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authorNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
committerNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
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+// SPDX-License-Identifier: Apache-2.0
+//
+// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
+// Copyright 2008-2016 National ICT Australia (NICTA)
+//
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+// http://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+// See the License for the specific language governing permissions and
+// limitations under the License.
+// ------------------------------------------------------------------------
+
+
+namespace newarp
+{
+
+
+//! Calculate the eigenvalues and eigenvectors of an upper Hessenberg matrix.
+//! This class is uses lapack::lahqr() and lapack::trevc()
+template<typename eT>
+class UpperHessenbergEigen
+ {
+ private:
+
+ uword n_rows;
+ Mat<eT> mat_Z; // In the first stage, H = ZTZ', Z is an orthogonal matrix
+ // In the second stage, Z will be overwritten by the eigenvectors of H
+ Mat<eT> mat_T; // H = ZTZ', T is a Schur form matrix
+ Col< std::complex<eT> > evals; // eigenvalues of H
+ bool computed;
+
+
+ public:
+
+ //! Default constructor. Computation can
+ //! be performed later by calling the compute() method.
+ inline UpperHessenbergEigen();
+
+ //! Constructor to create an object that calculates the eigenvalues
+ //! and eigenvectors of an upper Hessenberg matrix `mat_obj`.
+ inline UpperHessenbergEigen(const Mat<eT>& mat_obj);
+
+ //! Compute the eigenvalue decomposition of an upper Hessenberg matrix.
+ inline void compute(const Mat<eT>& mat_obj);
+
+ //! Retrieve the eigenvalues.
+ inline Col< std::complex<eT> > eigenvalues();
+
+ //! Retrieve the eigenvectors.
+ inline Mat< std::complex<eT> > eigenvectors();
+ };
+
+
+} // namespace newarp