From eda5bc26f44ee9a6f83dcf8c91f17296d7fc509d Mon Sep 17 00:00:00 2001 From: Nao Pross Date: Mon, 12 Feb 2024 14:52:43 +0100 Subject: Move into version control --- .../newarp_UpperHessenbergEigen_bones.hpp | 59 ++++++++++++++++++++++ 1 file changed, 59 insertions(+) create mode 100644 src/armadillo/include/armadillo_bits/newarp_UpperHessenbergEigen_bones.hpp (limited to 'src/armadillo/include/armadillo_bits/newarp_UpperHessenbergEigen_bones.hpp') 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 +class UpperHessenbergEigen + { + private: + + uword n_rows; + Mat 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 mat_T; // H = ZTZ', T is a Schur form matrix + Col< std::complex > 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& mat_obj); + + //! Compute the eigenvalue decomposition of an upper Hessenberg matrix. + inline void compute(const Mat& mat_obj); + + //! Retrieve the eigenvalues. + inline Col< std::complex > eigenvalues(); + + //! Retrieve the eigenvectors. + inline Mat< std::complex > eigenvectors(); + }; + + +} // namespace newarp -- cgit v1.2.1