4.0 KiB
EigenSolver
Compute eigenvalues and eigenvectors of a regular square matrix using the classical algorithm (LAPACK function GEEV).
Computing for type matrix
bool matrix::EigenSolver(
ENUM_EIG_VECTORS jobv, // compute left and right eigenvectors
vectorc& eigen_values, // vector of computed eigenvalues
matrix& left_eigenvectors, // matrix of computed left vectors
matrix& right_eigenvectors // matrix of computed right vectors
);
Computing for type matrix
bool matrixf::EigenSolver(
ENUM_EIG_VECTORS jobv, // compute left and right eigenvectors
vectorcf& eigen_values, // vector of computed eigenvalues
matrixf& left_eigenvectors, // matrix of computed left vectors
matrixf& right_eigenvectors // matrix of computed right vectors
);
Computing for type matrix
bool matrixc::EigenSolver(
ENUM_EIG_VECTORS jobv, // compute left and right vectors
vectorc& eigen_values, // vector of computed eigenvalues
matrixc& left_eigenvectors, // matrix of computed left vectors
matrixc& right_eigenvectors // matrix of computed right vectors
);
Computing for type matrix
bool matrixcf::EigenSolver(
ENUM_EIG_VECTORS jobv, // compute left and right vectors
vectorcf& eigen_values, // vector of computed eigenvalues
matrixcf& left_eigenvectors, // matrix of computed left vectors
matrixcf& right_eigenvectors // matrix of computed right vectors
);
Parameters
jobv
[in] ENUM_EIG_VECTORS enumeration value which determines the method for computing left and right eigenvectors.
EV
[out] Vector of eigenvalues.
left_eigenvectors
[out] Matrix of left eigenvectors.
right_eigenvectors
[out] Matrix of right eigenvectors.
Return Value
Return true if successful, otherwise false in case of an error.
Note
Computation depends on the value of the jobv parameter.
If EIGVECTORS_N is set, the left and right vectors are not computed. Only eigenvalues are computed.
With EIGVECTORS_L, only left eigenvectors are computed, right eigenvectors are not computed.
When EIGVECTORS_R is set, only the right eigenvectors are computed, the left vectors are not computed.
With EIGVECTORS_LR, the left and right eigenvectors are computed, Eigenvalues are always computed.
Real (non-complex) matrices can have a complex solution. Therefore, the vector of eigenvalues must be complex. In case of a complex solution, the error code is set to 4019 (ERR_MATH_OVERFLOW). Otherwise, only the real parts of the complex values of the eigenvalue vector should be used.
ENUM_EIG_VECTORS
An enumeration that specifies whether to calculate eigenvectors.
| ID | Description |
|---|---|
| EIGVECTORS_N | Only eigenvalues are calculated, without vectors. |
| EIGVECTORS_L | Only left eigenvectors are computed. |
| EIGVECTORS_R | Only right eigenvectors are computed. |
| EIGVECTORS_LR | Left and right eigenvectors are computed, eigenvalues are always computed. |