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gsl::real_eigenvectors Class Reference

Calculates eigenvalues and eigenvectors of a symmetric matrix. The vectors and values are ordered so that the eigenvalues will be in descending order. More...

#include <eigen_systems.h>

List of all members.

Public Methods

template<class MatrixType>  real_eigenvectors (const MatrixType &covariancematrix)

Public Attributes

matrix eigenvectors
vector eigenvalues


Detailed Description

Calculates eigenvalues and eigenvectors of a symmetric matrix. The vectors and values are ordered so that the eigenvalues will be in descending order.

Definition at line 11 of file eigen_systems.h.


Constructor & Destructor Documentation

template<class MatrixType>
gsl::real_eigenvectors::real_eigenvectors ( const MatrixType & covariancematrix ) [inline]
 

Definition at line 15 of file eigen_systems.h.

00015                                                               : 
00016                 eigenvectors(covariancematrix.get_rows(), covariancematrix.get_cols()),
00017                 eigenvalues(covariancematrix.get_rows())
00018                 {
00019                         gsl_eigen_symmv_workspace * work = gsl_eigen_symmv_alloc (covariancematrix.get_rows());
00020                         matrix s = covariancematrix;
00021                         gsl_eigen_symmv (s.gslobj(), eigenvalues.gslobj(), eigenvectors.gslobj(), work) ;
00022                         gsl_eigen_symmv_free (work);
00023                         gsl_eigen_symmv_sort (eigenvalues.gslobj(), eigenvectors.gslobj(), GSL_EIGEN_SORT_VAL_DESC) ;
00024                 }


Member Data Documentation

vector gsl::real_eigenvectors::eigenvalues
 

Definition at line 26 of file eigen_systems.h.

matrix gsl::real_eigenvectors::eigenvectors
 

Definition at line 25 of file eigen_systems.h.


The documentation for this class was generated from the following file:
Generated at Sun Dec 16 23:44:45 2001 for gslwrap by doxygen1.2.8.1 written by Dimitri van Heesch, © 1997-2001