Givens rotation method to find eigen values
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Milind Amga
am 24 Dez. 2020
Kommentiert: Walter Roberson
am 29 Apr. 2023
The below code is to obtain eigen value with the help of Givens rotation method, where the matrix is converted into tridigonal form first and then its eigenvalues are obtained.
The code below works fine for some cases but doesn't give eigenvalues at certain cases.
Ex- A =[-6 2 1;2 -9 -4; 1 -4 -9];
The output is :
root(z^3 + 24*z^2 + 168*z + 361, z, 1)
root(z^3 + 24*z^2 + 168*z + 361, z, 2)
root(z^3 + 24*z^2 + 168*z + 361, z, 3)
Can anyone tell me what I have been missing?
Thankyou for your efforts in advance :)
function eigen_values = given(B)
syms x
[m,n] = size(B);
if nargin>1
fprintf('Please enter only one Matrix');
return;
end
% Eliminating possibilities of error and hence making code more robust
if isscalar(B) || (m ~= n)
fprintf('Please enter a Square matrix \n');
return;
elseif m ==2
fprintf('Please enter a Square matrix grater than 2X2 \n');
return ;
elseif ~isreal(B)
fprintf('All elements of the input matrix should belong to real number domain except infinity and negative infinity \n');
return ;
elseif find((isfinite(B))==0)
fprintf('Please enter a matrix with finite number as its elements \n');
return;
end
S = eye(m); % Preallocating for faster computation
j =2;
N = ((m-1)*(m-2))/2; % Calculating the number of rotaions required to get Tridigonal form
I = eye(m);
theta = atan(B(1,j+1)/B(1,2)); %Calculating theta for first rotation
%The for loop below calculates values of sine and cosine of theta
%It also creates a orthogonal matrix 'S' at each rotation
for i = 1:N
fprintf('Rotation %d : \n',i);
theta = atan(B(1,j+1)/B(1,2));
S(2,2) = cos(theta);
S(2,j+1) = -sin(theta);
S(j+1,2) = sin(theta);
S(j+1,j+1) = cos(theta);
S
B = S'*B*S
j =j+1;
S = eye(m);
if j >m
break;
end
end
eqn = det(B-x*I);
eigen_values = solve(eqn);
end
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Akzeptierte Antwort
Star Strider
am 24 Dez. 2020
Bearbeitet: Star Strider
am 24 Dez. 2020
Instead of solve, use vpasolve here:
eigen_values = vpasolve(eqn);
that with your ‘A’ matrix:
A =[-6 2 1;2 -9 -4; 1 -4 -9];
EV = given(A)
produces:
EV =
-13.596915527892124341934473181412
-5.9128104205174475776683632011464
-4.4902740515904280803971636174419
EDIT — (24 Dec 2020 at 17:12)
To get the result as a vector of double (rather than symbolic) values:
EV = double(EV)
producing:
EV =
-13.596915527892124
-5.912810420517448
-4.490274051590428
.
4 Kommentare
Walter Roberson
am 29 Apr. 2023
Does this work for any NxN matrix?
Let's test:
N = randi([5 20])
B = rand(N,N);
output = given(B)
function eigen_values = given(B)
syms x
[m,n] = size(B);
if nargin>1
fprintf('Please enter only one Matrix');
return;
end
% Eliminating possibilities of error and hence making code more robust
if isscalar(B) || (m ~= n)
fprintf('Please enter a Square matrix \n');
return;
elseif m ==2
fprintf('Please enter a Square matrix grater than 2X2 \n');
return ;
elseif ~isreal(B)
fprintf('All elements of the input matrix should belong to real number domain except infinity and negative infinity \n');
return ;
elseif find((isfinite(B))==0)
fprintf('Please enter a matrix with finite number as its elements \n');
return;
end
S = eye(m); % Preallocating for faster computation
j =2;
N = ((m-1)*(m-2))/2; % Calculating the number of rotaions required to get Tridigonal form
I = eye(m);
theta = atan(B(1,j+1)/B(1,2)); %Calculating theta for first rotation
%The for loop below calculates values of sine and cosine of theta
%It also creates a orthogonal matrix 'S' at each rotation
for i = 1:N
fprintf('Rotation %d : \n',i);
theta = atan(B(1,j+1)/B(1,2));
S(2,2) = cos(theta);
S(2,j+1) = -sin(theta);
S(j+1,2) = sin(theta);
S(j+1,j+1) = cos(theta);
S
B = S'*B*S
j =j+1;
S = eye(m);
if j >m
break;
end
end
eqn = det(B-x*I);
eigen_values = vpasolve(eqn);
end
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