eig.h

00001 #ifndef EIG_H__
00002 #define EIG_H__
00003 
00004 #include <matrices.h>
00005 #include <valarray>
00006 
00007 namespace eo {
00008 /* ========================================================= */
00009 /* 
00010    Calculating eigenvalues and vectors. 
00011    Input: 
00012      N: dimension.
00013      C: lower_triangular NxN-matrix.
00014      niter: number of maximal iterations for QL-Algorithm. 
00015    Output: 
00016      diag: N eigenvalues.
00017      Q: Columns are normalized eigenvectors.
00018      return: number of iterations in QL-Algorithm.
00019  */
00020 extern int eig( int N,  const lower_triangular_matrix& C, std::valarray<double>& diag, square_matrix& Q, 
00021        int niter = 0);
00022 
00023 } // namespace eo
00024 
00025 #endif

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