Public Types | Public Member Functions | Protected Attributes | Private Member Functions
ComplexEigenSolver< _MatrixType > Class Template Reference

Computes eigenvalues and eigenvectors of general complex matrices. More...

#include <ComplexEigenSolver.h>

List of all members.

Public Types

enum  {
  RowsAtCompileTime = MatrixType::RowsAtCompileTime, ColsAtCompileTime = MatrixType::ColsAtCompileTime, Options = MatrixType::Options, MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
  MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
}
typedef std::complex< RealScalarComplexScalar
 Complex scalar type for MatrixType.
typedef Matrix< ComplexScalar,
ColsAtCompileTime, 1, Options
&(~RowMajor),
MaxColsAtCompileTime, 1 > 
EigenvalueType
 Type for vector of eigenvalues as returned by eigenvalues().
typedef Matrix< ComplexScalar,
RowsAtCompileTime,
ColsAtCompileTime, Options,
MaxRowsAtCompileTime,
MaxColsAtCompileTime
EigenvectorType
 Type for matrix of eigenvectors as returned by eigenvectors().
typedef MatrixType::Index Index
typedef _MatrixType MatrixType
 Synonym for the template parameter _MatrixType.
typedef NumTraits< Scalar >::Real RealScalar
typedef MatrixType::Scalar Scalar
 Scalar type for matrices of type MatrixType.

Public Member Functions

 ComplexEigenSolver ()
 Default constructor.
 ComplexEigenSolver (Index size)
 Default Constructor with memory preallocation.
 ComplexEigenSolver (const MatrixType &matrix, bool computeEigenvectors=true)
 Constructor; computes eigendecomposition of given matrix.
ComplexEigenSolvercompute (const MatrixType &matrix, bool computeEigenvectors=true)
 Computes eigendecomposition of given matrix.
const EigenvalueTypeeigenvalues () const
 Returns the eigenvalues of given matrix.
const EigenvectorTypeeigenvectors () const
 Returns the eigenvectors of given matrix.
ComputationInfo info () const
 Reports whether previous computation was successful.

Protected Attributes

bool m_eigenvectorsOk
EigenvalueType m_eivalues
EigenvectorType m_eivec
bool m_isInitialized
EigenvectorType m_matX
ComplexSchur< MatrixTypem_schur

Private Member Functions

void doComputeEigenvectors (RealScalar matrixnorm)
void sortEigenvalues (bool computeEigenvectors)

Detailed Description

template<typename _MatrixType>
class ComplexEigenSolver< _MatrixType >

Computes eigenvalues and eigenvectors of general complex matrices.

Template Parameters:
_MatrixTypethe type of the matrix of which we are computing the eigendecomposition; this is expected to be an instantiation of the Matrix class template.

The eigenvalues and eigenvectors of a matrix $ A $ are scalars $ \lambda $ and vectors $ v $ such that $ Av = \lambda v $. If $ D $ is a diagonal matrix with the eigenvalues on the diagonal, and $ V $ is a matrix with the eigenvectors as its columns, then $ A V = V D $. The matrix $ V $ is almost always invertible, in which case we have $ A = V D V^{-1} $. This is called the eigendecomposition.

The main function in this class is compute(), which computes the eigenvalues and eigenvectors of a given function. The documentation for that function contains an example showing the main features of the class.

See also:
class EigenSolver, class SelfAdjointEigenSolver

Definition at line 59 of file ComplexEigenSolver.h.


Member Typedef Documentation

template<typename _MatrixType>
typedef std::complex<RealScalar> ComplexEigenSolver< _MatrixType >::ComplexScalar

Complex scalar type for MatrixType.

This is std::complex<Scalar> if Scalar is real (e.g., float or double) and just Scalar if Scalar is complex.

Definition at line 85 of file ComplexEigenSolver.h.

template<typename _MatrixType>
typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options&(~RowMajor), MaxColsAtCompileTime, 1> ComplexEigenSolver< _MatrixType >::EigenvalueType

Type for vector of eigenvalues as returned by eigenvalues().

This is a column vector with entries of type ComplexScalar. The length of the vector is the size of MatrixType.

Definition at line 92 of file ComplexEigenSolver.h.

Type for matrix of eigenvectors as returned by eigenvectors().

This is a square matrix with entries of type ComplexScalar. The size is the same as the size of MatrixType.

Definition at line 99 of file ComplexEigenSolver.h.

template<typename _MatrixType>
typedef MatrixType::Index ComplexEigenSolver< _MatrixType >::Index

Definition at line 77 of file ComplexEigenSolver.h.

template<typename _MatrixType>
typedef _MatrixType ComplexEigenSolver< _MatrixType >::MatrixType

Synonym for the template parameter _MatrixType.

Definition at line 64 of file ComplexEigenSolver.h.

template<typename _MatrixType>
typedef NumTraits<Scalar>::Real ComplexEigenSolver< _MatrixType >::RealScalar

Definition at line 76 of file ComplexEigenSolver.h.

template<typename _MatrixType>
typedef MatrixType::Scalar ComplexEigenSolver< _MatrixType >::Scalar

Scalar type for matrices of type MatrixType.

Definition at line 75 of file ComplexEigenSolver.h.


Member Enumeration Documentation

template<typename _MatrixType>
anonymous enum
Enumerator:
RowsAtCompileTime 
ColsAtCompileTime 
Options 
MaxRowsAtCompileTime 
MaxColsAtCompileTime 

Definition at line 66 of file ComplexEigenSolver.h.


Constructor & Destructor Documentation

template<typename _MatrixType>
ComplexEigenSolver< _MatrixType >::ComplexEigenSolver ( ) [inline]

Default constructor.

The default constructor is useful in cases in which the user intends to perform decompositions via compute().

Definition at line 106 of file ComplexEigenSolver.h.

template<typename _MatrixType>
ComplexEigenSolver< _MatrixType >::ComplexEigenSolver ( Index  size) [inline]

Default Constructor with memory preallocation.

Like the default constructor but with preallocation of the internal data according to the specified problem size.

See also:
ComplexEigenSolver()

Definition at line 121 of file ComplexEigenSolver.h.

template<typename _MatrixType>
ComplexEigenSolver< _MatrixType >::ComplexEigenSolver ( const MatrixType matrix,
bool  computeEigenvectors = true 
) [inline]

Constructor; computes eigendecomposition of given matrix.

Parameters:
[in]matrixSquare matrix whose eigendecomposition is to be computed.
[in]computeEigenvectorsIf true, both the eigenvectors and the eigenvalues are computed; if false, only the eigenvalues are computed.

This constructor calls compute() to compute the eigendecomposition.

Definition at line 139 of file ComplexEigenSolver.h.


Member Function Documentation

template<typename MatrixType >
ComplexEigenSolver< MatrixType > & ComplexEigenSolver< MatrixType >::compute ( const MatrixType matrix,
bool  computeEigenvectors = true 
)

Computes eigendecomposition of given matrix.

Parameters:
[in]matrixSquare matrix whose eigendecomposition is to be computed.
[in]computeEigenvectorsIf true, both the eigenvectors and the eigenvalues are computed; if false, only the eigenvalues are computed.
Returns:
Reference to *this

This function computes the eigenvalues of the complex matrix matrix. The eigenvalues() function can be used to retrieve them. If computeEigenvectors is true, then the eigenvectors are also computed and can be retrieved by calling eigenvectors().

The matrix is first reduced to Schur form using the ComplexSchur class. The Schur decomposition is then used to compute the eigenvalues and eigenvectors.

The cost of the computation is dominated by the cost of the Schur decomposition, which is $ O(n^3) $ where $ n $ is the size of the matrix.

Example:

MatrixXcf A = MatrixXcf::Random(4,4);
cout << "Here is a random 4x4 matrix, A:" << endl << A << endl << endl;

ComplexEigenSolver<MatrixXcf> ces;
ces.compute(A);
cout << "The eigenvalues of A are:" << endl << ces.eigenvalues() << endl;
cout << "The matrix of eigenvectors, V, is:" << endl << ces.eigenvectors() << endl << endl;

complex<float> lambda = ces.eigenvalues()[0];
cout << "Consider the first eigenvalue, lambda = " << lambda << endl;
VectorXcf v = ces.eigenvectors().col(0);
cout << "If v is the corresponding eigenvector, then lambda * v = " << endl << lambda * v << endl;
cout << "... and A * v = " << endl << A * v << endl << endl;

cout << "Finally, V * D * V^(-1) = " << endl
     << ces.eigenvectors() * ces.eigenvalues().asDiagonal() * ces.eigenvectors().inverse() << endl;

Output:

Definition at line 252 of file ComplexEigenSolver.h.

template<typename MatrixType >
void ComplexEigenSolver< MatrixType >::doComputeEigenvectors ( RealScalar  matrixnorm) [private]

Definition at line 276 of file ComplexEigenSolver.h.

template<typename _MatrixType>
const EigenvalueType& ComplexEigenSolver< _MatrixType >::eigenvalues ( ) const [inline]

Returns the eigenvalues of given matrix.

Returns:
A const reference to the column vector containing the eigenvalues.
Precondition:
Either the constructor ComplexEigenSolver(const MatrixType& matrix, bool) or the member function compute(const MatrixType& matrix, bool) has been called before to compute the eigendecomposition of a matrix.

This function returns a column vector containing the eigenvalues. Eigenvalues are repeated according to their algebraic multiplicity, so there are as many eigenvalues as rows in the matrix. The eigenvalues are not sorted in any particular order.

Example:

MatrixXcf ones = MatrixXcf::Ones(3,3);
ComplexEigenSolver<MatrixXcf> ces(ones, /* computeEigenvectors = */ false);
cout << "The eigenvalues of the 3x3 matrix of ones are:" 
     << endl << ces.eigenvalues() << endl;

Output:

Definition at line 195 of file ComplexEigenSolver.h.

template<typename _MatrixType>
const EigenvectorType& ComplexEigenSolver< _MatrixType >::eigenvectors ( ) const [inline]

Returns the eigenvectors of given matrix.

Returns:
A const reference to the matrix whose columns are the eigenvectors.
Precondition:
Either the constructor ComplexEigenSolver(const MatrixType& matrix, bool) or the member function compute(const MatrixType& matrix, bool) has been called before to compute the eigendecomposition of a matrix, and computeEigenvectors was set to true (the default).

This function returns a matrix whose columns are the eigenvectors. Column $ k $ is an eigenvector corresponding to eigenvalue number $ k $ as returned by eigenvalues(). The eigenvectors are normalized to have (Euclidean) norm equal to one. The matrix returned by this function is the matrix $ V $ in the eigendecomposition $ A = V D V^{-1} $, if it exists.

Example:

MatrixXcf ones = MatrixXcf::Ones(3,3);
ComplexEigenSolver<MatrixXcf> ces(ones);
cout << "The first eigenvector of the 3x3 matrix of ones is:" 
     << endl << ces.eigenvectors().col(1) << endl;

Output:

Definition at line 170 of file ComplexEigenSolver.h.

template<typename _MatrixType>
ComputationInfo ComplexEigenSolver< _MatrixType >::info ( ) const [inline]

Reports whether previous computation was successful.

Returns:
Success if computation was succesful, NoConvergence otherwise.

Definition at line 231 of file ComplexEigenSolver.h.

template<typename MatrixType >
void ComplexEigenSolver< MatrixType >::sortEigenvalues ( bool  computeEigenvectors) [private]

Definition at line 314 of file ComplexEigenSolver.h.


Member Data Documentation

template<typename _MatrixType>
bool ComplexEigenSolver< _MatrixType >::m_eigenvectorsOk [protected]

Definition at line 242 of file ComplexEigenSolver.h.

template<typename _MatrixType>
EigenvalueType ComplexEigenSolver< _MatrixType >::m_eivalues [protected]

Definition at line 239 of file ComplexEigenSolver.h.

template<typename _MatrixType>
EigenvectorType ComplexEigenSolver< _MatrixType >::m_eivec [protected]

Definition at line 238 of file ComplexEigenSolver.h.

template<typename _MatrixType>
bool ComplexEigenSolver< _MatrixType >::m_isInitialized [protected]

Definition at line 241 of file ComplexEigenSolver.h.

template<typename _MatrixType>
EigenvectorType ComplexEigenSolver< _MatrixType >::m_matX [protected]

Definition at line 243 of file ComplexEigenSolver.h.

template<typename _MatrixType>
ComplexSchur<MatrixType> ComplexEigenSolver< _MatrixType >::m_schur [protected]

Definition at line 240 of file ComplexEigenSolver.h.


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


re_vision
Author(s): Dorian Galvez-Lopez
autogenerated on Sun Jan 5 2014 11:33:56