Overload List
| # | Signature | Description |
|---|---|---|
| 1 | TMtx *EigSym(TVec *D, const double Minimum, const double Maximum, const double Tolerance = 0); | Computes eigenvalues of a symmetric (Hermitian) matrix between minimum and maximum. |
| 2 | TMtx *EigSym(TVec *D, TMtx *V, double Minimum, double Maximum, double Tolerance = 0); | Computes eigenvalues and eigenvectors of a symmetric (Hermitian) matrix between minimum and maximum. |
| 3 | TMtx *EigSym(TVec *D, TMtx *V); | Computes all eigenvalues of a symmetric (Hermitian) matrix between min and max Index. |
Overload 1: TMtx *EigSym(TVec *D, const double Minimum, const double Maximum, const double Tolerance = 0);
Computes eigenvalues of a symmetric (Hermitian) matrix between minimum and maximum.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | D | TVec * | |
| 2 | Minimum | const double | |
| 3 | Maximum | const double | |
| 4 | Tolerance = 0 | const double |
The computation is based on Relatively Robust Representations.
Tolerance parameter specifies the absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval [a,b] of width less than or equal to
Tolerance + EPS / max( |a|,|b| ) ,
where EPS is the machine precision. If Tolerance is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 1-norm of the tridiagonal matrix obtained by reducing A to tridiagonal form.
Eigenvalues will be computed most accurately when Tolerance is set to twice the underflow threshold, not zero. If this routine returns fails , indicating that some eigenvectors did not converge, try setting Tolerance to UnderflowThreshold.
Overload 2: TMtx *EigSym(TVec *D, TMtx *V, double Minimum, double Maximum, double Tolerance = 0);
Computes eigenvalues and eigenvectors of a symmetric (Hermitian) matrix between minimum and maximum.
The computation is based on Relatively Robust Representations.
Tolerance parameter specifies the absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval [a,b] of width less than or equal to
Tolerance + EPS / max( |a|,|b| ) ,
where EPS is the machine precision. If Tolerance is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 1-norm of the tridiagonal matrix obtained by reducing A to tridiagonal form.
Eigenvalues will be computed most accurately when Tolerance is set to twice the underflow threshold, not zero. If this routine returns fails , indicating that some eigenvectors did not converge, try setting Tolerance to UnderflowThreshold.