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9 views

Software Assignment

Uploaded by

jainarankit
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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1 Eigenvalue Computation Using QR Algorithm

1.1 Overview of QR Algorithm


The QR algorithm iteratively computes eigenvalues of a square matrix A by leveraging
the QR decomposition. The process can be summarized as:

1. Compute the QR decomposition of A such that A = Q·R, where Q is an orthogonal


matrix and R is an upper triangular matrix.

2. Update A by recomposing as A′ = R · Q.

3. Repeat the process until A converges to a diagonal matrix, where the diagonal
elements approximate the eigenvalues of A.

1.2 Implementation in C
Below is the implementation of the QR algorithm in C to compute the eigenvalues of a
matrix.
1 # include < stdio .h >
2 # include < math .h >
3 # include < stdlib .h >
4

5 # define MAX_ITER 1000


6 # define TOL 1e -6
7

9 void qr_decomposition ( int n , double A [ n ][ n ] , double Q [ n ][ n ] ,


double R [ n ][ n ]) ;
10 void multiply _matri ces ( int n , double A [ n ][ n ] , double B [ n ][ n ] ,
double C [ n ][ n ]) ;
11 void print_matrix ( int n , double matrix [ n ][ n ]) ;
12 int is_diagonal ( int n , double matrix [ n ][ n ]) ;
13

14

15 void qr_algorithm ( int n , double A [ n ][ n ] , double eigenvalues [ n ]) {


16 double Q [ n ][ n ] , R [ n ][ n ];
17 double Ak [ n ][ n ];
18

19

20 for ( int i = 0; i < n ; i ++) {


21 for ( int j = 0; j < n ; j ++) {
22 Ak [ i ][ j ] = A [ i ][ j ];
23 }
24 }
25

26 for ( int iter = 0; iter < MAX_ITER ; iter ++) {


27

28 qr_decomposition (n , Ak , Q , R ) ;
29

30

1
31 mult iply_m atrice s (n , R , Q , Ak ) ;
32

33

34 if ( is_diagonal (n , Ak ) ) {
35 break ;
36 }
37 }
38

39

40 for ( int i = 0; i < n ; i ++) {


41 eigenvalues [ i ] = Ak [ i ][ i ];
42 }
43 }
44

45

46 void qr_decomposition ( int n , double A [ n ][ n ] , double Q [ n ][ n ] ,


double R [ n ][ n ]) {
47

48 for ( int i = 0; i < n ; i ++) {


49 for ( int j = 0; j < n ; j ++) {
50 Q [ i ][ j ] = 0.0;
51 R [ i ][ j ] = 0.0;
52 }
53 }
54

55

56 for ( int j = 0; j < n ; j ++) {


57

58 for ( int i = 0; i < n ; i ++) {


59 Q [ i ][ j ] = A [ i ][ j ];
60 }
61

62

63 for ( int k = 0; k < j ; k ++) {


64 double dot = 0.0;
65 for ( int i = 0; i < n ; i ++) {
66 dot += Q [ i ][ k ] * Q [ i ][ j ];
67 }
68 R [ k ][ j ] = dot ;
69 for ( int i = 0; i < n ; i ++) {
70 Q [ i ][ j ] -= R [ k ][ j ] * Q [ i ][ k ];
71 }
72 }
73

74

75 double norm = 0.0;


76 for ( int i = 0; i < n ; i ++) {
77 norm += Q [ i ][ j ] * Q [ i ][ j ];
78 }
79 norm = sqrt ( norm ) ;
80

2
81

82 if ( fabs ( norm ) < TOL ) {


83 norm = TOL ;
84 }
85 R [ j ][ j ] = norm ;
86

87

88 for ( int i = 0; i < n ; i ++) {


89 Q [ i ][ j ] /= R [ j ][ j ];
90 }
91 }
92 }
93

94

95 void multiply _matri ces ( int n , double A [ n ][ n ] , double B [ n ][ n ] ,


double C [ n ][ n ]) {
96 for ( int i = 0; i < n ; i ++) {
97 for ( int j = 0; j < n ; j ++) {
98 C [ i ][ j ] = 0.0;
99 for ( int k = 0; k < n ; k ++) {
100 C [ i ][ j ] += A [ i ][ k ] * B [ k ][ j ];
101 }
102 }
103 }
104 }
105

106 int is_diagonal ( int n , double matrix [ n ][ n ]) {


107 for ( int i = 0; i < n ; i ++) {
108 for ( int j = 0; j < n ; j ++) {
109 if ( i != j && fabs ( matrix [ i ][ j ]) > TOL ) {
110 return 0;
111 }
112 }
113 }
114 return 1;
115 }
116

117

118 void print_matrix ( int n , double matrix [ n ][ n ]) {


119 for ( int i = 0; i < n ; i ++) {
120 for ( int j = 0; j < n ; j ++) {
121 printf ( " %8.4 f " , matrix [ i ][ j ]) ;
122 }
123 printf ( " \ n " ) ;
124 }
125 printf ( " \ n " ) ;
126 }
127

128

129 int main () {


130 int n ;

3
131 printf ( " Enter the size of the matrix ( n x n ) : " ) ;
132 scanf ( " % d " , & n ) ;
133

134 double A [ n ][ n ];
135 double eigenvalues [ n ];
136

137 printf ( " Enter the elements of the % d x % d matrix row by row :\
n", n, n);
138 for ( int i = 0; i < n ; i ++) {
139 for ( int j = 0; j < n ; j ++) {
140 printf ( " A [% d ][% d ]: " , i + 1 , j + 1) ;
141 scanf ( " % lf " , & A [ i ][ j ]) ;
142 }
143 }
144

145 printf ( " \ nOriginal matrix A :\ n " ) ;


146 print_matrix (n , A ) ;
147

148

149 qr_algorithm (n , A , eigenvalues ) ;


150

151

152 printf ( " Eigenvalues :\ n " ) ;


153 for ( int i = 0; i < n ; i ++) {
154 printf ( " %8.4 f \ n " , eigenvalues [ i ]) ;
155 }
156

157 return 0;
158 }
Listing 1: QR Algorithm Implementation in C

1.3 Explanation of the Code


• QR Decomposition: The qr decomposition() function implements the Modi-
fied Gram-Schmidt process to decompose A into Q and R.

• Matrix Multiplication: The multiply matrices() function computes the prod-


uct R · Q to update the matrix A iteratively.

• Diagonal Check: The is diagonal() function checks whether the matrix is suf-
ficiently close to a diagonal form by comparing the off-diagonal elements to a tol-
erance value (TOL).

• Iteration: The algorithm iteratively updates A for a maximum of MAX ITER iter-
ations or until the matrix is diagonal.

• Eigenvalues Extraction: Once convergence is achieved, the diagonal elements of


A are extracted as the eigenvalues.

4
1.4 Output of the Program
When the above code is run, the following results are printed:

• The original matrix A.

• The computed eigenvalues.

• Verification steps (if required, can include Q and R matrices at each step).

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