/* * Copyright (c) 2002-2006 Samit Basu * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA * */ #ifndef __EigenDecompose_hpp__ #define __EigenDecompose_hpp__ /** * Compute the eigen decomposition of an arbitrary, real valued * matrix of size $$n \times n$$. The $$n \times n$$ matrix of * real eigenvectors are stored in the array v, which must be * pre-allocated before the routine is called. The $$n$$ complex * eigenvalues are stored in the array d, with the real and * imaginary parts stored sequentially. */ void floatEigenDecompose(int n, float *v, float *d, float *a, bool eigenvectors, bool balance); void floatEigenDecomposeSymmetric(int n, float *v, float *d, float *a, bool eigenvectors); void floatGenEigenDecompose(int n, float *v, float *d, float *a, float *b, bool eigenvectors); bool floatGenEigenDecomposeSymmetric(int n, float *v, float *d, float *a, float *b, bool eigenvectors); /** * Compute the eigen decomposition of an arbitrary, complex valued * matrix of size $$n \times n$$. The $$n \times n$$ matrix of * complex eigenvectors are stored in the array v, which must be * pre-allocated before the routine is called. The $$n$$ complex * eigenvalues are stored in the array d. */ void complexEigenDecompose(int n, float *v, float *d, float *a, bool eigenvectors, bool balance); void complexEigenDecomposeSymmetric(int n, float *v, float *d, float *a, bool eigenvectors); void complexGenEigenDecompose(int n, float *v, float *d, float *a, float *b, bool eigenvectors); bool complexGenEigenDecomposeSymmetric(int n, float *v, float *d, float *a, float *b, bool eigenvectors); /** * Compute the eigen decomposition of an arbitrary, double valued * matrix of size $$n \times n$$. The $$n \times n$$ matrix of * double eigenvectors are stored in the array v, which must be * pre-allocated before the routine is called. The $$n$$ dcomplex * eigenvalues are stored in the array d, with the real and * imaginary parts stored sequentially. */ void doubleEigenDecompose(int n, double *v, double *d, double *a, bool eigenvectors, bool balance); void doubleEigenDecomposeSymmetric(int n, double *v, double *d, double *a, bool eigenvectors); void doubleGenEigenDecompose(int n, double *v, double *d, double *a, double *b, bool eigenvectors); bool doubleGenEigenDecomposeSymmetric(int n, double *v, double *d, double *a, double *b, bool eigenvectors); /** * Compute the eigen decomposition of an arbitrary, dcomplex valued * matrix of size $$n \times n$$. The $$n \times n$$ matrix of * dcomplex eigenvectors are stored in the array v, which must be * pre-allocated before the routine is called. The $$n$$ dcomplex * eigenvalues are stored in the array d. */ void dcomplexEigenDecompose(int n, double *v, double *d, double *a, bool eigenvectors, bool balance); void dcomplexEigenDecomposeSymmetric(int n, double *v, double *d, double *a, bool eigenvectors); void dcomplexGenEigenDecompose(int n, double *v, double *d, double *a, double *b, bool eigenvectors); bool dcomplexGenEigenDecomposeSymmetric(int n, double *v, double *d, double *a, double *b, bool eigenvectors); #endif