eigenv.cpp File Reference

(Last Changed on May 30, 2017 for git-revision daed80c634b2ae20748853604e11149bf3d5e82c.)

#include <fvar.hpp>

Go to the source code of this file.

Macros
#define	EIGEN_VECTORS
	Causes Eigenvectors to be computed. More...
#define	ISZERO(d)   ((d)==0.0)

Functions
dmatrix	eigenvectors (const dmatrix &m)
	Eigenvectors. More...
dmatrix	eigenvectors (const dmatrix &m, const dvector &_diag)
	Eigenvectors. More...
void	get_eigenv (const dvector &_d, const dvector &_e, const dmatrix &_z)
	Eigenvalues and eigenvectors. More...
double	SIGNV (const double x, double y)
	Change sign. More...
void	tri_dagv (const dmatrix &_m, const dvector &_d, const dvector &_e)
	Householder transformation for eivenvector computation. More...

Macro Definition Documentation

#define EIGEN_VECTORS

Causes Eigenvectors to be computed.

Id:

eigenv.cpp 789 2010-10-05 01:01:09Z johnoel

Author: David Fournier Copyright (c) 2009, 2010 ADMB foundation

Definition at line 11 of file eigenv.cpp.

#define ISZERO

(

d

)

((d)==0.0)

Definition at line 22 of file eigenv.cpp.

Referenced by tri_dagv().

Function Documentation

dmatrix eigenvectors

(

const dmatrix &

m

)

Eigenvectors.

Computes eigenvectors of a real square matrix. Input matrix is symmetrized.

Parameters

m	Real square matrix.

Returns

Matrix of eigenvectors.

Definition at line 44 of file eigenv.cpp.

dmatrix eigenvectors	(	const dmatrix &	m,
		const dvector &	_diag
	)

Eigenvectors.

Computes eigenvectors of a real square matrix. Input matrix is symmetrized.

Parameters

m	Real square matrix.
_diag

Returns

Matrix of eigenvectors.

Definition at line 88 of file eigenv.cpp.

void get_eigenv	(	const dvector &	_d,
		const dvector &	_e,
		const dmatrix &	_z
	)

Eigenvalues and eigenvectors.

Parameters

_d	Diagonal elements of the matrix computed by Householder transformation.
_e	Off-diagonal elements.
_z	On output contains eigenvectors of _d.

The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 11

Definition at line 285 of file eigenv.cpp.

double SIGNV	(	const double	x,
		double	y
	)

Change sign.

Parameters

x	Argument to change.
y	Argument to test.

Returns

The value of x with the sign of y.

Definition at line 263 of file eigenv.cpp.

void tri_dagv	(	const dmatrix &	_m,
		const dvector &	_d,
		const dvector &	_e
	)

Householder transformation for eivenvector computation.

Parameters

_m	Real, symmetric matrix; on return contains the orthogonal transformed matrix.
_d	On return contains the diagonal elements of the tri-diagonal matrix.
_e	On teturn contains the off-diagonal elements.

The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 11

Definition at line 145 of file eigenv.cpp.