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vnl_generalized_eigensystem Class Reference

#include <vnl_generalized_eigensystem.h>

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Public Methods

 vnl_generalized_eigensystem (const vnl_matrix< double > &A, const vnl_matrix< double > &B)

Public Attributes

int n
vnl_matrix< double > V
vnl_diag_matrix< double > D

Detailed Description

Solves the generalized eigenproblem Ax=La. Solves the generalized eigenproblem of , with symmetric and positive definite. See Golub and van Loan, Section 8.7.

Definition at line 22 of file vnl_generalized_eigensystem.h.


Constructor & Destructor Documentation

vnl_generalized_eigensystem::vnl_generalized_eigensystem const vnl_matrix< double > &    A,
const vnl_matrix< double > &    B
 

Solve real generalized eigensystem $A x = \lambda B x$ for. and , where symmetric, positive definite. Initializes storage for the matrix and the vnl_diag_matrix . The eigenvalues are sorted into increasing order (of value, not absolute value).

Uses vnl_cholesky decomposition , to convert to and then uses the Symmetric eigensystem code. It will print a verbose warning if is not positive definite.


Member Data Documentation

vnl_diag_matrix<double> vnl_generalized_eigensystem::D
 

Public eigenvalues.\ After construction, this contains the diagonal. matrix of eigenvalues, stored as a vector.

Definition at line 51 of file vnl_generalized_eigensystem.h.

int vnl_generalized_eigensystem::n
 

Definition at line 25 of file vnl_generalized_eigensystem.h.

vnl_matrix<double> vnl_generalized_eigensystem::V
 

Public eigenvectors.\ After construction, this contains the matrix of. eigenvectors.

Definition at line 46 of file vnl_generalized_eigensystem.h.


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