Functions | |
bool | itpp::chol (const mat &X, mat &F) |
Cholesky factorisation of real symmetric and positive definite matrix. | |
mat | itpp::chol (const mat &X) |
Cholesky factorisation of real symmetric and positive definite matrix. | |
bool | itpp::chol (const cmat &X, cmat &F) |
Cholesky factorisation of complex hermitian and positive-definite matrix. | |
cmat | itpp::chol (const cmat &X) |
Cholesky factorisation of complex hermitian and positive-definite matrix. | |
bool | itpp::eig_sym (const mat &A, vec &d, mat &V) |
Calculates the eigenvalues and eigenvectors of a symmetric real matrix. | |
bool | itpp::eig_sym (const mat &A, vec &d) |
Calculates the eigenvalues of a symmetric real matrix. | |
vec | itpp::eig_sym (const mat &A) |
Calculates the eigenvalues of a symmetric real matrix. | |
bool | itpp::eig_sym (const cmat &A, vec &d, cmat &V) |
Calculates the eigenvalues and eigenvectors of a hermitian complex matrix. | |
bool | itpp::eig_sym (const cmat &A, vec &d) |
Calculates the eigenvalues of a hermitian complex matrix. | |
vec | itpp::eig_sym (const cmat &A) |
Calculates the eigenvalues of a hermitian complex matrix. | |
bool | itpp::eig (const mat &A, cvec &d, cmat &V) |
Caclulates the eigenvalues and eigenvectors of a real non-symmetric matrix. | |
bool | itpp::eig (const mat &A, cvec &d) |
Caclulates the eigenvalues of a real non-symmetric matrix. | |
cvec | itpp::eig (const mat &A) |
Caclulates the eigenvalues of a real non-symmetric matrix. | |
bool | itpp::eig (const cmat &A, cvec &d, cmat &V) |
Calculates the eigenvalues and eigenvectors of a complex non-hermitian matrix. | |
bool | itpp::eig (const cmat &A, cvec &d) |
Calculates the eigenvalues of a complex non-hermitian matrix. | |
cvec | itpp::eig (const cmat &A) |
Calculates the eigenvalues of a complex non-hermitian matrix. | |
bool | itpp::lu (const mat &X, mat &L, mat &U, ivec &p) |
LU factorisation of real matrix. | |
bool | itpp::lu (const cmat &X, cmat &L, cmat &U, ivec &p) |
LU factorisation of real matrix. | |
void | itpp::interchange_permutations (vec &b, const ivec &p) |
Makes swapping of vector b according to the inerchange permutation vector p. | |
bmat | itpp::permutation_matrix (const ivec &p) |
Make permutation matrix P from the interchange permutation vector p. | |
bool | itpp::qr (const mat &A, mat &Q, mat &R) |
QR factorisation of real matrix. | |
bool | itpp::qr (const mat &A, mat &Q, mat &R, bmat &P) |
QR factorisation of real matrix with pivoting. | |
bool | itpp::qr (const cmat &A, cmat &Q, cmat &R) |
QR factorisation of a complex matrix. | |
bool | itpp::qr (const cmat &A, cmat &Q, cmat &R, bmat &P) |
QR factorisation of a complex matrix with pivoting. | |
bool | itpp::schur (const mat &A, mat &U, mat &T) |
Schur decomposition of a real matrix. | |
mat | itpp::schur (const mat &A) |
Schur decomposition of a real matrix. | |
bool | itpp::schur (const cmat &A, cmat &U, cmat &T) |
Schur decomposition of a complex matrix. | |
cmat | itpp::schur (const cmat &A) |
Schur decomposition of a complex matrix. | |
bool | itpp::svd (const mat &A, vec &S) |
Singular Value Decomposition (SVD). | |
bool | itpp::svd (const cmat &A, vec &S) |
Singular Value Decomposition (SVD). | |
vec | itpp::svd (const mat &A) |
Singular Value Decomposition (SVD). | |
vec | itpp::svd (const cmat &A) |
Singular Value Decomposition (SVD). | |
bool | itpp::svd (const mat &A, mat &U, vec &S, mat &V) |
Singular Value Decomposition (SVD). | |
bool | itpp::svd (const cmat &A, cmat &U, vec &S, cmat &V) |
Singular Value Decomposition (SVD). |
Cholesky factorisation of real symmetric and positive definite matrix.
The Cholesky factorisation of a real symmetric positive-definite matrix of size
is given by
where is an upper trangular
matrix.
Returns true if calcuation succeeded. False otherwise.
Definition at line 50 of file cholesky.cpp.
Referenced by itpp::chol().
Cholesky factorisation of real symmetric and positive definite matrix.
The Cholesky factorisation of a real symmetric positive-definite matrix of size
is given by
where is an upper trangular
matrix.
Definition at line 114 of file cholesky.cpp.
References itpp::chol(), and it_warning.
Cholesky factorisation of complex hermitian and positive-definite matrix.
The Cholesky factorisation of a hermitian positive-definite matrix of size
is given by
where is an upper trangular
matrix.
Returns true if calcuation succeeded. False otherwise.
If X
is positive definite, true is returned and F=chol
(X) produces an upper triangular F
. If also X
is symmetric then F'*F
= X. If X
is not positive definite, false is returned.
Definition at line 69 of file cholesky.cpp.
Cholesky factorisation of complex hermitian and positive-definite matrix.
The Cholesky factorisation of a hermitian positive-definite matrix of size
is given by
where is an upper trangular
matrix.
Definition at line 104 of file cholesky.cpp.
References itpp::chol(), and it_warning.
Calculates the eigenvalues and eigenvectors of a symmetric real matrix.
The Eigenvalues and the eigenvectors
of the real and symmetric
matrix
satisfies
The eigenvectors are the columns of the matrix V. True is returned if the calculation was successful. Otherwise false.
Uses the LAPACK routine DSYEV.
Definition at line 51 of file eigen.cpp.
References it_assert1, and max.
Referenced by itpp::eig_sym(), mpower(), and pcamat().
Calculates the eigenvalues of a symmetric real matrix.
The Eigenvalues and the eigenvectors
of the real and symmetric
matrix
satisfies
True is returned if the calculation was successful. Otherwise false.
Uses the LAPACK routine DSYEV.
Definition at line 72 of file eigen.cpp.
References it_assert1, and max.
Calculates the eigenvalues of a symmetric real matrix.
The Eigenvalues and the eigenvectors
of the real and symmetric
matrix
satisfies
Uses the LAPACK routine DSYEV.
Definition at line 301 of file eigen.cpp.
References itpp::eig_sym().
Calculates the eigenvalues and eigenvectors of a hermitian complex matrix.
The Eigenvalues and the eigenvectors
of the complex and hermitian
matrix
satisfies
The eigenvectors are the columns of the matrix V. True is returned if the calculation was successful. Otherwise false.
Uses the LAPACK routine ZHEEV.
Definition at line 93 of file eigen.cpp.
References it_assert1, and max.
Calculates the eigenvalues of a hermitian complex matrix.
The Eigenvalues and the eigenvectors
of the complex and hermitian
matrix
satisfies
True is returned if the calculation was successful. Otherwise false.
Uses the LAPACK routine ZHEEV.
Definition at line 115 of file eigen.cpp.
References it_assert1, and max.
Calculates the eigenvalues of a hermitian complex matrix.
The Eigenvalues and the eigenvectors
of the complex and hermitian
matrix
satisfies
Uses the LAPACK routine ZHEEV.
Definition at line 308 of file eigen.cpp.
References itpp::eig_sym().
Caclulates the eigenvalues and eigenvectors of a real non-symmetric matrix.
The Eigenvalues and the eigenvectors
of the real
matrix
satisfies
The eigenvectors are the columns of the matrix V. True is returned if the calculation was successful. Otherwise false.
Uses the LAPACK routine DGEEV.
Definition at line 139 of file eigen.cpp.
References itpp::conj(), it_assert1, max, and itpp::to_cvec().
Referenced by itpp::eig(), and itpp::roots().
Caclulates the eigenvalues of a real non-symmetric matrix.
The Eigenvalues and the eigenvectors
of the real
matrix
satisfies
True is returned if the calculation was successful. Otherwise false.
Uses the LAPACK routine DGEEV.
Definition at line 177 of file eigen.cpp.
References it_assert1, max, and itpp::to_cvec().
Caclulates the eigenvalues of a real non-symmetric matrix.
The Eigenvalues and the eigenvectors
of the real
matrix
satisfies
Uses the LAPACK routine DGEEV.
Definition at line 316 of file eigen.cpp.
References itpp::eig().
Calculates the eigenvalues and eigenvectors of a complex non-hermitian matrix.
The Eigenvalues and the eigenvectors
of the complex
matrix
satisfies
The eigenvectors are the columns of the matrix V. True is returned if the calculation was successful. Otherwise false.
Uses the LAPACK routine ZGEEV.
Definition at line 201 of file eigen.cpp.
References it_assert1, and max.
Calculates the eigenvalues of a complex non-hermitian matrix.
The Eigenvalues and the eigenvectors
of the complex
matrix
satisfies
True is returned if the calculation was successful. Otherwise false.
Uses the LAPACK routine ZGEEV.
Definition at line 225 of file eigen.cpp.
References it_assert1, and max.
Calculates the eigenvalues of a complex non-hermitian matrix.
The Eigenvalues and the eigenvectors
of the complex
matrix
satisfies
Uses the LAPACK routine ZGEEV.
Definition at line 323 of file eigen.cpp.
References itpp::eig().
LU factorisation of real matrix.
The LU factorization of the real matrix of size
is given by
where and
are lower and upper triangular matrices and
is a permutation matrix.
The interchange permutation vector p is such that k and p(k) should be changed for all k. Given this vector a permuation matrix can be constructed using the function
bmat permuation_matrix(const ivec &p)
If X is an n by n matrix lu(X,L,U,p) computes the LU decomposition. L is a lower trangular, U an upper triangular matrix. p is the interchange permutation vector such that k and p(k) should be changed for all k.
Returns true is calculation succeeds. False otherwise.
Definition at line 51 of file lu.cpp.
References it_assert1.
Referenced by itpp::det().
LU factorisation of real matrix.
The LU factorization of the complex matrix of size
is given by
where and
are lower and upper triangular matrices and
is a permutation matrix.
The interchange permutation vector p is such that k and p(k) should be changed for all k. Given this vector a permuation matrix can be constructed using the function
bmat permuation_matrix(const ivec &p)
If X is an n by n matrix lu(X,L,U,p) computes the LU decomposition. L is a lower trangular, U an upper triangular matrix. p is the interchange permutation vector such that elements k and row p(k) should be interchanged.
Returns true is calculation succeeds. False otherwise.
Definition at line 84 of file lu.cpp.
References it_assert1.
Make permutation matrix P from the interchange permutation vector p.
Definition at line 145 of file lu.cpp.
References itpp::eye_b(), and it_assert.
QR factorisation of real matrix with pivoting.
The QR factorization of the real matrix of size
is given by
where is an
orthogonal matrix,
is an
upper triangular matrix and
is an
permutation matrix.
Returns true is calculation succeeds. False otherwise. Uses the LAPACK routines DGEQP3 and DORGQR.
QR factorisation of a complex matrix.
The QR factorization of the complex matrix of size
is given by
where is an
unitary matrix and
is an
upper triangular matrix.
Returns true is calculation succeeds. False otherwise. Uses the LAPACK routines ZGEQRF and ZUNGQR.
QR factorisation of a complex matrix with pivoting.
The QR factorization of the complex matrix of size
is given by
where is an
unitary matrix,
is an
upper triangular matrix and
is an
permutation matrix.
Returns true is calculation succeeds. False otherwise. Uses the LAPACK routines ZGEQP3 and ZUNGQR.
Schur decomposition of a real matrix.
This function computes the Schur form of a square real matrix . The Schur decomposition satisfies the following equation:
where: is a unitary,
is upper quasi-triangular, and
is the transposed
matrix.
The upper quasi-triangular matrix may have blocks on its diagonal.
Uses the LAPACK routine DGEES.
Definition at line 50 of file schur.cpp.
References it_assert1.
Referenced by itpp::schur(), and itpp::sqrtm().
Schur decomposition of a real matrix.
This function computes the Schur form of a square real matrix . The Schur decomposition satisfies the following equation:
where: is a unitary,
is upper quasi-triangular, and
is the transposed
matrix.
The upper quasi-triangular matrix may have blocks on its diagonal.
Definition at line 118 of file schur.cpp.
References itpp::schur().
Schur decomposition of a complex matrix.
This function computes the Schur form of a square complex matrix . The Schur decomposition satisfies the following equation:
where: is a unitary,
is upper triangular, and
is the Hermitian transposition of the
matrix.
Uses the LAPACK routine ZGEES.
Definition at line 77 of file schur.cpp.
References it_assert1.
Schur decomposition of a complex matrix.
This function computes the Schur form of a square complex matrix . The Schur decomposition satisfies the following equation:
where: is a unitary,
is upper triangular, and
is the Hermitian transposition of the
matrix.
Definition at line 125 of file schur.cpp.
References itpp::schur().
Singular Value Decomposition (SVD).
The svd-algorithm computes the decomposition of a real matrix
so that
where the elements of ,
are the singular values of
. Or put differently
Definition at line 50 of file svd.cpp.
Referenced by itpp::norm(), orth(), and itpp::svd().
Singular Value Decomposition (SVD).
The svd-algorithm computes the decomposition of a real matrix
so that
where the elements of ,
are the singular values of
. Or put differently
Definition at line 164 of file svd.cpp.
References itpp::svd().
Singular Value Decomposition (SVD).
The svd-algorithm computes the decomposition of a complex matrix
so that
where the elements of ,
are the singular values of
. Or put differently
Definition at line 171 of file svd.cpp.
References itpp::svd().
Generated on Fri Jun 8 00:27:22 2007 for IT++ by Doxygen 1.5.2