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eigen.cpp File Reference

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

#include <fvar.hpp>

Go to the source code of this file.

Functions

dvector eigenvalues (const dmatrix &m)
 Eigenvalues.
void get_eigen (const dvector &_d, const dvector &_e, const dmatrix &_z)
 Eigenvalues.
dvector get_eigen_values (const dvector &_d, const dvector &_e)
 Eigenvalues.
dvector get_eigen_values (const dvector &_d, const dvector &_e, const dmatrix &_z)
 Eigenvalues and eigenvectors.
double SIGN (const double x, double y)
void tri_dag (const dmatrix &_m, const dvector &_d, const dvector &_e)
 Householder transformation for eigenvalue computation.

Function Documentation

dvector eigenvalues ( const dmatrix m)

Eigenvalues.

Parameters:
mInput matrix (unchanged on return).
Returns:
Vector of eigenvalues.

Definition at line 20 of file eigen.cpp.

void get_eigen ( const dvector _d,
const dvector _e,
const dmatrix _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 182 of file eigen.cpp.

dvector get_eigen_values ( const dvector _d,
const dvector _e 
)

Eigenvalues.

Parameters:
_dDiagonal elements of the matrix computed by Householder transformation.
_eOff-diagonal elements.
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 264 of file eigen.cpp.

dvector get_eigen_values ( const dvector _d,
const dvector _e,
const dmatrix _z 
)

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 337 of file eigen.cpp.

double SIGN ( const double  x,
double  y 
)

Definition at line 159 of file eigen.cpp.

void tri_dag ( const dmatrix _m,
const dvector _d,
const dvector _e 
)

Householder transformation for eigenvalue computation.

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

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

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 52 of file eigen.cpp.