eigen.cpp File Reference

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

#include <fvar.hpp>

Go to the source code of this file.

Functions
dvector	eigenvalues (const dmatrix &m)
	Eigenvalues. More...
void	get_eigen (const dvector &_d, const dvector &_e, const dmatrix &_z)
	Eigenvalues. More...
dvector	get_eigen_values (const dvector &_d, const dvector &_e)
	Eigenvalues. More...
dvector	get_eigen_values (const dvector &_d, const dvector &_e, const dmatrix &_z)
	Eigenvalues and eigenvectors. More...
double	SIGN (const double x, double y)
void	tri_dag (const dmatrix &_m, const dvector &_d, const dvector &_e)
	Householder transformation for eigenvalue computation. More...

Function Documentation

dvector eigenvalues

(

const dmatrix &

m

)

Eigenvalues.

Parameters

m	Input matrix (unchanged on return).

Returns

Vector of eigenvalues.

Definition at line 23 of file eigen.cpp.

void get_eigen	(	const dvector &	_d,
		const dvector &	_e,
		const dmatrix &	_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 201 of file eigen.cpp.

dvector get_eigen_values	(	const dvector &	_d,
		const dvector &	_e
	)

Eigenvalues.

Parameters

_d	Diagonal elements of the matrix computed by Householder transformation.
_e	Off-diagonal elements.

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 291 of file eigen.cpp.

dvector get_eigen_values	(	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 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 372 of file eigen.cpp.

double SIGN	(	const double	x,
		double	y
	)

Definition at line 178 of file eigen.cpp.

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

Householder transformation for eigenvalue computation.

Id:

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

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

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 63 of file eigen.cpp.