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Class to obtain eigenvalues and eigenvectors of a real matrix.
| Author: | Paul Meagher |
| Author: | Mustafa Karabulut |
| License: | PHP v3.0 |
| Version: | 1.1 |
| File Size: | 960 lines (33 kb) |
| Included or required: | 0 times |
| Referenced: | 0 times |
| Includes or requires: | 0 files |
Defines 1 class
EigenvalueDecomposition:: (10 methods):
__construct()
getEigenvectors()
getRealEigenvalues()
getImagEigenvalues()
getDiagonalEigenvalues()
tred2()
tql2()
orthes()
cdiv()
hqr2()
Class: EigenvalueDecomposition - X-Ref
| __construct(array $arg) X-Ref |
| Constructor: Check for symmetry, then construct the eigenvalue decomposition |
| getEigenvectors() X-Ref |
| Return the eigenvector matrix |
| getRealEigenvalues() X-Ref |
| Return the real parts of the eigenvalues<br> d = real(diag(D)); |
| getImagEigenvalues() X-Ref |
| Return the imaginary parts of the eigenvalues <br> d = imag(diag(D)) |
| getDiagonalEigenvalues() X-Ref |
| Return the block diagonal eigenvalue matrix |
| tred2() X-Ref |
| Symmetric Householder reduction to tridiagonal form. |
| tql2() X-Ref |
| Symmetric tridiagonal QL algorithm. This is derived from the Algol procedures tql2, by Bowdler, Martin, Reinsch, and Wilkinson, Handbook for Auto. Comp., Vol.ii-Linear Algebra, and the corresponding Fortran subroutine in EISPACK. |
| orthes() X-Ref |
| Nonsymmetric reduction to Hessenberg form. This is derived from the Algol procedures orthes and ortran, by Martin and Wilkinson, Handbook for Auto. Comp., Vol.ii-Linear Algebra, and the corresponding Fortran subroutines in EISPACK. |
| cdiv($xr, $xi, $yr, $yi) X-Ref |
| Performs complex division. param: int|float $xr param: int|float $xi param: int|float $yr param: int|float $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. |
