Added CMA

eo/src/es/eig.h

@@ -0,0 +1,25 @@
+#ifndef EIG_H__
+#define EIG_H__
+
+#include <matrices.h>
+#include <valarray>
+
+namespace eo {
+/* ========================================================= */
+/* 
+   Calculating eigenvalues and vectors. 
+   Input: 
+     N: dimension.
+     C: lower_triangular NxN-matrix.
+     niter: number of maximal iterations for QL-Algorithm. 
+   Output: 
+     diag: N eigenvalues.
+     Q: Columns are normalized eigenvectors.
+     return: number of iterations in QL-Algorithm.
+ */
+extern int eig( int N,  const lower_triangular_matrix& C, std::valarray<double>& diag, square_matrix& Q, 
+       int niter = 0);
+
+} // namespace eo
+
+#endif