jacobi_eig.hpp File Reference

Full symmetric eigendecomposition via cyclic Jacobi sweeps. More...

#include "core/matrix.hpp"
#include "core/policy.hpp"
#include "core/vector.hpp"

Go to the source code of this file.

Classes
struct	num::EigenResult
	Symmetric eigendecomposition \(A=V\Lambda V^T\). More...

Namespaces
namespace	num

Functions
EigenResult	num::eig_sym (const Matrix &A, real tol=1e-12, idx max_sweeps=100, Backend backend=lapack_backend)

Detailed Description

Full symmetric eigendecomposition via cyclic Jacobi sweeps.

Applies orthogonal plane rotations until \(\sum_{i\ne j} A_{ij}^2 < \mathrm{tol}^2\).

Definition in file jacobi_eig.hpp.