jacobi_eig.hpp

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/// @file eigen/jacobi_eig.hpp
/// @brief Full symmetric eigendecomposition via cyclic Jacobi sweeps.
///
/// Applies orthogonal plane rotations until
/// \f$\sum_{i\ne j} A_{ij}^2 < \mathrm{tol}^2\f$.
#pragma once
 
#include "core/matrix.hpp"
#include "core/policy.hpp"
#include "core/vector.hpp"
 
namespace num {
 
/// @brief Symmetric eigendecomposition \f$A=V\Lambda V^T\f$.
struct EigenResult {
    Vector values;
    Matrix vectors;
    idx sweeps = 0;
    bool converged = false;
};
 
EigenResult eig_sym(const Matrix& A,
                    real tol = 1e-12,
                    idx max_sweeps = 100,
                    Backend backend = lapack_backend);
 
} // namespace num