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| | Eigen () |
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| template<class T > |
| | Eigen (const MatrixBase< T > &a) |
| | Calculate the eigendecomposition of symmetric matrix A. More...
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| template<class T > |
| Eigen & | calc (const MatrixBase< T > &a) |
| | Calculate the eigendecomposition of symmetric matrix A. The eigenvalues/vectors are sorted from largest to smallest. More...
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| template<class T > |
| Eigen & | calcValues (const MatrixBase< T > &a) |
| | Calculate the eigenvalues of symmetric matrix A. This is a fast method for when the eigenvectors are not needed. More...
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| template<class B , class X > |
| void | solve (const MatrixBase< B > &b, MatrixBase< X > &x) |
| | Solve the linear system where A is the decomposed matrix. A and B row sizes must match. More...
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| template<class T > |
| void | inverse (MatrixBase< T > &res) |
| | Calculate the inverse of A, the decomposed matrix. More...
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| const Vec & | w () const |
| | Get the eigenvalues of the decomposition. More...
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| const Matrix & | v () const |
| | Get the column eigenvectors of the decomposition. More...
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| const Matrix & | vt () const |
| | Get the row eigenvectors of the decomposition. More...
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template<class Real>
class honey::Eigen< Real >
Eigendecomposition. Decomposes any square (n x n) symmetric matrix
into eigenvalues and eigenvectors.
An eigenvector of a square matrix is a non-zero vector that when multiplied by the matrix remains parallel to the original.
An eigenvector
satisfies:
, where w is a scalar that elongates or shrinks the vector.
The eigendecomposition of a symmetric matrix A is:
where V is an orthonormal matrix of column eigenvectors and W is a diagonal of eigenvalues.
Complexity: