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dveigenv.cpp File Reference

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

#include <fvar.hpp>

Go to the source code of this file.

Defines

#define EIGEN_VECTORS
 Causes Eigenvectors to be computed.

Functions

dvar_matrix eigenvectors (const dvar_matrix &m)
 Eigenvectors.
void get_eigenv (const dvar_vector &_d, const dvar_vector &_e, const dvar_matrix &_z)
 Eigenvalues and eigenvectors.
dvariable SIGNV (const prevariable &x, const prevariable &y)
 Change sign.
void tri_dagv (const dvar_matrix &_m, const dvar_vector &_d, const dvar_vector &_e)
 Householder transformation for eivenvector computation.

Define Documentation

#define EIGEN_VECTORS

Causes Eigenvectors to be computed.

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

Author: David Fournier Copyright (c) 2009, 2010 ADMB foundation

Definition at line 10 of file dveigenv.cpp.


Function Documentation

Eigenvectors.

Computes eigenvectors of a real square matrix. Input matrix is symmetrized.

Parameters:
mReal square matrix.
_diag
Returns:
Matrix of eigenvectors.

Definition at line 32 of file dveigenv.cpp.

void get_eigenv ( const dvar_vector _d,
const dvar_vector _e,
const dvar_matrix _z 
)

Eigenvalues and eigenvectors.

Parameters:
_dDiagonal elements of the matrix computed by Householder transformation.
_eOff-diagonal elements.
_zOn output contains eigenvectors of _d.



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

Definition at line 210 of file dveigenv.cpp.

Referenced by eigenvectors().

dvariable SIGNV ( const prevariable x,
const prevariable y 
)

Change sign.

Parameters:
xArgument to change.
yArgument to test.
Returns:
The value of x with the sign of y.

Definition at line 187 of file dveigenv.cpp.

Referenced by get_eigenv().

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

Householder transformation for eivenvector computation.

Parameters:
_mReal, symmetric matrix; on return contains the orthogonal transformed matrix.
_dOn return contains the diagonal elements of the tri-diagonal matrix.
_eOn teturn 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 75 of file dveigenv.cpp.

Referenced by eigenvectors().