int EVqrShifted(MAT &A,double mu, double tol,int maxiter){
int n=A.dim();
int k=0;
double err=10;
MAT Q(n),R(n),T(A);
while(err>tol && k<maxiter){
for(int i=0;i<n;i++){ //subtract mu*I before QR factorization
T[i][i] = T[i][i] - mu;
}
QRDecomp(T,Q,R); //QR factorization
T=R*Q; //matrix multiplication
for(int i=0;i<n;i++){ //add mu*I back
T[i][i] = T[i][i] + mu;
}
err = ConvErr(T);
k++;
}
printf("the three largest EV:\n");
printf("%lf %lf %lf\n",T[0][0],T[1][1],T[2][2]);
printf("the three smallest EV:\n");
printf("%lf %lf %lf\n",T[n-1][n-1],T[n-2][n-2],T[n-3][n-3]);
printf("iter = %d\n",k);
printf("error = %e\n",err);
A=T;
return k;
}
void myConvert(const T1& in, T2& out) {
std::stringstream ss;
ss << in;
ss >> out;
if( ! ss.eof() ) {
throw ConvErr("Fehler beim Konvertieren");
}
}
int EVqr(MAT &A,double tol,int maxiter){
int n=A.dim();
int k=0;
double err=10;
MAT Q(n),R(n),T(A);
while(err>tol && k<maxiter){
QRDecomp(T,Q,R); //QR factorization
T=R*Q; //matrix multiplication
err = ConvErr(T); //get the error term in each iteration
k++;
}
printf("the three largest EV:\n");
printf("%lf %lf %lf\n",T[0][0],T[1][1],T[2][2]);
printf("the three smallest EV:\n");
printf("%lf %lf %lf\n",T[n-1][n-1],T[n-2][n-2],T[n-3][n-3]);
printf("iter = %d\n",k);
printf("error = %e\n",err);
A=T;
return k;
}
