1 files changed, 59 insertions, 0 deletions
diff --git a/src/armadillo/include/armadillo_bits/newarp_UpperHessenbergEigen_bones.hpp b/src/armadillo/include/armadillo_bits/newarp_UpperHessenbergEigen_bones.hpp
new file mode 100644
index 0000000..668adbe
--- /dev/null
+++ b/src/armadillo/include/armadillo_bits/newarp_UpperHessenbergEigen_bones.hpp
@@ -0,0 +1,59 @@
+// 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