Public Types
typedef MatrixType::Scalar	Scalar
	Scalar type for matrices of type `MatrixType`. More...

typedef MatrixType::Index	Index

typedef NumTraits< Scalar >::Real	RealScalar
	Real scalar type for `MatrixType`. More...

typedef internal::plain_col_type< MatrixType, RealScalar >::type	RealVectorType
	Type for vector of eigenvalues as returned by eigenvalues(). More...

Public Member Functions
	ArpackGeneralizedSelfAdjointEigenSolver ()
	Default constructor. More...

	ArpackGeneralizedSelfAdjointEigenSolver (const MatrixType &A, const MatrixType &B, Index nbrEigenvalues, std::string eigs_sigma="LM", int options=ComputeEigenvectors, RealScalar tol=0.0)
	Constructor; computes generalized eigenvalues of given matrix with respect to another matrix. More...

	ArpackGeneralizedSelfAdjointEigenSolver (const MatrixType &A, Index nbrEigenvalues, std::string eigs_sigma="LM", int options=ComputeEigenvectors, RealScalar tol=0.0)
	Constructor; computes eigenvalues of given matrix. More...

ArpackGeneralizedSelfAdjointEigenSolver &	compute (const MatrixType &A, const MatrixType &B, Index nbrEigenvalues, std::string eigs_sigma="LM", int options=ComputeEigenvectors, RealScalar tol=0.0)
	Computes generalized eigenvalues / eigenvectors of given matrix using the external ARPACK library. More...

ArpackGeneralizedSelfAdjointEigenSolver &	compute (const MatrixType &A, Index nbrEigenvalues, std::string eigs_sigma="LM", int options=ComputeEigenvectors, RealScalar tol=0.0)
	Computes eigenvalues / eigenvectors of given matrix using the external ARPACK library. More...

const Matrix< Scalar, Dynamic, Dynamic > &	eigenvectors () const
	Returns the eigenvectors of given matrix. More...

const Matrix< Scalar, Dynamic, 1 > &	eigenvalues () const
	Returns the eigenvalues of given matrix. More...

Matrix< Scalar, Dynamic, Dynamic >	operatorSqrt () const
	Computes the positive-definite square root of the matrix. More...

Matrix< Scalar, Dynamic, Dynamic >	operatorInverseSqrt () const
	Computes the inverse square root of the matrix. More...

ComputationInfo	info () const
	Reports whether previous computation was successful. More...

size_t	getNbrConvergedEigenValues () const

size_t	getNbrIterations () const

Protected Attributes
Matrix< Scalar, Dynamic, Dynamic >	m_eivec

Matrix< Scalar, Dynamic, 1 >	m_eivalues

ComputationInfo	m_info

bool	m_isInitialized

bool	m_eigenvectorsOk

size_t	m_nbrConverged

size_t	m_nbrIterations

Member Typedef Documentation

§ RealScalar

template<typename MatrixType , typename MatrixSolver = SimplicialLLT<MatrixType>, bool BisSPD = false>

typedef NumTraits<Scalar>::Real Eigen::ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD >::RealScalar

Real scalar type for MatrixType.

This is just Scalar if Scalar is real (e.g., float or Scalar), and the type of the real part of Scalar if Scalar is complex.

§ RealVectorType

template<typename MatrixType , typename MatrixSolver = SimplicialLLT<MatrixType>, bool BisSPD = false>

typedef internal::plain_col_type<MatrixType, RealScalar>::type Eigen::ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD >::RealVectorType

Type for vector of eigenvalues as returned by eigenvalues().

This is a column vector with entries of type RealScalar. The length of the vector is the size of nbrEigenvalues.

§ Scalar

template<typename MatrixType , typename MatrixSolver = SimplicialLLT<MatrixType>, bool BisSPD = false>

typedef MatrixType::Scalar Eigen::ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD >::Scalar

Scalar type for matrices of type MatrixType.

Constructor & Destructor Documentation

§ ArpackGeneralizedSelfAdjointEigenSolver() [1/3]

template<typename MatrixType , typename MatrixSolver = SimplicialLLT<MatrixType>, bool BisSPD = false>

Eigen::ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD >::ArpackGeneralizedSelfAdjointEigenSolver ( )

inline

Default constructor.

The default constructor is for cases in which the user intends to perform decompositions via compute().

§ ArpackGeneralizedSelfAdjointEigenSolver() [2/3]

template<typename MatrixType , typename MatrixSolver = SimplicialLLT<MatrixType>, bool BisSPD = false>

Eigen::ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD >::ArpackGeneralizedSelfAdjointEigenSolver	(	const MatrixType &	A,
		const MatrixType &	B,
		Index	nbrEigenvalues,
		std::string	eigs_sigma = `"LM"`,
		int	options = `ComputeEigenvectors`,
		RealScalar	tol = `0.0`
	)

inline

Constructor; computes generalized eigenvalues of given matrix with respect to another matrix.

Parameters

[in]	A	Self-adjoint matrix whose eigenvalues / eigenvectors will computed. By default, the upper triangular part is used, but can be changed through the template parameter.
[in]	B	Self-adjoint matrix for the generalized eigenvalue problem.
[in]	nbrEigenvalues	The number of eigenvalues / eigenvectors to compute. Must be less than the size of the input matrix, or an error is returned.
[in]	eigs_sigma	String containing either "LM", "SM", "LA", or "SA", with respective meanings to find the largest magnitude , smallest magnitude, largest algebraic, or smallest algebraic eigenvalues. Alternatively, this value can contain floating point value in string form, in which case the eigenvalues closest to this value will be found.
[in]	options	Can be ComputeEigenvectors (default) or EigenvaluesOnly.
[in]	tol	What tolerance to find the eigenvalues to. Default is 0, which means machine precision.

This constructor calls compute(const MatrixType&, const MatrixType&, Index, string, int, RealScalar) to compute the eigenvalues of the matrix A with respect to B. The eigenvectors are computed if options equals ComputeEigenvectors.

§ ArpackGeneralizedSelfAdjointEigenSolver() [3/3]

template<typename MatrixType , typename MatrixSolver = SimplicialLLT<MatrixType>, bool BisSPD = false>

Eigen::ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD >::ArpackGeneralizedSelfAdjointEigenSolver	(	const MatrixType &	A,
		Index	nbrEigenvalues,
		std::string	eigs_sigma = `"LM"`,
		int	options = `ComputeEigenvectors`,
		RealScalar	tol = `0.0`
	)

inline

Constructor; computes eigenvalues of given matrix.

Parameters

[in]	A	Self-adjoint matrix whose eigenvalues / eigenvectors will computed. By default, the upper triangular part is used, but can be changed through the template parameter.
[in]	nbrEigenvalues	The number of eigenvalues / eigenvectors to compute. Must be less than the size of the input matrix, or an error is returned.
[in]	eigs_sigma	String containing either "LM", "SM", "LA", or "SA", with respective meanings to find the largest magnitude , smallest magnitude, largest algebraic, or smallest algebraic eigenvalues. Alternatively, this value can contain floating point value in string form, in which case the eigenvalues closest to this value will be found.
[in]	options	Can be ComputeEigenvectors (default) or EigenvaluesOnly.
[in]	tol	What tolerance to find the eigenvalues to. Default is 0, which means machine precision.

This constructor calls compute(const MatrixType&, Index, string, int, RealScalar) to compute the eigenvalues of the matrix A. The eigenvectors are computed if options equals ComputeEigenvectors.

Member Function Documentation

§ compute() [1/2]

template<typename MatrixType , typename MatrixSolver , bool BisSPD>

ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD > & Eigen::ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD >::compute	(	const MatrixType &	A,
		const MatrixType &	B,
		Index	nbrEigenvalues,
		std::string	eigs_sigma = `"LM"`,
		int	options = `ComputeEigenvectors`,
		RealScalar	tol = `0.0`
	)

Computes generalized eigenvalues / eigenvectors of given matrix using the external ARPACK library.

Parameters

[in]	A	Selfadjoint matrix whose eigendecomposition is to be computed.
[in]	B	Selfadjoint matrix for generalized eigenvalues.
[in]	nbrEigenvalues	The number of eigenvalues / eigenvectors to compute. Must be less than the size of the input matrix, or an error is returned.
[in]	eigs_sigma	String containing either "LM", "SM", "LA", or "SA", with respective meanings to find the largest magnitude , smallest magnitude, largest algebraic, or smallest algebraic eigenvalues. Alternatively, this value can contain floating point value in string form, in which case the eigenvalues closest to this value will be found.
[in]	options	Can be ComputeEigenvectors (default) or EigenvaluesOnly.
[in]	tol	What tolerance to find the eigenvalues to. Default is 0, which means machine precision.

Returns: Reference to *this

This function computes the generalized eigenvalues of A with respect to B using ARPACK. The eigenvalues() function can be used to retrieve them. If options equals ComputeEigenvectors, then the eigenvectors are also computed and can be retrieved by calling eigenvectors().

§ compute() [2/2]

template<typename MatrixType , typename MatrixSolver , bool BisSPD>

ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD > & Eigen::ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD >::compute	(	const MatrixType &	A,
		Index	nbrEigenvalues,
		std::string	eigs_sigma = `"LM"`,
		int	options = `ComputeEigenvectors`,
		RealScalar	tol = `0.0`
	)

Computes eigenvalues / eigenvectors of given matrix using the external ARPACK library.

Parameters

[in]	A	Selfadjoint matrix whose eigendecomposition is to be computed.
[in]	nbrEigenvalues	The number of eigenvalues / eigenvectors to compute. Must be less than the size of the input matrix, or an error is returned.
[in]	eigs_sigma	String containing either "LM", "SM", "LA", or "SA", with respective meanings to find the largest magnitude , smallest magnitude, largest algebraic, or smallest algebraic eigenvalues. Alternatively, this value can contain floating point value in string form, in which case the eigenvalues closest to this value will be found.
[in]	options	Can be ComputeEigenvectors (default) or EigenvaluesOnly.
[in]	tol	What tolerance to find the eigenvalues to. Default is 0, which means machine precision.

Returns: Reference to *this

This function computes the eigenvalues of A using ARPACK. The eigenvalues() function can be used to retrieve them. If options equals ComputeEigenvectors, then the eigenvectors are also computed and can be retrieved by calling eigenvectors().

§ eigenvalues()

template<typename MatrixType , typename MatrixSolver = SimplicialLLT<MatrixType>, bool BisSPD = false>

const Matrix<Scalar, Dynamic, 1>& Eigen::ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD >::eigenvalues ( ) const

inline

Returns the eigenvalues of given matrix.

Returns: A const reference to the column vector containing the eigenvalues.

Precondition: The eigenvalues have been computed before.

The eigenvalues are repeated according to their algebraic multiplicity, so there are as many eigenvalues as rows in the matrix. The eigenvalues are sorted in increasing order.

Example:

Output:

See also: eigenvectors(), MatrixBase::eigenvalues()

§ eigenvectors()

template<typename MatrixType , typename MatrixSolver = SimplicialLLT<MatrixType>, bool BisSPD = false>

const Matrix<Scalar, Dynamic, Dynamic>& Eigen::ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD >::eigenvectors ( ) const

inline

Returns the eigenvectors of given matrix.

Returns: A const reference to the matrix whose columns are the eigenvectors.

Precondition: The eigenvectors have been computed before.

Column \( k \) of the returned matrix is an eigenvector corresponding to eigenvalue number \( k \) as returned by eigenvalues(). The eigenvectors are normalized to have (Euclidean) norm equal to one. If this object was used to solve the eigenproblem for the selfadjoint matrix \( A \), then the matrix returned by this function is the matrix \( V \) in the eigendecomposition \( A V = D V \). For the generalized eigenproblem, the matrix returned is the solution \( A V = D B V \)

Example:

Output:

See also: eigenvalues()

§ info()

template<typename MatrixType , typename MatrixSolver = SimplicialLLT<MatrixType>, bool BisSPD = false>

ComputationInfo Eigen::ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD >::info ( ) const

inline

Reports whether previous computation was successful.

Returns: Success if computation was succesful, NoConvergence otherwise.

§ operatorInverseSqrt()

template<typename MatrixType , typename MatrixSolver = SimplicialLLT<MatrixType>, bool BisSPD = false>

Matrix<Scalar, Dynamic, Dynamic> Eigen::ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD >::operatorInverseSqrt ( ) const

inline

Computes the inverse square root of the matrix.

Returns: the inverse positive-definite square root of the matrix

Precondition: The eigenvalues and eigenvectors of a positive-definite matrix have been computed before.

This function uses the eigendecomposition \( A = V D V^{-1} \) to compute the inverse square root as \( V D^{-1/2} V^{-1} \). This is cheaper than first computing the square root with operatorSqrt() and then its inverse with MatrixBase::inverse().

Example:

Output:

See also: operatorSqrt(), MatrixBase::inverse(), MatrixFunctions Module

§ operatorSqrt()

template<typename MatrixType , typename MatrixSolver = SimplicialLLT<MatrixType>, bool BisSPD = false>

Matrix<Scalar, Dynamic, Dynamic> Eigen::ArpackGeneralizedSelfAdjointEigenSolver< MatrixType, MatrixSolver, BisSPD >::operatorSqrt ( ) const

inline

Computes the positive-definite square root of the matrix.

Returns: the positive-definite square root of the matrix

Precondition: The eigenvalues and eigenvectors of a positive-definite matrix have been computed before.

The square root of a positive-definite matrix \( A \) is the positive-definite matrix whose square equals \( A \). This function uses the eigendecomposition \( A = V D V^{-1} \) to compute the square root as \( A^{1/2} = V D^{1/2} V^{-1} \).

Example:

Output:

See also: operatorInverseSqrt(), MatrixFunctions Module

The documentation for this class was generated from the following file:

vendor/eigen/unsupported/Eigen/src/Eigenvalues/ArpackSelfAdjointEigenSolver.h

Public Types

Public Member Functions

Protected Attributes

Member Typedef Documentation

§ RealScalar

§ RealVectorType

§ Scalar

Constructor & Destructor Documentation

§ ArpackGeneralizedSelfAdjointEigenSolver() [1/3]

§ ArpackGeneralizedSelfAdjointEigenSolver() [2/3]

§ ArpackGeneralizedSelfAdjointEigenSolver() [3/3]

Member Function Documentation

§ compute() [1/2]

§ compute() [2/2]

§ eigenvalues()

§ eigenvectors()

§ info()

§ operatorInverseSqrt()

§ operatorSqrt()