[2563] | 1 | /*************************************************************************
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| 2 | Copyright (c) 2005-2007, Sergey Bochkanov (ALGLIB project).
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| 3 |
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| 4 | >>> SOURCE LICENSE >>>
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| 5 | This program is free software; you can redistribute it and/or modify
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| 6 | it under the terms of the GNU General Public License as published by
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| 7 | the Free Software Foundation (www.fsf.org); either version 2 of the
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| 8 | License, or (at your option) any later version.
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| 9 |
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| 10 | This program is distributed in the hope that it will be useful,
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| 11 | but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 12 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 13 | GNU General Public License for more details.
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| 14 |
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| 15 | A copy of the GNU General Public License is available at
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| 16 | http://www.fsf.org/licensing/licenses
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| 17 |
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| 18 | >>> END OF LICENSE >>>
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| 19 | *************************************************************************/
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| 20 |
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| 21 | using System;
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| 22 |
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| 23 | namespace alglib
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| 24 | {
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| 25 | public class sevd
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| 26 | {
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| 27 | /*************************************************************************
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| 28 | Finding the eigenvalues and eigenvectors of a symmetric matrix
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| 29 |
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| 30 | The algorithm finds eigen pairs of a symmetric matrix by reducing it to
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| 31 | tridiagonal form and using the QL/QR algorithm.
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| 32 |
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| 33 | Input parameters:
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| 34 | A - symmetric matrix which is given by its upper or lower
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| 35 | triangular part.
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| 36 | Array whose indexes range within [0..N-1, 0..N-1].
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| 37 | N - size of matrix A.
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| 38 | IsUpper - storage format.
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| 39 | ZNeeded - flag controlling whether the eigenvectors are needed or not.
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| 40 | If ZNeeded is equal to:
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| 41 | * 0, the eigenvectors are not returned;
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| 42 | * 1, the eigenvectors are returned.
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| 43 |
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| 44 | Output parameters:
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| 45 | D - eigenvalues in ascending order.
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| 46 | Array whose index ranges within [0..N-1].
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| 47 | Z - if ZNeeded is equal to:
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| 48 | * 0, Z hasnt changed;
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| 49 | * 1, Z contains the eigenvectors.
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| 50 | Array whose indexes range within [0..N-1, 0..N-1].
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| 51 | The eigenvectors are stored in the matrix columns.
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| 52 |
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| 53 | Result:
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| 54 | True, if the algorithm has converged.
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| 55 | False, if the algorithm hasn't converged (rare case).
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| 56 |
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| 57 | -- ALGLIB --
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| 58 | Copyright 2005-2008 by Bochkanov Sergey
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| 59 | *************************************************************************/
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| 60 | public static bool smatrixevd(double[,] a,
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| 61 | int n,
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| 62 | int zneeded,
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| 63 | bool isupper,
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| 64 | ref double[] d,
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| 65 | ref double[,] z)
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| 66 | {
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| 67 | bool result = new bool();
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| 68 | double[] tau = new double[0];
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| 69 | double[] e = new double[0];
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| 70 |
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| 71 | a = (double[,])a.Clone();
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| 72 |
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| 73 | System.Diagnostics.Debug.Assert(zneeded==0 | zneeded==1, "SMatrixEVD: incorrect ZNeeded");
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| 74 | tridiagonal.smatrixtd(ref a, n, isupper, ref tau, ref d, ref e);
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| 75 | if( zneeded==1 )
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| 76 | {
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| 77 | tridiagonal.smatrixtdunpackq(ref a, n, isupper, ref tau, ref z);
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| 78 | }
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| 79 | result = tdevd.smatrixtdevd(ref d, e, n, zneeded, ref z);
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| 80 | return result;
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| 81 | }
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| 82 |
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| 83 |
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| 84 | public static bool symmetricevd(double[,] a,
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| 85 | int n,
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| 86 | int zneeded,
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| 87 | bool isupper,
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| 88 | ref double[] d,
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| 89 | ref double[,] z)
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| 90 | {
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| 91 | bool result = new bool();
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| 92 | double[] tau = new double[0];
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| 93 | double[] e = new double[0];
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| 94 |
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| 95 | a = (double[,])a.Clone();
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| 96 |
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| 97 | System.Diagnostics.Debug.Assert(zneeded==0 | zneeded==1, "SymmetricEVD: incorrect ZNeeded");
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| 98 | tridiagonal.totridiagonal(ref a, n, isupper, ref tau, ref d, ref e);
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| 99 | if( zneeded==1 )
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| 100 | {
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| 101 | tridiagonal.unpackqfromtridiagonal(ref a, n, isupper, ref tau, ref z);
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| 102 | }
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| 103 | result = tdevd.tridiagonalevd(ref d, e, n, zneeded, ref z);
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| 104 | return result;
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| 105 | }
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| 106 | }
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| 107 | }
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