60 lines
2.0 KiB
C++
60 lines
2.0 KiB
C++
// 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
|