Fn_eig


Functions

template<typename T1 >
void eig_sym (Col< typename T1::pod_type > &eigval, const Base< typename T1::elem_type, T1 > &X)
 Eigenvalues of real/complex symmetric/hermitian matrix X.
template<typename T1 >
Col< typename T1::pod_type > eig_sym (const Base< typename T1::elem_type, T1 > &X)
 Eigenvalues of real/complex symmetric/hermitian matrix X.
template<typename T1 >
void eig_sym (Col< typename T1::pod_type > &eigval, Mat< typename T1::elem_type > &eigvec, const Base< typename T1::elem_type, T1 > &X)
 Eigenvalues and eigenvectors of real/complex symmetric/hermitian matrix X.
template<typename T1 >
void eig_gen (Col< std::complex< typename T1::pod_type > > &eigval, Mat< typename T1::elem_type > &l_eigvec, Mat< typename T1::elem_type > &r_eigvec, const Base< typename T1::elem_type, T1 > &X)
 Eigenvalues and eigenvectors (both left and right) of general real/complex square matrix X.
template<typename eT , typename T1 >
void eig_gen (Col< std::complex< eT > > &eigval, Mat< std::complex< eT > > &eigvec, const Base< eT, T1 > &X, const char side= 'r')
 Eigenvalues and eigenvectors of general real square matrix X. Optional argument 'side' specifies which eigenvectors should be computed: 'r' for right (default) and 'l' for left.
template<typename T , typename T1 >
void eig_gen (Col< std::complex< T > > &eigval, Mat< std::complex< T > > &eigvec, const Base< std::complex< T >, T1 > &X, const char side= 'r')
 Eigenvalues and eigenvectors of general complex square matrix X Optional argument 'side' specifies which eigenvectors should be computed: 'r' for right (default) and 'l' for left.

Function Documentation

template<typename T1 >
void eig_sym ( Col< typename T1::pod_type > &  eigval,
const Base< typename T1::elem_type, T1 > &  X 
) [inline]

Eigenvalues of real/complex symmetric/hermitian matrix X.

Definition at line 30 of file fn_eig.hpp.

References auxlib::eig_sym(), and Base< elem_type, derived >::get_ref().

Referenced by eig_sym().

00031   {
00032   arma_extra_debug_sigprint();
00033   
00034   typedef typename T1::elem_type eT;
00035   
00036   // unwrap_check not used as T1::elem_type and T1::pod_type may not be the same.
00037   // furthermore, it doesn't matter if A is an alias of S, as auxlib::eig() makes a copy of A
00038 
00039   const unwrap<T1> tmp(X.get_ref());
00040   const Mat<eT>& A = tmp.M;
00041 
00042   auxlib::eig_sym(eigval, A);
00043   }

template<typename T1 >
Col<typename T1::pod_type> eig_sym ( const Base< typename T1::elem_type, T1 > &  X  )  [inline]

Eigenvalues of real/complex symmetric/hermitian matrix X.

Definition at line 51 of file fn_eig.hpp.

References eig_sym().

00052   {
00053   arma_extra_debug_sigprint();
00054   
00055   Col<typename T1::pod_type> out;
00056   eig_sym(out, X);
00057   
00058   return out;
00059   }

template<typename T1 >
void eig_sym ( Col< typename T1::pod_type > &  eigval,
Mat< typename T1::elem_type > &  eigvec,
const Base< typename T1::elem_type, T1 > &  X 
) [inline]

Eigenvalues and eigenvectors of real/complex symmetric/hermitian matrix X.

Definition at line 67 of file fn_eig.hpp.

References auxlib::eig_sym(), and Base< elem_type, derived >::get_ref().

00072   {
00073   arma_extra_debug_sigprint();
00074 
00075   typedef typename T1::elem_type eT;
00076   
00077   const unwrap<T1> tmp(X.get_ref());
00078   const Mat<eT>& A = tmp.M;
00079   
00080   auxlib::eig_sym(eigval, eigvec, A);
00081   }

template<typename T1 >
void eig_gen ( Col< std::complex< typename T1::pod_type > > &  eigval,
Mat< typename T1::elem_type > &  l_eigvec,
Mat< typename T1::elem_type > &  r_eigvec,
const Base< typename T1::elem_type, T1 > &  X 
) [inline]

Eigenvalues and eigenvectors (both left and right) of general real/complex square matrix X.

Definition at line 96 of file fn_eig.hpp.

References auxlib::eig_gen(), and Base< elem_type, derived >::get_ref().

00102   {
00103   arma_extra_debug_sigprint();
00104 
00105   typedef typename T1::elem_type eT;
00106   
00107   const unwrap<T1> tmp(X.get_ref());
00108   const Mat<eT>& A = tmp.M;
00109 
00110   auxlib::eig_gen(eigval, l_eigvec, r_eigvec, A, 'b');
00111   }

template<typename eT , typename T1 >
void eig_gen ( Col< std::complex< eT > > &  eigval,
Mat< std::complex< eT > > &  eigvec,
const Base< eT, T1 > &  X,
const char  side = 'r' 
) [inline]

Eigenvalues and eigenvectors of general real square matrix X. Optional argument 'side' specifies which eigenvectors should be computed: 'r' for right (default) and 'l' for left.

Definition at line 122 of file fn_eig.hpp.

References arma_stop(), Mat< eT >::at(), conj(), auxlib::eig_gen(), Base< elem_type, derived >::get_ref(), and Mat< eT >::set_size().

00128   {
00129   arma_extra_debug_sigprint();
00130 
00131   //std::cout << "real" << std::endl;
00132 
00133   const unwrap<T1> tmp(X.get_ref());
00134   const Mat<eT>& A = tmp.M;
00135 
00136   Mat<eT> dummy_eigvec;
00137   Mat<eT> tmp_eigvec;
00138   
00139   switch(side)
00140     {
00141     case 'r':
00142       auxlib::eig_gen(eigval, dummy_eigvec, tmp_eigvec, A, side);
00143       break;
00144 
00145     case 'l':
00146       auxlib::eig_gen(eigval, tmp_eigvec, dummy_eigvec, A, side);
00147       break;
00148       
00149     default:
00150       arma_stop("eig_gen(): parameter 'side' is invalid");
00151     }
00152 
00153 
00154   const u32 n = A.n_rows;
00155 
00156   if(n > 0)
00157     {
00158     eigvec.set_size(n,n);
00159 
00160     for(u32 j=0; j<n; ++j)
00161       {
00162       if( (j < n-1) && (eigval[j] == std::conj(eigval[j+1])) )
00163         {
00164         // eigvec.col(j)   = Mat< std::complex<eT> >( tmp_eigvec.col(j),  tmp_eigvec.col(j+1) );
00165         // eigvec.col(j+1) = Mat< std::complex<eT> >( tmp_eigvec.col(j), -tmp_eigvec.col(j+1) );
00166 
00167         for(u32 i=0; i<n; ++i)
00168           {
00169           eigvec.at(i,j)   = std::complex<eT>( tmp_eigvec.at(i,j),  tmp_eigvec.at(i,j+1) );
00170           eigvec.at(i,j+1) = std::complex<eT>( tmp_eigvec.at(i,j), -tmp_eigvec.at(i,j+1) );
00171           }
00172 
00173         ++j;
00174         }
00175       else
00176         {
00177         // eigvec.col(i) = tmp_eigvec.col(i);
00178 
00179         for(u32 i=0; i<n; ++i)
00180           {
00181           eigvec.at(i,j) = std::complex<eT>(tmp_eigvec.at(i,j), eT(0));
00182           }
00183 
00184         }
00185       }
00186     }
00187 
00188   }

template<typename T , typename T1 >
void eig_gen ( Col< std::complex< T > > &  eigval,
Mat< std::complex< T > > &  eigvec,
const Base< std::complex< T >, T1 > &  X,
const char  side = 'r' 
) [inline]

Eigenvalues and eigenvectors of general complex square matrix X Optional argument 'side' specifies which eigenvectors should be computed: 'r' for right (default) and 'l' for left.

Definition at line 199 of file fn_eig.hpp.

References arma_stop(), auxlib::eig_gen(), and Base< elem_type, derived >::get_ref().

00205   {
00206   arma_extra_debug_sigprint();
00207   //std::cout << "complex" << std::endl;
00208 
00209   typedef typename std::complex<T> eT;
00210 
00211   const unwrap<T1> tmp(X.get_ref());
00212   const Mat<eT>& A = tmp.M;
00213 
00214   Mat<eT> dummy_eigvec;
00215   
00216   switch(side)
00217     {
00218     case 'r':
00219       auxlib::eig_gen(eigval, dummy_eigvec, eigvec, A, side);
00220       break;
00221 
00222     case 'l':
00223       auxlib::eig_gen(eigval, eigvec, dummy_eigvec, A, side);
00224       break;
00225       
00226     default:
00227       arma_stop("eig_gen(): parameter 'side' is invalid");
00228     }
00229   }