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TMatrixDSymEigen.h
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1 // @(#)root/matrix:$Id$
2 // Authors: Fons Rademakers, Eddy Offermann Dec 2003
3 
4 /*************************************************************************
5  * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
6  * All rights reserved. *
7  * *
8  * For the licensing terms see $ROOTSYS/LICENSE. *
9  * For the list of contributors see $ROOTSYS/README/CREDITS. *
10  *************************************************************************/
11 
12 #ifndef ROOT_TMatrixDSymEigen
13 #define ROOT_TMatrixDSymEigen
14 
15 //////////////////////////////////////////////////////////////////////////
16 // //
17 // TMatrixDSymEigen //
18 // //
19 // Eigenvalues and eigenvectors of a real symmetric matrix. //
20 // //
21 //////////////////////////////////////////////////////////////////////////
22 
23 #include "TMatrixD.h"
24 #include "TMatrixDSym.h"
25 #include "TVectorD.h"
26 
27 class TMatrixDSymEigen
28 {
29 protected :
30 
31  static void MakeTridiagonal (TMatrixD &v,TVectorD &d,TVectorD &e);
32  static void MakeEigenVectors(TMatrixD &v,TVectorD &d,TVectorD &e);
33 
34  TMatrixD fEigenVectors; // Eigen-vectors of matrix
35  TVectorD fEigenValues; // Eigen-values
36 
37 public :
38 
39  enum {kWorkMax = 100}; // size of work array
40 
41  TMatrixDSymEigen() : fEigenVectors(), fEigenValues() {};
42  TMatrixDSymEigen(const TMatrixDSym &a);
43  TMatrixDSymEigen(const TMatrixDSymEigen &another);
44  virtual ~TMatrixDSymEigen() {}
45 
46 // If matrix A has shape (rowLwb,rowUpb,rowLwb,rowUpb), then each eigen-vector
47 // must have an index running between (rowLwb,rowUpb) .
48 // For convenience, the column index of the eigen-vector matrix
49 // also runs from rowLwb to rowUpb so that the returned matrix
50 // has also index/shape (rowLwb,rowUpb,rowLwb,rowUpb) .
51 // The same is true for the eigen-value vector .
52 
53  const TMatrixD &GetEigenVectors() const { return fEigenVectors; }
54  const TVectorD &GetEigenValues () const { return fEigenValues; }
55 
56  TMatrixDSymEigen &operator= (const TMatrixDSymEigen &source);
57 
58  ClassDef(TMatrixDSymEigen,1) // Eigen-Vectors/Values of a Matrix
59 };
60 #endif