EigenValueSymmetric.h File Reference

#include <Jolt/Core/FPException.h>

Go to the source code of this file.

Macros
#define	JPH_EVS_ROTATE(a, i, j, k, l)

Functions
template<class Vector , class Matrix >
JPH_NAMESPACE_BEGIN bool	EigenValueSymmetric (const Matrix &inMatrix, Matrix &outEigVec, Vector &outEigVal)

Macro Definition Documentation

JPH_EVS_ROTATE

#define JPH_EVS_ROTATE	(		a,
			i,
			j,
			k,
			l
	)

Value:

                        g = a(i, j),                            \
                        h = a(k, l),                            \
                        a(i, j) = g - s * (h + g * tau),        \
                        a(k, l) = h + s * (g - h * tau)

Function Documentation

EigenValueSymmetric()

template<class Vector , class Matrix >

JPH_NAMESPACE_BEGIN bool EigenValueSymmetric	(	const Matrix &	inMatrix,
		Matrix &	outEigVec,
		Vector &	outEigVal
	)

Function to determine the eigen vectors and values of a N x N real symmetric matrix by Jacobi transformations. This method is most suitable for N < 10.

Taken and adapted from Numerical Recipes paragraph 11.1

An eigen vector is a vector v for which \(A \: v = \lambda \: v\)

Where: A: A square matrix. \(\lambda\): a non-zero constant value.

See also

https://en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

Matrix is a matrix type, which has dimensions N x N.

Parameters

inMatrix	is the matrix of which to return the eigenvalues and vectors
outEigVec	will contain a matrix whose columns contain the normalized eigenvectors (must be identity before call)
outEigVal	will contain the eigenvalues