SymmetricSchurDecomposition Class Reference

#include <symmetricschurdecomposition.hpp>

List of all members.


Detailed Description

symmetric threshold Jacobi algorithm.

Given a real symmetric matrix S, the Schur decomposition finds the eigenvalues and eigenvectors of S. If D is the diagonal matrix formed by the eigenvalues and U the unitarian matrix of the eigenvectors we can write the Schur decomposition as

\[ S = U \cdot D \cdot U^T \, ,\]

where $ \cdot $ is the standard matrix product and $ ^T $ is the transpose operator. This class implements the Schur decomposition using the symmetric threshold Jacobi algorithm. For details on the different Jacobi transfomations you can start from the great book on matrix computations by Golub and Van Loan: Matrix computation, second edition The Johns Hopkins University Press


Public Member Functions

 SymmetricSchurDecomposition (const Matrix &s)
const Arrayeigenvalues () const
const Matrixeigenvectors () const


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

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