dveigen.cpp File Reference

(Last Changed on April 18, 2017 for git-revision dbedf0a6bc9e63ba60399531cfb89b03806b944e.)

#include <fvar.hpp>

Go to the source code of this file.

Functions
dvar_vector	eigenvalues (const dvar_matrix &m)
void	get_eigen (const dvar_vector &_d, const dvar_vector &_e, const dvar_matrix &z)
	Eigenvalues. More...
dvar_vector	get_eigen_values (const dvar_vector &_ddd, const dvar_vector &_eee)
	Eigenvalues and eigenvectors. More...
dvariable	SIGN (const prevariable &x, const prevariable &y)
void	tri_dag (const dvar_matrix &_m, const dvar_vector &_d, const dvar_vector &_e)
	Householder transformation for eigenvalue computation. More...

Function Documentation

dvar_vector eigenvalues

(

const dvar_matrix &

m

)

Definition at line 17 of file dveigen.cpp.

void get_eigen	(	const dvar_vector &	_d,
		const dvar_vector &	_e,
		const dvar_matrix &	z
	)

Eigenvalues.

Parameters

_d	Diagonal elements of the matrix computed by Householder transformation.
_e	Off-diagonal elements.
_z	On output contains nothing useful.

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

Definition at line 187 of file dveigen.cpp.

Referenced by eigenvalues(), and eigenvectors().

dvar_vector get_eigen_values	(	const dvar_vector &	_ddd,
		const dvar_vector &	_eee
	)

Eigenvalues and eigenvectors.

Parameters

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

Returns

Vector of eigenvalues.

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

Definition at line 269 of file dveigen.cpp.

dvariable SIGN	(	const prevariable &	x,
		const prevariable &	y
	)

Definition at line 164 of file dveigen.cpp.

void tri_dag	(	const dvar_matrix &	_m,
		const dvar_vector &	_d,
		const dvar_vector &	_e
	)

Householder transformation for eigenvalue computation.

Id:

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

Author: Unknown

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 return 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 54 of file dveigen.cpp.

Referenced by eigenvalues(), and eigenvectors().