Added an untested eigen function
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54
qr-decom.py
54
qr-decom.py
@@ -1,5 +1,6 @@
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import numpy as np
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# QR decomposition using the householder reflection method
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def householder_reflection(A):
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"""
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Perform QR decomposition using Householder reflection.
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@@ -103,3 +104,56 @@ print("\nVt matrix:")
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print(Vt)
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print("Multiplied together:")
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print(U@Sigma@Vt)
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def eigen_decomposition_qr(A, max_iter=1000, tol=1e-9):
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"""
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Compute the eigenvalues and eigenvectors of a matrix A using the QR algorithm
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with QR decomposition.
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Arguments:
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A -- A square matrix (n x n).
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max_iter -- Maximum number of iterations for convergence (default 1000).
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tol -- Tolerance for convergence (default 1e-9).
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Returns:
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eigenvalues -- List of eigenvalues.
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eigenvectors -- Matrix of eigenvectors.
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"""
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# Make a copy of A to perform the iteration
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A_copy = A.copy()
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n = A_copy.shape[0]
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# Initialize the matrix for eigenvectors (this will accumulate the Q matrices)
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eigenvectors = np.eye(n)
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# Perform QR iterations
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for _ in range(max_iter):
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# Perform QR decomposition on A_copy
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Q, R = householder_reflection(A_copy)
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# Update A_copy to be R * Q (QR algorithm step)
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A_copy = R @ Q
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# Accumulate the eigenvectors
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eigenvectors = eigenvectors @ Q
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# Check for convergence: if the off-diagonal elements are small enough, we stop
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off_diagonal_norm = np.linalg.norm(np.tril(A_copy, -1)) # Norm of the lower triangle (off-diagonal)
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if off_diagonal_norm < tol:
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break
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# The eigenvalues are the diagonal elements of the matrix A_copy
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eigenvalues = np.diag(A_copy)
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return eigenvalues, eigenvectors
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# Example usage
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A = np.array([[12, -51, 4],
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[6, 167, -68],
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[-4, 24, -41]])
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eigenvalues, eigenvectors = eigen_decomposition_qr(A)
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print("\n\nEigenvalues:", eigenvalues)
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print("Eigenvectors:\n", eigenvectors)
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