jacobi.cpp File Reference

Implementation of the jacobi rotation method. More...

#include <cmath>
#include "utils.hpp"
#include "jacobi.hpp"
#include "matrix.hpp"

Functions
void	jacobi_rotate (arma::mat &A, arma::mat &R, int k, int l)
	Computes a single rotation.
void	jacobi_eigensolver (const arma::mat &A, double eps, arma::vec &eigenvalues, arma::mat &eigenvectors, const int maxiter, int &iterations, bool &converged)
	Solves the eigenvalue problem using the jacobi rotation method.

Detailed Description

Implementation of the jacobi rotation method.

Author

Cory Alexander Balaton (coryab)

Janita Ovidie Sandtrøen Willumsen (janitaws)

Bug:

The eigenvalues fail the test. When comparing them to arma::eigsym there is one value that is way off when testing with a 6x6 matrix.

Function Documentation

jacobi_eigensolver()

void jacobi_eigensolver	(	const arma::mat &	A,
		double	eps,
		arma::vec &	eigenvalues,
		arma::mat &	eigenvectors,
		const int	maxiter,
		int &	iterations,
		bool &	converged
	)

Solves the eigenvalue problem using the jacobi rotation method.

Description

Parameters

A	The initial matrix to be solved
eps	Tolerance
eigenvalues	A vector that will contain the computed eigenvalues
eigenvectors	A Matrix that will contain the computed eigenvectors
maxiter	The max number of iterations allowed
iterations	To keep track of how many iterations the algorithm used
converged	Tells the user if the algorithm has converged

Returns

Void

jacobi_rotate()

void jacobi_rotate	(	arma::mat &	A,
		arma::mat &	R,
		int	k,
		int	l
	)

Computes a single rotation.

Description

Parameters

A	Matrix A (m)
R	The rotation matrix R (m)
k	Index of the row with the element of largest absolute value
l	Index of the column with the element of largest absolute value

Returns

Void