Serie 11 and 12

Kuengjoe_S12/Kuengjoe_S12_Aufg5.py

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+
+import numpy as np
+
+def Kuengjoe_S12_Aufg5(input_matrix: np.ndarray,
+                       initial_vector: np.ndarray,
+                       tolerance: float = 1e-4,
+                       max_iterations: int = 1000):
+    current_normalized_vector = initial_vector.astype(float)
+    current_normalized_vector = current_normalized_vector / np.linalg.norm(current_normalized_vector, ord=2)
+
+    number_of_performed_iterations = 0
+    last_difference_norm = None
+
+    for iteration_index in range(max_iterations):
+        multiplied_vector = input_matrix @ current_normalized_vector
+        next_normalized_vector = multiplied_vector / np.linalg.norm(multiplied_vector, ord=2)
+
+        difference_norm = np.linalg.norm(next_normalized_vector - current_normalized_vector, ord=2)
+        number_of_performed_iterations = iteration_index + 1
+        last_difference_norm = difference_norm
+
+        if difference_norm < tolerance:
+            current_normalized_vector = next_normalized_vector
+            break
+
+        current_normalized_vector = next_normalized_vector
+
+    rayleigh_quotient_eigenvalue_estimate = float(
+        current_normalized_vector.T @ (input_matrix @ current_normalized_vector)
+    )
+
+    return rayleigh_quotient_eigenvalue_estimate, current_normalized_vector, number_of_performed_iterations, last_difference_norm
+
+
+if __name__ == "__main__":
+    matrix_a = np.array([
+        [1,  1, 0],
+        [3, -1, 2],
+        [2, -1, 3]
+    ], dtype=float)
+
+    initial_vector_x0 = np.array([1, 0, 0], dtype=float)
+
+    dominant_eigenvalue_estimate, dominant_eigenvector_estimate, iteration_count, final_difference_norm = (
+        Kuengjoe_S12_Aufg5(matrix_a, initial_vector_x0, tolerance=1e-4)
+    )
+
+    print("von-Mises result")
+    print("iterations =", iteration_count)
+    print("final ||x_{k+1}-x_k||2 =", final_difference_norm)
+    print("dominant eigenvalue (Rayleigh) =", dominant_eigenvalue_estimate)
+    print("dominant eigenvector =", dominant_eigenvector_estimate)
+
+    eigenvalues_numpy, eigenvectors_numpy = np.linalg.eig(matrix_a)
+    index_of_dominant_eigenvalue = int(np.argmax(np.abs(eigenvalues_numpy)))
+
+    dominant_eigenvalue_numpy = float(eigenvalues_numpy[index_of_dominant_eigenvalue])
+    dominant_eigenvector_numpy = eigenvectors_numpy[:, index_of_dominant_eigenvalue].astype(float)
+    dominant_eigenvector_numpy = dominant_eigenvector_numpy / np.linalg.norm(dominant_eigenvector_numpy, ord=2)
+
+    print("\nnp.linalg.eig check")
+    print("dominant eigenvalue (eig) =", dominant_eigenvalue_numpy)
+    print("dominant eigenvector (eig) =", dominant_eigenvector_numpy)
+
+    # confronto robusto (segno +/-)
+    difference_same_sign = np.linalg.norm(dominant_eigenvector_estimate - dominant_eigenvector_numpy, ord=2)
+    difference_opposite_sign = np.linalg.norm(dominant_eigenvector_estimate + dominant_eigenvector_numpy, ord=2)
+    print("\nvector agreement (min with +/- sign) =", min(difference_same_sign, difference_opposite_sign))