nov 6, add -lm appended to make test due to my (admittedly heavy) usage of clang
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2
Makefile
2
Makefile
@ -22,7 +22,7 @@ LDFLAGS := -lm
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all: $(TEST_EXE)
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$(TEST_EXE): $(TEST_OBJ) $(LIBRARY) | $(BIN_DIR)
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$(CC) $(CPPFLAGS) $(CFLAGS) $(LDFLAGS) $^ -o $@
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$(CC) $(CPPFLAGS) $(CFLAGS) $^ -o $@ $(LDFLAGS)
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$(LIBRARY): $(OBJ) | $(LIB_DIR)
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ar rcs $(LIBRARY) $(OBJ_DIR)/*.o
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25
notes/Nov-6.org
Normal file
25
notes/Nov-6.org
Normal file
@ -0,0 +1,25 @@
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* Power Method
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v_{k+1} = A v_k, k = 0,1,2
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** Properties
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1. \frac{A v_k}{||v_k||} \rightarrow v_1
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2. \frac{v_k^T A v_k}{v_k^T v_k} \rightarrow \lambda_1
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3. If \lambda is a n eigenvalue of A, then \frac{1}{\lambda} is an eigenvalue of A^-1
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4. Av = \lambda v
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Av - \mu v = (\lambda-\mu)v = (A - \mu I)v
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5. If \lambda is an eigenvalue of A, then \lambda - \mu is an eigenvalue of A \cdot \mu I
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** Shifting Eigenvalues
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1. Partition [\lambda_n, \lambda_1]
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* Lanczos Algorithm
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#+BEGIN_SRC c
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for (int i = 0; i < n; i++) {
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sum = a0;
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v_dot_v(a[i], x);
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b[i] = sum;
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}
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#+END_SRC
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