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eigenv.cpp File Reference

(* $Id: eigenv.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

dmatrix eigenvectors (const dmatrix &m)
 Eigenvectors.
dmatrix eigenvectors (const dmatrix &m, const dvector &_diag)
 Eigenvectors.
void get_eigenv (const dvector &_d, const dvector &_e, const dmatrix &_z)
 Eigenvalues and eigenvectors.
double SIGNV (double x, double y)
 Change sign.
void tri_dagv (const dmatrix &_m, const dvector &_d, const dvector &_e)
 Householder transformation for eivenvector computation.

Define Documentation

#define EIGEN_VECTORS

Causes Eigenvectors to be computed.

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

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

Definition at line 11 of file eigenv.cpp.


Function Documentation

dmatrix eigenvectors ( const dmatrix m)

Eigenvectors.

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

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

Definition at line 35 of file eigenv.cpp.

dmatrix eigenvectors ( const dmatrix m,
const dvector _diag 
)

Eigenvectors.

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

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

Definition at line 71 of file eigenv.cpp.

void get_eigenv ( 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 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 252 of file eigenv.cpp.

double SIGNV ( double  x,
double  y 
)

Change sign.

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

Definition at line 230 of file eigenv.cpp.

void tri_dagv ( const dmatrix _m,
const dvector _d,
const dvector _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 120 of file eigenv.cpp.