ADMB Documentation
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#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... | |
#define EIGEN_VECTORS |
Causes Eigenvectors to be computed.
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().
Eigenvectors.
Computes eigenvectors of a real square matrix. Input matrix is symmetrized.
m | Real square matrix. |
Definition at line 44 of file eigenv.cpp.
Eigenvectors.
Computes eigenvectors of a real square matrix. Input matrix is symmetrized.
m | Real square matrix. |
_diag |
Definition at line 88 of file eigenv.cpp.
Eigenvalues and eigenvectors.
_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.
x | Argument to change. |
y | Argument to test. |
Definition at line 263 of file eigenv.cpp.
Householder transformation for eivenvector computation.
_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.
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