blob: 668adbe56637be7fa6e8a4e9bf0115d96d3f75b3 (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
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
|