// 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