// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk> // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_MATRIXBASEEIGENVALUES_H #define EIGEN_MATRIXBASEEIGENVALUES_H namespace Eigen { namespace internal { template<typename Derived, bool IsComplex> struct eigenvalues_selector { // this is the implementation for the case IsComplex = true static inline typename MatrixBase<Derived>::EigenvaluesReturnType const run(const MatrixBase<Derived>& m) { typedef typename Derived::PlainObject PlainObject; PlainObject m_eval(m); return ComplexEigenSolver<PlainObject>(m_eval, false).eigenvalues(); } }; template<typename Derived> struct eigenvalues_selector<Derived, false> { static inline typename MatrixBase<Derived>::EigenvaluesReturnType const run(const MatrixBase<Derived>& m) { typedef typename Derived::PlainObject PlainObject; PlainObject m_eval(m); return EigenSolver<PlainObject>(m_eval, false).eigenvalues(); } }; } // end namespace internal /** \brief Computes the eigenvalues of a matrix * \returns Column vector containing the eigenvalues. * * \eigenvalues_module * This function computes the eigenvalues with the help of the EigenSolver * class (for real matrices) or the ComplexEigenSolver class (for complex * matrices). * * The eigenvalues are repeated according to their algebraic multiplicity, * so there are as many eigenvalues as rows in the matrix. * * The SelfAdjointView class provides a better algorithm for selfadjoint * matrices. * * Example: \include MatrixBase_eigenvalues.cpp * Output: \verbinclude MatrixBase_eigenvalues.out * * \sa EigenSolver::eigenvalues(), ComplexEigenSolver::eigenvalues(), * SelfAdjointView::eigenvalues() */ template<typename Derived> inline typename MatrixBase<Derived>::EigenvaluesReturnType MatrixBase<Derived>::eigenvalues() const { typedef typename internal::traits<Derived>::Scalar Scalar; return internal::eigenvalues_selector<Derived, NumTraits<Scalar>::IsComplex>::run(derived()); } /** \brief Computes the eigenvalues of a matrix * \returns Column vector containing the eigenvalues. * * \eigenvalues_module * This function computes the eigenvalues with the help of the * SelfAdjointEigenSolver class. The eigenvalues are repeated according to * their algebraic multiplicity, so there are as many eigenvalues as rows in * the matrix. * * Example: \include SelfAdjointView_eigenvalues.cpp * Output: \verbinclude SelfAdjointView_eigenvalues.out * * \sa SelfAdjointEigenSolver::eigenvalues(), MatrixBase::eigenvalues() */ template<typename MatrixType, unsigned int UpLo> inline typename SelfAdjointView<MatrixType, UpLo>::EigenvaluesReturnType SelfAdjointView<MatrixType, UpLo>::eigenvalues() const { typedef typename SelfAdjointView<MatrixType, UpLo>::PlainObject PlainObject; PlainObject thisAsMatrix(*this); return SelfAdjointEigenSolver<PlainObject>(thisAsMatrix, false).eigenvalues(); } /** \brief Computes the L2 operator norm * \returns Operator norm of the matrix. * * \eigenvalues_module * This function computes the L2 operator norm of a matrix, which is also * known as the spectral norm. The norm of a matrix \f$ A \f$ is defined to be * \f[ \|A\|_2 = \max_x \frac{\|Ax\|_2}{\|x\|_2} \f] * where the maximum is over all vectors and the norm on the right is the * Euclidean vector norm. The norm equals the largest singular value, which is * the square root of the largest eigenvalue of the positive semi-definite * matrix \f$ A^*A \f$. * * The current implementation uses the eigenvalues of \f$ A^*A \f$, as computed * by SelfAdjointView::eigenvalues(), to compute the operator norm of a * matrix. The SelfAdjointView class provides a better algorithm for * selfadjoint matrices. * * Example: \include MatrixBase_operatorNorm.cpp * Output: \verbinclude MatrixBase_operatorNorm.out * * \sa SelfAdjointView::eigenvalues(), SelfAdjointView::operatorNorm() */ template<typename Derived> inline typename MatrixBase<Derived>::RealScalar MatrixBase<Derived>::operatorNorm() const { using std::sqrt; typename Derived::PlainObject m_eval(derived()); // FIXME if it is really guaranteed that the eigenvalues are already sorted, // then we don't need to compute a maxCoeff() here, comparing the 1st and last ones is enough. return sqrt((m_eval*m_eval.adjoint()) .eval() .template selfadjointView<Lower>() .eigenvalues() .maxCoeff() ); } /** \brief Computes the L2 operator norm * \returns Operator norm of the matrix. * * \eigenvalues_module * This function computes the L2 operator norm of a self-adjoint matrix. For a * self-adjoint matrix, the operator norm is the largest eigenvalue. * * The current implementation uses the eigenvalues of the matrix, as computed * by eigenvalues(), to compute the operator norm of the matrix. * * Example: \include SelfAdjointView_operatorNorm.cpp * Output: \verbinclude SelfAdjointView_operatorNorm.out * * \sa eigenvalues(), MatrixBase::operatorNorm() */ template<typename MatrixType, unsigned int UpLo> inline typename SelfAdjointView<MatrixType, UpLo>::RealScalar SelfAdjointView<MatrixType, UpLo>::operatorNorm() const { return eigenvalues().cwiseAbs().maxCoeff(); } } // end namespace Eigen #endif