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Class TqrEigenDecomposition

tridiag. QR eigen decomposition with explicite shift aka Wilkinson

References:

Wilkinson, J.H. and Reinsch, C. 1971, Linear Algebra, vol. II of Handbook for Automatic Computation (New York: Springer-Verlag)

"Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,

test the correctness of the result is tested by checking it against known good values.

Hierarchy

  • TqrEigenDecomposition

Index

Enumerations

Constructors

Properties

Methods

Constructors

constructor

  • Parameters

    • diag: Real[]
    • sub: Real[]
    • Default value calc: EigenVectorCalculation = TqrEigenDecomposition.EigenVectorCalculation.WithEigenVector
    • Default value strategy: ShiftStrategy = TqrEigenDecomposition.ShiftStrategy.CloseEigenValue

    Returns TqrEigenDecomposition

Properties

Private _d

_d: Real[]

Private _ev

_ev: Matrix

Private _iter

_iter: Size

Methods

eigenvalues

  • eigenvalues(): Real[]

  • Returns Real[]

eigenvectors

  • Returns Matrix

iterations

  • iterations(): Size

  • Returns Size

Private offDiagIsZero

  • offDiagIsZero(k: Size, e: Real[]): boolean

  • Parameters

    Returns boolean