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dveigen.cpp File Reference

(* $Id: dveigen.cpp 789 2010-10-05 01:01:09Z johnoel $)

#include <fvar.hpp>

Go to the source code of this file.

Functions

dvar_vector eigenvalues (const dvar_matrix &m)
void get_eigen (const dvar_vector &_d, const dvar_vector &_e, const dvar_matrix &z)
 Eigenvalues.
dvar_vector get_eigen_values (const dvar_vector &_ddd, const dvar_vector &_eee)
 Eigenvalues and eigenvectors.
dvariable SIGN (const prevariable &x, const prevariable &y)
void tri_dag (const dvar_matrix &_m, const dvar_vector &_d, const dvar_vector &_e)
 Householder transformation for eigenvalue computation.

Function Documentation

Definition at line 15 of file dveigen.cpp.

void get_eigen ( const dvar_vector _d,
const dvar_vector _e,
const dvar_matrix z 
)

Eigenvalues.

Parameters:
_dDiagonal elements of the matrix computed by Householder transformation.
_eOff-diagonal elements.
_zOn output contains nothing useful.



The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 11

Definition at line 179 of file dveigen.cpp.

Referenced by eigenvalues(), and eigenvectors().

dvar_vector get_eigen_values ( const dvar_vector _ddd,
const dvar_vector _eee 
)

Eigenvalues and eigenvectors.

Parameters:
_dDiagonal elements of the matrix computed by Householder transformation.
_eOff-diagonal elements.
_zOn return containses eigenvectors.
Returns:
Vector of eigenvalues.



The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 11

Definition at line 258 of file dveigen.cpp.

dvariable SIGN ( const prevariable x,
const prevariable y 
)

Definition at line 156 of file dveigen.cpp.

void tri_dag ( const dvar_matrix _m,
const dvar_vector _d,
const dvar_vector _e 
)

Householder transformation for eigenvalue computation.

Id:
dveigen.cpp 789 2010-10-05 01:01:09Z johnoel

Author: Unknown

Parameters:
_mReal, symmetric matrix; on return contains the orthogonal transformed matrix.
_dOn return contains the diagonal elements of the tri-diagonal matrix.
_eOn return contains the off-diagonal elements.



The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 11

Definition at line 49 of file dveigen.cpp.

Referenced by eigenvalues(), and eigenvectors().