Fn_eig

Functions

template<typename T1 >
void eig_sym (Col< typename T1::pod_type > &eigval, const Base< typename T1::elem_type, T1 > &X, const typename arma_blas_type_only< typename T1::elem_type >::result *junk=0)
 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, const typename arma_blas_type_only< typename T1::elem_type >::result *junk=0)
 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, const typename arma_blas_type_only< typename T1::elem_type >::result *junk=0)
 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, const typename arma_blas_type_only< typename T1::elem_type >::result *junk=0)
 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', const typename arma_blas_type_only< typename T1::elem_type >::result *junk=0)
 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', const typename arma_blas_type_only< typename T1::elem_type >::result *junk=0)
 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,
const typename arma_blas_type_only< typename T1::elem_type >::result *  junk = 0 
) [inline]

Eigenvalues of real/complex symmetric/hermitian matrix X.

Definition at line 31 of file fn_eig.hpp.

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

Referenced by eig_sym().

00032   {
00033   arma_extra_debug_sigprint();
00034   
00035   typedef typename T1::elem_type eT;
00036   
00037   // unwrap_check not used as T1::elem_type and T1::pod_type may not be the same.
00038   // furthermore, it doesn't matter if A is an alias of S, as auxlib::eig() makes a copy of A
00039 
00040   const unwrap<T1> tmp(X.get_ref());
00041   const Mat<eT>& A = tmp.M;
00042 
00043   auxlib::eig_sym(eigval, A);
00044   }

template<typename T1 >
Col<typename T1::pod_type> eig_sym ( const Base< typename T1::elem_type, T1 > &  X,
const typename arma_blas_type_only< typename T1::elem_type >::result *  junk = 0 
) [inline]

Eigenvalues of real/complex symmetric/hermitian matrix X.

Definition at line 52 of file fn_eig.hpp.

References eig_sym().

00053   {
00054   arma_extra_debug_sigprint();
00055   
00056   Col<typename T1::pod_type> out;
00057   eig_sym(out, X);
00058   
00059   return out;
00060   }

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,
const typename arma_blas_type_only< typename T1::elem_type >::result *  junk = 0 
) [inline]

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

Definition at line 68 of file fn_eig.hpp.

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

00074   {
00075   arma_extra_debug_sigprint();
00076 
00077   typedef typename T1::elem_type eT;
00078   
00079   const unwrap<T1> tmp(X.get_ref());
00080   const Mat<eT>& A = tmp.M;
00081   
00082   auxlib::eig_sym(eigval, eigvec, A);
00083   }

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,
const typename arma_blas_type_only< typename T1::elem_type >::result *  junk = 0 
) [inline]

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

Definition at line 98 of file fn_eig.hpp.

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

00105   {
00106   arma_extra_debug_sigprint();
00107 
00108   typedef typename T1::elem_type eT;
00109   
00110   const unwrap<T1> tmp(X.get_ref());
00111   const Mat<eT>& A = tmp.M;
00112 
00113   auxlib::eig_gen(eigval, l_eigvec, r_eigvec, A, 'b');
00114   }

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',
const typename arma_blas_type_only< typename T1::elem_type >::result *  junk = 0 
) [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 125 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().

00132   {
00133   arma_extra_debug_sigprint();
00134 
00135   //std::cout << "real" << std::endl;
00136 
00137   const unwrap<T1> tmp(X.get_ref());
00138   const Mat<eT>& A = tmp.M;
00139 
00140   Mat<eT> dummy_eigvec;
00141   Mat<eT> tmp_eigvec;
00142   
00143   switch(side)
00144     {
00145     case 'r':
00146       auxlib::eig_gen(eigval, dummy_eigvec, tmp_eigvec, A, side);
00147       break;
00148 
00149     case 'l':
00150       auxlib::eig_gen(eigval, tmp_eigvec, dummy_eigvec, A, side);
00151       break;
00152       
00153     default:
00154       arma_stop("eig_gen(): parameter 'side' is invalid");
00155       return;
00156     }
00157 
00158 
00159   const u32 n = A.n_rows;
00160 
00161   if(n > 0)
00162     {
00163     eigvec.set_size(n,n);
00164 
00165     for(u32 j=0; j<n; ++j)
00166       {
00167       if( (j < n-1) && (eigval[j] == std::conj(eigval[j+1])) )
00168         {
00169         // eigvec.col(j)   = Mat< std::complex<eT> >( tmp_eigvec.col(j),  tmp_eigvec.col(j+1) );
00170         // eigvec.col(j+1) = Mat< std::complex<eT> >( tmp_eigvec.col(j), -tmp_eigvec.col(j+1) );
00171 
00172         for(u32 i=0; i<n; ++i)
00173           {
00174           eigvec.at(i,j)   = std::complex<eT>( tmp_eigvec.at(i,j),  tmp_eigvec.at(i,j+1) );
00175           eigvec.at(i,j+1) = std::complex<eT>( tmp_eigvec.at(i,j), -tmp_eigvec.at(i,j+1) );
00176           }
00177 
00178         ++j;
00179         }
00180       else
00181         {
00182         // eigvec.col(i) = tmp_eigvec.col(i);
00183 
00184         for(u32 i=0; i<n; ++i)
00185           {
00186           eigvec.at(i,j) = std::complex<eT>(tmp_eigvec.at(i,j), eT(0));
00187           }
00188 
00189         }
00190       }
00191     }
00192 
00193   }

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',
const typename arma_blas_type_only< typename T1::elem_type >::result *  junk = 0 
) [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 204 of file fn_eig.hpp.

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

00211   {
00212   arma_extra_debug_sigprint();
00213   //std::cout << "complex" << std::endl;
00214 
00215   typedef typename std::complex<T> eT;
00216 
00217   const unwrap<T1> tmp(X.get_ref());
00218   const Mat<eT>& A = tmp.M;
00219 
00220   Mat<eT> dummy_eigvec;
00221   
00222   switch(side)
00223     {
00224     case 'r':
00225       auxlib::eig_gen(eigval, dummy_eigvec, eigvec, A, side);
00226       break;
00227 
00228     case 'l':
00229       auxlib::eig_gen(eigval, eigvec, dummy_eigvec, A, side);
00230       break;
00231       
00232     default:
00233       arma_stop("eig_gen(): parameter 'side' is invalid");
00234     }
00235   }