GEO::MatrixUtil Namespace Reference

Utilities for manipulating matrices. More...

Functions
void	semi_definite_symmetric_eigen (const double *matrix, index_t n, double *eigen_vectors, double *eigen_values)
	Computes the eigen values and eigen vectors of a semi definite symmetric matrix. More...

Detailed Description

Utilities for manipulating matrices.

Function Documentation

semi_definite_symmetric_eigen()

void GEO::MatrixUtil::semi_definite_symmetric_eigen	(	const double *	matrix,
		index_t	n,
		double *	eigen_vectors,
		double *	eigen_values
	)

Computes the eigen values and eigen vectors of a semi definite symmetric matrix.

Parameters

[in]	matrix	is stored in column symmetric storage: matrix = { m11, m12, m22, m13, m23, m33, m14, m24, m34, m44 ... } size = n(n+1)/2
[in]	n	the dimension of the matrix
[out]	eigen_vectors	= { v1, v2, v3, ..., vn }, where: vk = vk0, vk1, ..., vkn size = n^2, must be allocated by caller
[out]	eigen_values	are in decreasing order size = n, must be allocated by caller