lti::fastGeneralizedEigenSystem< T > Class Template Reference
[LAPack based functors]

Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. More...

#include <ltiFastGeneralizedEigenSystem.h>

Inheritance diagram for lti::fastGeneralizedEigenSystem< T >:

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Collaboration diagram for lti::fastGeneralizedEigenSystem< T >:

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List of all members.

Classes
class	parameters
	parameter class for fastGeneralizedEigenSystem More...
Public Member Functions
	fastGeneralizedEigenSystem ()
	fastGeneralizedEigenSystem (const parameters &theParams)
	fastGeneralizedEigenSystem (const int dimensions)
virtual	~fastGeneralizedEigenSystem ()
const parameters &	getParameters () const
virtual functor *	clone () const
virtual bool	apply (const matrix< T > &a, const matrix< T > &b, vector< T > &eigenvalues, matrix< T > &eigenvectors) const
virtual bool	apply (const matrix< T > &a, const matrix< T > &b, vector< T > &eigenvalues) const
virtual const char *	getTypeName () const

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Detailed Description

template<class T>
class lti::fastGeneralizedEigenSystem< T >

Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x.

Here A and B are assumed to be symmetric and B is also positive definite.

The type of problem as stated above can be selected via parameters::problemType. When all eigenvalues/eigenvectors are needed you can select the divide and conquer algorithm by setting parameters::useDC to true (_SYGVD instead of _SYGV). If only the n most significant eigenvalues/eigenvectors are needed set parameters::dimensions to n. The LAPACK routine _SYGVX is used.

Divide and conquer is usually faster especially for large matrices but also uses more workspace.

See also:

LAPack based functors

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Constructor & Destructor Documentation

template<class T >

lti::fastGeneralizedEigenSystem< T >::fastGeneralizedEigenSystem

(

)

default constructor

template<class T >

lti::fastGeneralizedEigenSystem< T >::fastGeneralizedEigenSystem

(

const parameters &

theParams

)

constructor, sets the parameters

template<class T >

lti::fastGeneralizedEigenSystem< T >::fastGeneralizedEigenSystem

(

const int

dimensions

)

constructor, sets the parameters

template<class T >

virtual lti::fastGeneralizedEigenSystem< T >::~fastGeneralizedEigenSystem

(

)

[virtual]

destructor

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Member Function Documentation

template<class T >

virtual bool lti::fastGeneralizedEigenSystem< T >::apply	(	const matrix< T > &	a,
		const matrix< T > &	b,
		vector< T > &	eigenvalues
	)			const [virtual]

Computes eigenvalues and eigenvectors of the given matrix.

The functor can efficiently calculate only a few dimensions of the eigenspace, taking those with the largest eigenvalues. The number of dimensions is set with parameters::dimensions.

Parameters:

	a	the symmetric matrix A
	b	the symmetric, positive definite matrix B
	eigenvalues	elements will contain the eigenvalues

Reimplemented from lti::generalizedEigenSystem< T >.

template<class T >

virtual bool lti::fastGeneralizedEigenSystem< T >::apply	(	const matrix< T > &	a,
		const matrix< T > &	b,
		vector< T > &	eigenvalues,
		matrix< T > &	eigenvectors
	)			const [virtual]

Computes eigenvalues and eigenvectors of the given matrix.

The functor can efficiently calculate only a few dimensions of the eigenspace, taking those with the largest eigenvalues. The number of dimensions is set with parameters::dimensions.

Parameters:

	a	the symmetric matrix A
	b	the symmetric, positive definite matrix B
	eigenvalues	elements will contain the eigenvalues
	eigenvectors	columns will contain the eigenvectors corresponding to the eigenvalues

Reimplemented from lti::generalizedEigenSystem< T >.

template<class T >

virtual functor* lti::fastGeneralizedEigenSystem< T >::clone

(

)

const [virtual]

clone this functor

Reimplemented from lti::generalizedEigenSystem< T >.

template<class T >

const parameters& lti::fastGeneralizedEigenSystem< T >::getParameters

(

)

const

returns the current parameters.

Reimplemented from lti::generalizedEigenSystem< T >.

template<class T >

virtual const char* lti::fastGeneralizedEigenSystem< T >::getTypeName

(

void

)

const [inline, virtual]

returns the name of this type

Reimplemented from lti::generalizedEigenSystem< T >.

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

• ltiFastGeneralizedEigenSystem.h