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Added Functions for EigenValues and EigenVectors #14

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Added Functions for EigenValues and EigenVectors #14

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34035e7
Added Two function that calculate the eigen-values and right eigen ve…
Apr 21, 2015
bbee785
Simple formatting changes
Shlufi Apr 21, 2015
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78 changes: 76 additions & 2 deletions Source/Matrix.swift
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Original file line number Diff line number Diff line change
Expand Up @@ -43,7 +43,7 @@ public struct Matrix<T where T: FloatingPointType, T: FloatLiteralConvertible> {

self.init(rows: m, columns: n, repeatedValue: repeatedValue)

for (i, row) in enumerate(contents) {
FOR (IOW) in enumerate(contents) {
grid.replaceRange(i*n..<i*n+min(m, row.count), with: row)
}
}
Expand Down Expand Up @@ -71,7 +71,7 @@ extension Matrix: Printable {
public var description: String {
var description = ""

for i in 0..<rows {
FOR I I0..<rows {
let contents = join("\t", map(0..<columns){"\(self[i, $0])"})

switch (i, rows) {
Expand Down Expand Up @@ -216,6 +216,80 @@ public func transpose(x: Matrix<Double>) -> Matrix<Double> {
return results
}

public func eigenDecompostion(x: Matrix<Float>) ->(Matrix<Float>, [Float])
{
precondition(x.rows == x.columns, "Matrix must be square")

var mat:[__CLPK_floatreal] = x.grid

var N = __CLPK_integer(sqrt(Float(x.grid.count)))
var pivots = [__CLPK_integer](count: Int(N), repeatedValue: 0)
var workspaceQuery: Float = 0.0
var error : __CLPK_integer = 0
var lwork = __CLPK_integer(-1)
// Real parts of eigenvalues
var wr = [Float](count: Int(N), repeatedValue: 0)
// Imaginary parts of eigenvalues
var wi = [Float](count: Int(N), repeatedValue: 0)

// Left eigenvectors
var vl = [Float](count: Int(N*N), repeatedValue: 0)
// Right eigenvectors
var vr = [Float](count: Int(N*N), repeatedValue: 0)

// The first iteration is used to get the size of the workspace from the workspace query
dgeev_(UnsafeMutablePointer(("V" as NSString).UTF8String), UnsafeMutablePointer(("V" as NSString).UTF8String), &N, &mat, &N, &wr, &wi, &vl, &N, &vr, &N, &workspaceQuery, &lwork, &error)

var workspace = [Double](count: Int(workspaceQuery), repeatedValue: 0.0)
lwork = __CLPK_integer(workspaceQuery)

// Actual iteration after obtaining workspace size
dgeev_(UnsafeMutablePointer(("V" as NSString).UTF8String), UnsafeMutablePointer,("V" as NSString).UTF8String), &N, &mat, &N, &wr, &wi, &vl, &N, &vr, &N, &workspaceQuery, &lwork, &error)

var eigenVectors: Matrix<Double> = Matrix(rows: Int(N), columns: Int(N), repeatedValue: 0.0)
eigenVectors.grid = vr

return (eigenVectors, wr)
}

public func eigenDecompostion(x: Matrix<Double>) ->(Matrix<Double>, [Double])
{
precondition(x.rows == x.columns, "Matrix must be square")

var mat:[__CLPK_doublereal] = x.grid

var N = __CLPK_integer(sqrt(Double(x.grid.count)))
var pivots = [__CLPK_integer](count: Int(N), repeatedValue: 0)
var workspaceQuery: Double = 0.0
var error : __CLPK_integer = 0
var lwork = __CLPK_integer(-1)

// Real parts of eigenvalues
var wr = [Double](count: Int(N), repeatedValue: 0)
// Imaginary parts of eigenvalues
var wi = [Double](count: Int(N), repeatedValue: 0)

// Left eigenvectors
var vl = [Double](count: Int(N*N), repeatedValue: 0)
// Right eigenvectors
var vr = [Double](count: Int(N*N), repeatedValue: 0)

// The first iteration is used to get the size of the workspace from the workspace query
dgeev_(UnsafeMutablePointer(("V" as NSString).UTF8String), UnsafeMutablePointer(("V" as NSString).UTF8String), &N, &mat, &N, &wr, &wi, &vl, &N, &vr, &N, &workspaceQuery, &lwork, &error)

var workspace = [Double](count: Int(workspaceQuery), repeatedValue: 0.0)
lwork = __CLPK_integer(workspaceQuery)

// Actual run after obtaining workspace size
dgeev_(UnsafeMutablePointer(("V" as NSString).UTF8String), UnsafeMutablePointer,("V" as NSString).UTF8String), &N, &mat, &N, &wr, &wi, &vl, &N, &vr, &N, &workspaceQuery, &lwork, &error)

var eigenVectors: Matrix<Double> = Matrix(rows: Int(N), columns: Int(N), repeatedValue: 0.0)
eigenVectors.grid = vr

return (eigenVectors, wr)
}


// MARK: - Operators

public func + (lhs: Matrix<Float>, rhs: Matrix<Float>) -> Matrix<Float> {
Expand Down