restart: # INVERSE POWER METHOD ALGORITHM 9.3 # # To approximate an eigenvalue and an associated eigenvector of the # n by n matrix A given a nonzero vector x: # # INPUT: Dimension n: matrix A: vector x: tolerance TOL: # maximum number of iterations N. # # OUTPUT: Approximate eigenvalue MU: approximate eigenvector x # or a message that the maximum number of iterations was # exceeded. MULTIP := proc(N,OK,NROW,Q,A) local I2, M, IMAX, J, IP, L1, L2, JJ, I1, J1, K: # Procedure MULTIP determines the row ordering and multipliers for the # matrix (A-Q*I) for I1 from 1 to N do NROW[I1-1] := I1: od: OK := TRUE: I1 := 1: M := N - 1: while I1 <= M and OK = TRUE do IMAX := I1: J := I1+1: for IP from J to N do L1 := NROW[IMAX-1]: L2 := NROW[IP-1]: if abs(A[L2-1,I1-1]) > abs(A[L1-1,I1-1]) then IMAX := IP: fi: od: if abs(A[NROW[IMAX-1]-1,I1-1]) <= 1.0e-20 then OK := FALSE: print(`A - Q * I is singular, Q is an eigenvalue, Q = `):print(Q): else JJ := NROW[I1-1]: NROW[I1-1] := NROW[IMAX-1]: NROW[IMAX-1] := JJ: I2 := NROW[I1-1]: for JJ from J to N do J1 := NROW[JJ-1]: A[J1-1,I1-1] := A[J1-1,I1-1] / A[I2-1,I1-1]: for K from J to N do A[J1-1,K-1] := A[J1-1,K-1] - A[J1-1,I1-1] * A[I2-1,K-1]: od: od: fi: I1 := I1+1: od: if abs(A[NROW[N-1]-1,N-1]) <= 1.0e-20 then OK := FALSE: print(`A - Q * I is singular, Q is an eigenvalue, Q = `):print(Q): fi: end: SOLVE := proc(N,B,A,Y,NROW) local M, I2, J, I1, JJ, J1, N1, L, K, N2, KK: # Procedure SOLVE solves the linear system (A-Q*I)*Y=X given a new # vector X and returns the solution in Y M := N - 1: for I2 from 1 to M do J := I2+1: I1 := NROW[I2-1]: for JJ from J to N do: J1 := NROW[JJ-1]: B[J1-1] := B[J1-1] - A[J1-1,I2-1] * B[I1-1]: od: od: N1 := NROW[N-1]: Y[N-1] := B[N1-1] / A[N1-1,N-1]: L := N - 1: for K from 1 to L do J := L - K + 1: JJ := J + 1: N2 := NROW[J-1]: Y[J-1] := B[N2-1]: for KK from JJ to N do Y[J-1] := Y[J-1] - A[N2-1,KK-1] * Y[KK-1]: od: Y[J-1] := Y[J-1] / A[N2-1,J-1]: od: end: print(`This is the Inverse Power Method.\134n`): OK := FALSE: print(`Choice of input method`): print(`1. input from keyboard - not recommended for large matrices`): print(`2. input from a text file`): print(`Please enter 1 or 2.`): FLAG := scanf(`%d`)[1]: print(`Your input is`): print(FLAG): if FLAG = 2 then print(`The array will be input from a text file in the order`): print(`A(1,1), A(1,2), ..., A(1,N), A(2,1), A(2,2), ..., A(2,N)`): print(`..., A(N,1), A(N,2), ..., A(N,N)\134n`): print(`Place as many entries as desired on each line, but separate `): print(`entries with`): print(`at least one blank.`): print(`The initial approximation should follow in same format.\134n`): print(`Has the input file been created? - enter 1 for yes or 2 for no.`): AA := scanf(`%d`)[1]: print(`Your response is`): print(AA): if AA = 1 then print(`Input the file name in the form - drive:\134\134name.ext`): print(`for example: A:\134\134DATA.DTA`): NAME := scanf(`%s`)[1]: print(`The file name is`): print(NAME): INP := fopen(NAME,READ,TEXT): OK := FALSE: while OK = FALSE do print(`Input the dimension n - an integer.`): N := scanf(`%d`)[1]: print(`N is`): print(N): if N > 0 then for I1 from 1 to N do for J from 1 to N do A[I1-1,J-1] := fscanf(INP, `%f`)[1]: od: od: for I1 from 1 to N do X[I1-1] := fscanf(INP, `%f`)[1]: od: OK := TRUE: fclose(INP): else print(`The number must be a positive integer.\134n`): fi: od: else print(`The program will end so the input file can be created.\134n`): fi: else OK := FALSE: while OK = FALSE do print(`Input the dimension n - an integer.`): N := scanf(`%d`)[1]: print(`N= `): print(N): if N > 0 then for I1 from 1 to N do for J from 1 to N do print(`input entry in position `,I1,J): A[I1-1,J-1] := scanf(`%f`)[1]:print(`Data is `):print(A[I1-1,J-1]): od: od: print(`Input initial approximation vector `): for I1 from 1 to N do print(`input entry in position `,I1): X[I1-1] := scanf(`%f`)[1]:print(`Data is `):print(X[I1-1]): od: OK := TRUE: else print(`The number must be a positive integer.\134n`): fi: od: fi: if OK = TRUE then OUP := default: fprintf(OUP, `The original matrix - output by rows:\134n`): for I1 from 1 to N do for J from 1 to N do fprintf(OUP, ` %11.8f`, A[I1-1,J-1]): od: fprintf(OUP, `\134n`): od: fprintf(OUP, `The initial approximation vector is :\134n`): for I1 from 1 to N do fprintf(OUP, ` %11.8f`, X[I1-1]): od: fprintf(OUP, `\134n`): OK := FALSE: while OK = FALSE do print(`Input the tolerance.\134n`): TOL := scanf(`%f`)[1]:print(`Tolerance = `):print(TOL): if TOL > 0 then OK := TRUE: else print(`Tolerance must be positive number.\134n`): fi: od: OK := FALSE: while OK = FALSE do print(`Input maximum number of iterations `): print(`- integer.\134n`): NN := scanf(`%d`)[1]:print(`Maximum number of iterations = `):print(NN): # Use NN in place of N if NN > 0 then OK := TRUE: else print(`Number must be positive integer.\134n`): fi: od: fi: if OK = TRUE then # Step 1 # Q could be input instead of computed. Q := 0: S := 0: for I1 from 1 to N do S := S + X[I1-1] * X[I1-1]: for J from 1 to N do Q := Q + A[I1-1,J-1] * X[I1-1] * X[J-1]: od: od: Q := Q / S: print(`Q = `, Q): print(`Input new Q? Enter 1 for yes or 2 for no.`): AA := scanf(`%d`)[1]:print(`Input is `):print(AA): if AA = 1 then print(`input new Q`): Q := scanf(`%f`)[1]:print(`Q = `):print(Q): fi: print(`Choice of output method:`): print(`1. Output to screen`): print(`2. Output to text file`): print(`Please enter 1 or 2.`): FLAG := scanf(`%d`)[1]:print(`Input is `):print(FLAG): if FLAG = 2 then print(`Input the file name in the form - drive:\134\134name.ext\134n`): print(`for example A:\134\134OUTPUT.DTA\134n`): NAME := scanf(`%s`)[1]:print(`Output file is `):print(NAME): OUP := fopen(NAME,WRITE,TEXT): else OUP := default: fi: fprintf(OUP, `INVERSE POWER METHOD\134n\134n`): fprintf(OUP, `Iteration Eigenvalue Eigenvector\134n`): # Step 2 K := 1: for I1 from 1 to N do A[I1-1,I1-1] := A[I1-1,I1-1] - Q: od: # Call subroutine to compute multipliers M(I,J) and upper triangular # matrix for the matrix (A-Q*I) MULTIP(N, OK, NROW, Q, A): if OK = TRUE then # Step 3 LP := 1: for I1 from 2 to N do if abs(X[I1-1]) > abs(X[LP-1]) then LP := I1: fi: od: # Step 4 AMAX := X[LP-1]: for I1 from 1 to N do X[I1-1] := X[I1-1] / (AMAX): od: # Step 5 while K <= NN and OK = TRUE do # Steps 6 and 7 for I1 from 1 to N do B[I1-1] := X[I1-1]: od: # Subroutine SOLVE returns the solution of (A-Q*I)*Y=b in Y SOLVE(N, B, A, Y, NROW): # Step 8 YMU := Y[LP-1]: # Steps 9 and 10 LP := 1: for I1 from 2 to N do if abs(Y[I1-1]) > abs(Y[LP-1]) then LP := I1: fi: od: AMAX := Y[LP-1]: ERR := 0: for I1 from 1 to N do: T := Y[I1-1] / AMAX: if abs(X[I1-1] - T) > ERR then ERR := abs(X[I1-1] - T): fi: X[I1-1] := T: od: YMU := 1 / YMU + Q: # Step 11 fprintf(OUP, `%3d %12.8f\134n`, K, YMU): for I1 from 1 to N do fprintf(OUP, ` %11.8f`, X[I1-1]): od: fprintf(OUP, `\134n`): if ERR < TOL then OK := FALSE: fprintf(OUP, `Eigenvalue = %12.8f`, YMU): fprintf(OUP, ` to tolerance = %.10e\134n`, TOL): fprintf(OUP, `obtained on iteration number = %d\134n\134n`, K): fprintf(OUP, `Unit eigenvector is :\134n`): for I1 from 1 to N do fprintf(OUP, ` %11.8f`, X[I1-1]): od: fprintf(OUP, `\134n`): else # Step 12 K := K+1: fi: od: if K > NN then fprintf(OUP, `No convergence in %d iterations\134n`,NN): fi: fi: if OUP <> default then fclose(OUP): print(`Output file `,NAME,` created successfully`): fi: fi: SUNUaGlzfmlzfnRoZX5JbnZlcnNlflBvd2Vyfk1ldGhvZC58K0c2Ig== STdDaG9pY2V+b2Z+aW5wdXR+bWV0aG9kRzYi SWZuMS5+aW5wdXR+ZnJvbX5rZXlib2FyZH4tfm5vdH5yZWNvbW1lbmRlZH5mb3J+bGFyZ2V+bWF0cmljZXNHNiI= SToyLn5pbnB1dH5mcm9tfmF+dGV4dH5maWxlRzYi STVQbGVhc2V+ZW50ZXJ+MX5vcn4yLkc2Ig== SS5Zb3VyfmlucHV0fmlzRzYi IiIj SVZUaGV+YXJyYXl+d2lsbH5iZX5pbnB1dH5mcm9tfmF+dGV4dH5maWxlfmlufnRoZX5vcmRlckc2Ig== SWduQSgxLDEpLH5BKDEsMiksfi4uLix+QSgxLE4pLH5BKDIsMSksfkEoMiwyKSx+Li4uLH58K35+fkEoMixOKUc2Ig== SUIuLi4sfkEoTiwxKSx+QShOLDIpLH4uLi4sfkEoTixOKXwrRzYi SWduUGxhY2V+YXN+bWFueX5lbnRyaWVzfmFzfmRlc2lyZWR+b25+ZWFjaH5saW5lLH5idXR+c2VwYXJhdGV+RzYi SS1lbnRyaWVzfndpdGhHNiI= STRhdH5sZWFzdH5vbmV+YmxhbmsuRzYi SVlUaGV+aW5pdGlhbH5hcHByb3hpbWF0aW9ufnNob3VsZH5mb2xsb3d+aW5+c2FtZX5mb3JtYXQufCtHNiI= SWpuSGFzfnRoZX5pbnB1dH5maWxlfmJlZW5+Y3JlYXRlZD9+LX5lbnRlcn4xfmZvcn55ZXN+b3J+Mn5mb3J+bm8uRzYi STFZb3VyfnJlc3BvbnNlfmlzRzYi IiIi SVJJbnB1dH50aGV+ZmlsZX5uYW1lfmlufnRoZX5mb3Jtfi1+ZHJpdmU6XG5hbWUuZXh0RzYi STtmb3J+ZXhhbXBsZTp+fn5BOlxEQVRBLkRUQUc2Ig== STFUaGV+ZmlsZX5uYW1lfmlzRzYi US5FOlxBTEcwOTMuRFRBNiI= SURJbnB1dH50aGV+ZGltZW5zaW9ufm5+LX5hbn5pbnRlZ2VyLkc2Ig== SSVOfmlzRzYi IiIk The original matrix - output by rows: -4.00000000 14.00000000 0.00000000 -5.00000000 13.00000000 0.00000000 -1.00000000 0.00000000 2.00000000 The initial approximation vector is : 1.00000000 1.00000000 1.00000000 STZJbnB1dH50aGV+dG9sZXJhbmNlLnwrRzYi SS1Ub2xlcmFuY2V+PX5HNiI= JCIiIiEiJg== SURJbnB1dH5tYXhpbXVtfm51bWJlcn5vZn5pdGVyYXRpb25zfkc2Ig== SSwtfmludGVnZXIufCtHNiI= SUBNYXhpbXVtfm51bWJlcn5vZn5pdGVyYXRpb25zfj1+RzYi IiNE NiRJJVF+PX5HNiIkIitMTExMaiEiKg== SUpJbnB1dH5uZXd+UT9+RW50ZXJ+MX5mb3J+eWVzfm9yfjJ+Zm9yfm5vLkc2Ig== SSpJbnB1dH5pc35HNiI= IiIj STlDaG9pY2V+b2Z+b3V0cHV0fm1ldGhvZDpHNiI= STQxLn5PdXRwdXR+dG9+c2NyZWVuRzYi STcyLn5PdXRwdXR+dG9+dGV4dH5maWxlRzYi STVQbGVhc2V+ZW50ZXJ+MX5vcn4yLkc2Ig== SSpJbnB1dH5pc35HNiI= IiIi INVERSE POWER METHOD Iteration Eigenvalue Eigenvector 1 6.18181818 1.00000000 0.72727273 -0.19580420 2 6.01724137 1.00000000 0.71551724 -0.24505203 3 6.00171526 1.00000000 0.71440823 -0.24952239 4 6.00017143 1.00000000 0.71429796 -0.24995339 5 6.00001714 1.00000000 0.71428694 -0.24999543 6 6.00000171 1.00000000 0.71428584 -0.24999955 Eigenvalue = 6.00000171 to tolerance = 1.0000000000e-05 obtained on iteration number = 6 Unit eigenvector is : 1.00000000 0.71428584 -0.24999955 JSFH