dveigenv.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
dvar_matrix	eigenvectors (const dvar_matrix &m)
	Eigenvectors. More...
void	get_eigenv (const dvar_vector &_d, const dvar_vector &_e, const dvar_matrix &_z)
	Eigenvalues and eigenvectors. More...
dvariable	SIGNV (const prevariable &x, const prevariable &y)
	Change sign. More...
void	tri_dagv (const dvar_matrix &_m, const dvar_vector &_d, const dvar_vector &_e)
	Householder transformation for eivenvector computation. More...

Macro Definition Documentation

#define EIGEN_VECTORS

Causes Eigenvectors to be computed.

Id:

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

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

Definition at line 10 of file dveigenv.cpp.

#define ISZERO

(

d

)

((d)==0.0)

Definition at line 21 of file dveigenv.cpp.

Referenced by tri_dagv().

Function Documentation

dvar_matrix eigenvectors

(

const dvar_matrix &

m

)

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 42 of file dveigenv.cpp.

void get_eigenv	(	const dvar_vector &	_d,
		const dvar_vector &	_e,
		const dvar_matrix &	_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 236 of file dveigenv.cpp.

Referenced by eigenvectors().

dvariable SIGNV	(	const prevariable &	x,
		const prevariable &	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 213 of file dveigenv.cpp.

Referenced by get_eigenv().

void tri_dagv	(	const dvar_matrix &	_m,
		const dvar_vector &	_d,
		const dvar_vector &	_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 93 of file dveigenv.cpp.

Referenced by eigenvectors().