#include #include #include #include #include #define LIMS 9 void create_matrix(double **A, int N) { int i, j, tmp, lim2 = LIMS >> 1; srand(time(NULL)); for (i = 0; i < N; i++) { A[i][i] = (rand() % LIMS) - lim2; for (j = i + 1; j < N; j++) { tmp = (rand() % LIMS) - lim2; A[i][j] = tmp; A[j][i] = tmp; } } } void print_matrix(double **A, int M, int N) { for (int row = 0; row < M; row++) { for (int col = 0; col < N; col++) printf("% 9.3g\t", A[row][col]); putchar('\n'); } putchar('\n'); } double vector_dot(double *a, double *b, int L) { double mag = 0.f; for (int i = 0; i < L; i++) mag += a[i] * b[i]; return mag; } double vector_mag(double *vector, int L) { double dot = vector_dot(vector, vector, L); return sqrt(dot); } double *vector_proj(double *a, double *b, double *out, int L) { double num = vector_dot(a, b, L); double deno = vector_dot(b, b, L); for (int i = 0; i < L; i++) out[i] = num * b[i] / deno; return out; } double *vector_sub(double *a, double *b, double *out, int L) { for (int i = 0; i < L; i++) out[i] = a[i] - b[i]; return out; } void qr_decompose(double **A, double **Q, double **R, int M, int N) { double *col_vector = (double *)malloc(M * sizeof(double)); double *col_vector2 = (double *)malloc(M * sizeof(double)); double *tmp_vector = (double *)malloc(M * sizeof(double)); for (int i = 0; i < N; i++) /* for each column => R is a square matrix of NxN */ { for (int j = 0; j < i; j++) /* second dimension of column */ R[i][j] = 0.; /* make R upper triangular */ /* get corresponding Q vector */ for (int j = 0; j < M; j++) { tmp_vector[j] = A[j][i]; /* accumulator for uk */ col_vector[j] = A[j][i]; } for (int j = 0; j < i; j++) { for (int k = 0; k < M; k++) col_vector2[k] = Q[k][j]; vector_proj(col_vector, col_vector2, col_vector2, M); vector_sub(tmp_vector, col_vector2, tmp_vector, M); } double mag = vector_mag(tmp_vector, M); for (int j = 0; j < M; j++) Q[j][i] = tmp_vector[j] / mag; /* compute upper triangular values of R */ for (int kk = 0; kk < M; kk++) col_vector[kk] = Q[kk][i]; for (int k = i; k < N; k++) { for (int kk = 0; kk < M; kk++) col_vector2[kk] = A[kk][k]; R[i][k] = vector_dot(col_vector, col_vector2, M); } } free(col_vector); free(col_vector2); free(tmp_vector); } double **mat_mul(double **A, double **B, double **OUT, int R1, int C1, int R2, int C2) { if (C1 != R2) { perror("Matrix dimensions mismatch!"); return OUT; } for (int i = 0; i < R1; i++) for (int j = 0; j < C2; j++) { OUT[i][j] = 0.f; for (int k = 0; k < C1; k++) OUT[i][j] += A[i][k] * B[k][j]; } return OUT; } int main(int argc, char **argv) { int mat_size = 5; if (argc == 2) mat_size = atoi(argv[1]); if (mat_size < 2) { fprintf(stderr, "Matrix size should be > 2\n"); return -1; } int i, rows = mat_size, columns = mat_size; double **A = (double **)malloc(sizeof(double) * mat_size); double **R = (double **)malloc(sizeof(double) * mat_size); double **Q = (double **)malloc(sizeof(double) * mat_size); double *eigen_vals = (double *)malloc(sizeof(double) * mat_size); if (!Q || !R || !eigen_vals) { perror("Unable to allocate memory for Q & R!"); return -1; } for (i = 0; i < mat_size; i++) { A[i] = (double *)malloc(sizeof(double) * mat_size); R[i] = (double *)malloc(sizeof(double) * mat_size); Q[i] = (double *)malloc(sizeof(double) * mat_size); if (!Q[i] || !R[i]) { perror("Unable to allocate memory for Q & R."); return -1; } } create_matrix(A, mat_size); print_matrix(A, mat_size, mat_size); int counter = 0, num_eigs = rows - 1; double last_eig = 0; function_timer *t1 = new_timer(); start_timer(t1); while (num_eigs > 0) { while (fabs(A[num_eigs][num_eigs - 1]) > 1e-10) { last_eig = A[num_eigs][num_eigs]; for (int i = 0; i < rows; i++) A[i][i] -= last_eig; /* A - cI */ qr_decompose(A, Q, R, rows, columns); #if defined(DEBUG) || !defined(NDEBUG) print_matrix(A, rows, columns); print_matrix(Q, rows, columns); print_matrix(R, columns, columns); printf("-------------------- %d ---------------------\n", ++counter); #endif mat_mul(R, Q, A, columns, columns, rows, columns); for (int i = 0; i < rows; i++) A[i][i] += last_eig; /* A + cI */ } eigen_vals[num_eigs] = A[num_eigs][num_eigs]; #if defined(DEBUG) || !defined(NDEBUG) printf("========================\n"); printf("Eigen value: % g,\n", last_eig); printf("========================\n"); #endif num_eigs--; rows--; columns--; } eigen_vals[0] = A[0][0]; double dtime = end_timer_delete(t1); #if defined(DEBUG) || !defined(NDEBUG) print_matrix(R, mat_size, mat_size); print_matrix(Q, mat_size, mat_size); #endif printf("Eigen vals: "); for (i = 0; i < mat_size; i++) printf("% 9.4g\t", eigen_vals[i]); printf("\nTime taken to compute: % .4g sec\n", dtime); for (int i = 0; i < mat_size; i++) { free(A[i]); free(R[i]); free(Q[i]); } free(A); free(R); free(Q); free(eigen_vals); return 0; }