\EigenvalueDecomposition

Summary

Methods
Properties
Constants
__construct()
getV()
getRealEigenvalues()
getImagEigenvalues()
getD()
No public properties found
No constants found
No protected methods found
No protected properties found
N/A
tred2()
tql2()
orthes()
cdiv()
hqr2()
$n
$issymmetric
$d
$e
$V
$H
$ort
$cdivr
$cdivi
N/A

Properties

$n

$n : int

Row and column dimension (square matrix).

Type

int

$issymmetric

$issymmetric : int

Internal symmetry flag.

Type

int

$d

$d : array

Arrays for internal storage of eigenvalues.

Type

array

$e

$e

$V

$V : array

Array for internal storage of eigenvectors.

Type

array

$H

$H : array

Array for internal storage of nonsymmetric Hessenberg form.

Type

array

$ort

$ort : array

Working storage for nonsymmetric algorithm.

Type

array

$cdivr

$cdivr : float

Used for complex scalar division.

Type

float

$cdivi

$cdivi

Methods

__construct()

__construct(mixed  $Arg) : \Structure

Constructor: Check for symmetry, then construct the eigenvalue decomposition

Parameters

mixed $Arg

Returns

\Structure —

to access D and V.

getV()

getV() : \V

Return the eigenvector matrix

Returns

\V —

getRealEigenvalues()

getRealEigenvalues() : float|(\diag|(\D))

Return the real parts of the eigenvalues

Returns

float|(\diag|(\D)) —

getImagEigenvalues()

getImagEigenvalues() : \imag|(\diag|(\D))

Return the imaginary parts of the eigenvalues

Returns

\imag|(\diag|(\D)) —

getD()

getD() : \D

Return the block diagonal eigenvalue matrix

Returns

\D —

tred2()

tred2() : mixed

Symmetric Householder reduction to tridiagonal form.

Returns

mixed —

tql2()

tql2() : mixed

Symmetric tridiagonal QL algorithm.

This is derived from the Algol procedures tql2, by Bowdler, Martin, Reinsch, and Wilkinson, Handbook for Auto. Comp., Vol.ii-Linear Algebra, and the corresponding Fortran subroutine in EISPACK.

Returns

mixed —

orthes()

orthes() : mixed

Nonsymmetric reduction to Hessenberg form.

This is derived from the Algol procedures orthes and ortran, by Martin and Wilkinson, Handbook for Auto. Comp., Vol.ii-Linear Algebra, and the corresponding Fortran subroutines in EISPACK.

Returns

mixed —

cdiv()

cdiv(mixed  $xr, mixed  $xi, mixed  $yr, mixed  $yi) : mixed

Performs complex division.

Parameters

mixed $xr
mixed $xi
mixed $yr
mixed $yi

Returns

mixed —

hqr2()

hqr2() : mixed

Nonsymmetric reduction from Hessenberg to real Schur form.

Code is derived from the Algol procedure hqr2, by Martin and Wilkinson, Handbook for Auto. Comp., Vol.ii-Linear Algebra, and the corresponding Fortran subroutine in EISPACK.

Returns

mixed —