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Merge pull request #164 from dshizzle/master

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Fix QR algorithm for diagonal matrices
This commit is contained in:
Sébastien Crozet 2015-11-15 00:13:04 +01:00
commit aa1a4ceb58
2 changed files with 32 additions and 3 deletions
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20
src/linalg/decompositions.rs
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@ -145,9 +145,23 @@ pub fn eigen_qr<N, V, VS, M>(m: &M, eps: &N, niter: usize) -> (M, V)
for k in 0 .. curdim {
let x_i = unsafe { eigenvalues.unsafe_at((k, k)) };
let x_j = unsafe { eigenvalues.unsafe_at((k + 1, k)) };
let r = (x_i * x_i + x_j * x_j).sqrt();
let ctmp = x_i / r;
let stmp = -x_j / r;
let ctmp;
let stmp;
if x_j.abs() < *eps {
ctmp = N::one();
stmp = N::zero();
}
else if x_i.abs() < *eps {
ctmp = N::zero();
stmp = -N::one();
}
else {
let r = x_i.hypot(x_j);
ctmp = x_i / r;
stmp = -x_j / r;
}
c[k] = ctmp;
s[k] = stmp;

15
tests/mat.rs
View File

@ -104,6 +104,21 @@ macro_rules! test_eigen_qr_impl(
assert!(na::approx_eq_eps(&randmat, &recomp, &1.0e-2));
}
for _ in (0usize .. 10000) {
let randmat : $t = random();
// Take only diagonal part
let randmat: $t = Diag::from_diag(&randmat.diag());
let (eigenvectors, eigenvalues) = na::eigen_qr(&randmat, &1e-13, 100);
let diag: $t = Diag::from_diag(&eigenvalues);
let recomp = eigenvectors * diag * na::transpose(&eigenvectors);
println!("eigenvalues: {:?}", eigenvalues);
println!(" mat: {:?}", randmat);
println!("recomp: {:?}", recomp);
assert!(na::approx_eq_eps(&randmat, &recomp, &1.0e-2));
}
}
);