[r] - s * column[mSize * r];
}
//std::swap(x, y);
var tmp = x; x = y; y = tmp;
}
// The final product is stored in x.
if (x != eigenvector)
{
Array.Copy(x, eigenvector, mSize);
}
}
}
// Accumulate the Householder reflections and Givens rotations to produce
// the orthogonal matrix Q for which Q^T*A*Q = D. The input
// 'eigenvectors' must be NxN and stored in row-major order.
public void GetEigenvectors(double[] eigenvectors)
{
if (eigenvectors != null && mSize > 0)
{
// Start with the identity matrix.
Array.Clear(eigenvectors, 0, mSize * mSize);
for (int d = 0; d < mSize; ++d)
{
eigenvectors[d + mSize * d] = 1;
}
// Multiply the Householder reflections using backward accumulation.
int r, c;
for (int i = mSize - 3, rmin = i + 1; i >= 0; --i, --rmin)
{
// Copy the v vector and 2/Dot(v,v) from the matrix.
//double const* column = &mMatrix[i];
ArrayAlias <double> column = new ArrayAlias <double>(mMatrix, i);
double twoinvvdv = column[mSize * (i + 1)];
for (r = 0; r < i + 1; ++r)
{
mVVector[r] = 0;
}
mVVector[r] = 1;
for (++r; r < mSize; ++r)
{
mVVector[r] = column[mSize * r];
}
// Compute the w vector.
for (r = 0; r < mSize; ++r)
{
mWVector[r] = 0;
for (c = rmin; c < mSize; ++c)
{
mWVector[r] += mVVector[c] * eigenvectors[r + mSize * c];
}
mWVector[r] *= twoinvvdv;
}
// Update the matrix, Q <- Q - v*w^T.
for (r = rmin; r < mSize; ++r)
{
for (c = 0; c < mSize; ++c)
{
eigenvectors[c + mSize * r] -= mVVector[r] * mWVector[c];
}
}
}
// Multiply the Givens rotations.
foreach (GivensRotation givens in mGivens)
{
for (r = 0; r < mSize; ++r)
{
int j = givens.index + mSize * r;
double q0 = eigenvectors[j];
double q1 = eigenvectors[j + 1];
double prd0 = givens.cs * q0 - givens.sn * q1;
double prd1 = givens.sn * q0 + givens.cs * q1;
eigenvectors[j] = prd0;
eigenvectors[j + 1] = prd1;
}
}
mIsRotation = 1 - (mSize & 1);
if (mPermutation[0] >= 0)
{
// Sorting was requested.
Array.Clear(mVisited, 0, mVisited.Length);
for (int i = 0; i < mSize; ++i)
{
if (mVisited[i] == 0 && mPermutation[i] != i)
{
// The item starts a cycle with 2 or more elements.
mIsRotation = 1 - mIsRotation;
int start = i, current = i, j, next;
for (j = 0; j < mSize; ++j)
{
mPVector[j] = eigenvectors[i + mSize * j];
}
while ((next = mPermutation[current]) != start)
{
mVisited[current] = 1;
for (j = 0; j < mSize; ++j)
{
eigenvectors[current + mSize * j] =
eigenvectors[next + mSize * j];
}
current = next;
}
mVisited[current] = 1;
for (j = 0; j < mSize; ++j)
{
eigenvectors[current + mSize * j] = mPVector[j];
}
}
}
}
}
}
