// 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