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EigenvalueDecomposition:: (10 methods):
tred2()
tql2()
orthes()
cdiv()
hqr2()
__construct()
getV()
getRealEigenvalues()
getImagEigenvalues()
getD()
Class: EigenvalueDecomposition - X-Ref
Class to obtain eigenvalues and eigenvectors of a real matrix.tred2() X-Ref |
Symmetric Householder reduction to tridiagonal form. |
tql2() X-Ref |
Symmetric tridiagonal QL algorithm. This is derived from the Algol procedures tql2, by Bowdler, Martin, Reinsch, and Wilkinson, Handbook for Auto. Comp., Vol.ii-Linear Algebra, and the corresponding Fortran subroutine in EISPACK. |
orthes() X-Ref |
Nonsymmetric reduction to Hessenberg form. This is derived from the Algol procedures orthes and ortran, by Martin and Wilkinson, Handbook for Auto. Comp., Vol.ii-Linear Algebra, and the corresponding Fortran subroutines in EISPACK. |
cdiv($xr, $xi, $yr, $yi) X-Ref |
Performs complex division. param: mixed $xr param: mixed $xi param: mixed $yr param: mixed $yi |
hqr2() X-Ref |
Nonsymmetric reduction from Hessenberg to real Schur form. Code is derived from the Algol procedure hqr2, by Martin and Wilkinson, Handbook for Auto. Comp., Vol.ii-Linear Algebra, and the corresponding Fortran subroutine in EISPACK. |
__construct($Arg) X-Ref |
Constructor: Check for symmetry, then construct the eigenvalue decomposition. param: mixed $Arg A Square matrix |
getV() X-Ref |
Return the eigenvector matrix. return: Matrix V |
getRealEigenvalues() X-Ref |
Return the real parts of the eigenvalues. return: array real(diag(D)) |
getImagEigenvalues() X-Ref |
Return the imaginary parts of the eigenvalues. return: array imag(diag(D)) |
getD() X-Ref |
Return the block diagonal eigenvalue matrix. return: Matrix D |