dveigenv.cpp File Reference

(* $Id: dveigenv.cpp 789 2010-10-05 01:01:09Z johnoel $)

#include <fvar.hpp>

Go to the source code of this file.

Defines
#define	EIGEN_VECTORS
	Causes Eigenvectors to be computed.
#define	ISZERO(d)   ((d)==0.0)
Functions
dvar_matrix	eigenvectors (const dvar_matrix &m)
	Eigenvectors.
void	get_eigenv (const dvar_vector &_d, const dvar_vector &_e, const dvar_matrix &_z)
	Eigenvalues and eigenvectors.
dvariable	SIGNV (const prevariable &x, const prevariable &y)
	Change sign.
void	tri_dagv (const dvar_matrix &_m, const dvar_vector &_d, const dvar_vector &_e)
	Householder transformation for eivenvector computation.

---

Define Documentation

#define EIGEN_VECTORS

Causes Eigenvectors to be computed.

Id:

dveigenv.cpp 789 2010-10-05 01:01:09Z johnoel

Author: David Fournier Copyright (c) 2009, 2010 ADMB foundation

Definition at line 10 of file dveigenv.cpp.

#define ISZERO

(

d

)

((d)==0.0)

Definition at line 17 of file dveigenv.cpp.

Referenced by tri_dagv().

---

Function Documentation

dvar_matrix eigenvectors

(

const dvar_matrix &

m

)

Eigenvectors.

Computes eigenvectors of a real square matrix. Input matrix is symmetrized.

Parameters:

m	Real square matrix.
_diag

Returns:

Matrix of eigenvectors.

Definition at line 38 of file dveigenv.cpp.

void get_eigenv	(	const dvar_vector &	_d,
		const dvar_vector &	_e,
		const dvar_matrix &	_z
	)

Eigenvalues and eigenvectors.

Parameters:

_d	Diagonal elements of the matrix computed by Householder transformation.
_e	Off-diagonal elements.
_z	On output contains eigenvectors of _d.

The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 11

Definition at line 216 of file dveigenv.cpp.

Referenced by eigenvectors().

dvariable SIGNV	(	const prevariable &	x,
		const prevariable &	y
	)

Change sign.

Parameters:

x	Argument to change.
y	Argument to test.

Returns:

The value of x with the sign of y.

Definition at line 193 of file dveigenv.cpp.

Referenced by get_eigenv().

void tri_dagv	(	const dvar_matrix &	_m,
		const dvar_vector &	_d,
		const dvar_vector &	_e
	)

Householder transformation for eivenvector computation.

Parameters:

_m	Real, symmetric matrix; on return contains the orthogonal transformed matrix.
_d	On return contains the diagonal elements of the tri-diagonal matrix.
_e	On teturn contains the off-diagonal elements.

The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 11

Definition at line 81 of file dveigenv.cpp.

Referenced by eigenvectors().