NB. EigenValue & EigenVector NB. written by Nakano Yoshihiro Oct./2010 NB. utils NB. tr=: (<0 1)&|:@] NB. trace wr=: 1!:2&2 NB. write screen diag=:tr=: (<0 1)&|: NB. trace ip=: idot=: +/ . * NB. inner product un=: 3 : '=@i. y' NB. NB. ------------------------- NB. Eigenvecter N_evec=: 3 : 0 yi=. LF0 y wr ;/ yi ny=. # yi uy =. un ny i=.0 alwk=. < uy while. i(j{ns){lawk j=.j+1 end. '' ) NB. -------------------- NB. EigenValue LF0=: >@{:@p.@charn0 charn0 =: 3 : 0 In=. =@i.n=. # y X=.In i=.0 p=.1 for_k. >: i.n do. X =. y + / . * X trX =. +/(<0 1)|:X pk=.-k%~trX p=.p,pk X=.X+ pk * In i=.i + 1 end. |.p ) NB. ---------------------------- un=: 3 : '=@i.y' NB. unit matrix pfmt3=: 3 : '7j3 ": L:0 /: ~ |: y' sample=: 3 : 0 : ~./:"1~(i.x){"1 plist y ) plist=:i.@!A.i.