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TMatrixDSymEigen.h
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1 // @(#)root/matrix:$Id$
2 // Authors: Fons Rademakers, Eddy Offermann Dec 2003
3 
4 /*************************************************************************
5  * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
6  * All rights reserved. *
7  * *
8  * For the licensing terms see $ROOTSYS/LICENSE. *
9  * For the list of contributors see $ROOTSYS/README/CREDITS. *
10  *************************************************************************/
11 
12 #ifndef ROOT_TMatrixDSymEigen
13 #define ROOT_TMatrixDSymEigen
14 
15 //////////////////////////////////////////////////////////////////////////
16 // //
17 // TMatrixDSymEigen //
18 // //
19 // Eigenvalues and eigenvectors of a real symmetric matrix. //
20 // //
21 //////////////////////////////////////////////////////////////////////////
22 
23 #ifndef ROOT_TMatrixD
24 #include "TMatrixD.h"
25 #endif
26 #ifndef ROOT_TMatrixDSym
27 #include "TMatrixDSym.h"
28 #endif
29 #ifndef ROOT_TVectorD
30 #include "TVectorD.h"
31 #endif
32 
34 {
35 protected :
36 
37  static void MakeTridiagonal (TMatrixD &v,TVectorD &d,TVectorD &e);
38  static void MakeEigenVectors(TMatrixD &v,TVectorD &d,TVectorD &e);
39 
40  TMatrixD fEigenVectors; // Eigen-vectors of matrix
41  TVectorD fEigenValues; // Eigen-values
42 
43 public :
44 
45  enum {kWorkMax = 100}; // size of work array
46 
49  TMatrixDSymEigen(const TMatrixDSymEigen &another);
50  virtual ~TMatrixDSymEigen() {}
51 
52 // If matrix A has shape (rowLwb,rowUpb,rowLwb,rowUpb), then each eigen-vector
53 // must have an index running between (rowLwb,rowUpb) .
54 // For convenience, the column index of the eigen-vector matrix
55 // also runs from rowLwb to rowUpb so that the returned matrix
56 // has also index/shape (rowLwb,rowUpb,rowLwb,rowUpb) .
57 // The same is true for the eigen-value vector .
58 
59  const TMatrixD &GetEigenVectors() const { return fEigenVectors; }
60  const TVectorD &GetEigenValues () const { return fEigenValues; }
61 
63 
64  ClassDef(TMatrixDSymEigen,1) // Eigen-Vectors/Values of a Matrix
65 };
66 #endif
const TVectorD & GetEigenValues() const
static void MakeEigenVectors(TMatrixD &v, TVectorD &d, TVectorD &e)
Symmetric tridiagonal QL algorithm.
TMatrixDSymEigen & operator=(const TMatrixDSymEigen &source)
Assignment operator.
TArc * a
Definition: textangle.C:12
#define ClassDef(name, id)
Definition: Rtypes.h:254
int d
Definition: tornado.py:11
SVector< double, 2 > v
Definition: Dict.h:5
static void MakeTridiagonal(TMatrixD &v, TVectorD &d, TVectorD &e)
This is derived from the Algol procedures tred2 by Bowdler, Martin, Reinsch, and Wilkinson, Handbook for Auto.
const TMatrixD & GetEigenVectors() const
virtual ~TMatrixDSymEigen()