# orthit2.s J F Monahan, June 2001 # orthogonal iteration for a few eigenvalues and vectors # second problem n <- 4 # dimension of matrix p <- 4 # of cols or eigenvals to get A <- c(1, -3, -2, 1, -3, 10, -3, 6, -2, -3, 3, -2, 1, 6, -2, 1) A <- matrix(A,n,n) "matrix" A I <- diag(1,n)[,1:p] # just p columns Z <- I for( i in 1:50) { V <- A %*% Z Z <- qr.qy(qr(V),I) R <- t(Z) %*% V if( (i %% 5) == 0 ) { # every fifth iteration print("iteration"); print(i) print("Z matrix"); print(Z) print("R matrix"); print(R) } } rm(list=ls())