IGLib  1.7.2
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Static Public Member Functions | Static Private Member Functions | List of all members
alglib.evd Class Reference

Static Public Member Functions

static bool smatrixevd (double[,] a, int n, int zneeded, bool isupper, ref double[] d, ref double[,] z)
 
static bool smatrixevdr (double[,] a, int n, int zneeded, bool isupper, double b1, double b2, ref int m, ref double[] w, ref double[,] z)
 
static bool smatrixevdi (double[,] a, int n, int zneeded, bool isupper, int i1, int i2, ref double[] w, ref double[,] z)
 
static bool hmatrixevd (complex[,] a, int n, int zneeded, bool isupper, ref double[] d, ref complex[,] z)
 
static bool hmatrixevdr (complex[,] a, int n, int zneeded, bool isupper, double b1, double b2, ref int m, ref double[] w, ref complex[,] z)
 
static bool hmatrixevdi (complex[,] a, int n, int zneeded, bool isupper, int i1, int i2, ref double[] w, ref complex[,] z)
 
static bool smatrixtdevd (ref double[] d, double[] e, int n, int zneeded, ref double[,] z)
 
static bool smatrixtdevdr (ref double[] d, double[] e, int n, int zneeded, double a, double b, ref int m, ref double[,] z)
 
static bool smatrixtdevdi (ref double[] d, double[] e, int n, int zneeded, int i1, int i2, ref double[,] z)
 
static bool rmatrixevd (double[,] a, int n, int vneeded, ref double[] wr, ref double[] wi, ref double[,] vl, ref double[,] vr)
 
static bool smatrixevd (double[,] a, int n, int zneeded, bool isupper, ref double[] d, ref double[,] z)
 
static bool smatrixevdr (double[,] a, int n, int zneeded, bool isupper, double b1, double b2, ref int m, ref double[] w, ref double[,] z)
 
static bool smatrixevdi (double[,] a, int n, int zneeded, bool isupper, int i1, int i2, ref double[] w, ref double[,] z)
 
static bool hmatrixevd (complex[,] a, int n, int zneeded, bool isupper, ref double[] d, ref complex[,] z)
 
static bool hmatrixevdr (complex[,] a, int n, int zneeded, bool isupper, double b1, double b2, ref int m, ref double[] w, ref complex[,] z)
 
static bool hmatrixevdi (complex[,] a, int n, int zneeded, bool isupper, int i1, int i2, ref double[] w, ref complex[,] z)
 
static bool smatrixtdevd (ref double[] d, double[] e, int n, int zneeded, ref double[,] z)
 
static bool smatrixtdevdr (ref double[] d, double[] e, int n, int zneeded, double a, double b, ref int m, ref double[,] z)
 
static bool smatrixtdevdi (ref double[] d, double[] e, int n, int zneeded, int i1, int i2, ref double[,] z)
 
static bool rmatrixevd (double[,] a, int n, int vneeded, ref double[] wr, ref double[] wi, ref double[,] vl, ref double[,] vr)
 

Static Private Member Functions

static bool tridiagonalevd (ref double[] d, double[] e, int n, int zneeded, ref double[,] z)
 
static void tdevde2 (double a, double b, double c, ref double rt1, ref double rt2)
 
static void tdevdev2 (double a, double b, double c, ref double rt1, ref double rt2, ref double cs1, ref double sn1)
 
static double tdevdpythag (double a, double b)
 
static double tdevdextsign (double a, double b)
 
static bool internalbisectioneigenvalues (double[] d, double[] e, int n, int irange, int iorder, double vl, double vu, int il, int iu, double abstol, ref double[] w, ref int m, ref int nsplit, ref int[] iblock, ref int[] isplit, ref int errorcode)
 
static void internaldstein (int n, double[] d, double[] e, int m, double[] w, int[] iblock, int[] isplit, ref double[,] z, ref int[] ifail, ref int info)
 
static void tdininternaldlagtf (int n, ref double[] a, double lambdav, ref double[] b, ref double[] c, double tol, ref double[] d, ref int[] iin, ref int info)
 
static void tdininternaldlagts (int n, double[] a, double[] b, double[] c, double[] d, int[] iin, ref double[] y, ref double tol, ref int info)
 
static void internaldlaebz (int ijob, int nitmax, int n, int mmax, int minp, double abstol, double reltol, double pivmin, double[] d, double[] e, double[] e2, ref int[] nval, ref double[,] ab, ref double[] c, ref int mout, ref int[,] nab, ref double[] work, ref int[] iwork, ref int info)
 
static void internaltrevc (double[,] t, int n, int side, int howmny, bool[] vselect, ref double[,] vl, ref double[,] vr, ref int m, ref int info)
 
static void internalhsevdlaln2 (bool ltrans, int na, int nw, double smin, double ca, double[,] a, double d1, double d2, double[,] b, double wr, double wi, ref bool[] rswap4, ref bool[] zswap4, ref int[,] ipivot44, ref double[] civ4, ref double[] crv4, ref double[,] x, ref double scl, ref double xnorm, ref int info)
 
static void internalhsevdladiv (double a, double b, double c, double d, ref double p, ref double q)
 
static bool nonsymmetricevd (double[,] a, int n, int vneeded, ref double[] wr, ref double[] wi, ref double[,] vl, ref double[,] vr)
 
static void toupperhessenberg (ref double[,] a, int n, ref double[] tau)
 
static void unpackqfromupperhessenberg (double[,] a, int n, double[] tau, ref double[,] q)
 
static bool tridiagonalevd (ref double[] d, double[] e, int n, int zneeded, ref double[,] z)
 
static void tdevde2 (double a, double b, double c, ref double rt1, ref double rt2)
 
static void tdevdev2 (double a, double b, double c, ref double rt1, ref double rt2, ref double cs1, ref double sn1)
 
static double tdevdpythag (double a, double b)
 
static double tdevdextsign (double a, double b)
 
static bool internalbisectioneigenvalues (double[] d, double[] e, int n, int irange, int iorder, double vl, double vu, int il, int iu, double abstol, ref double[] w, ref int m, ref int nsplit, ref int[] iblock, ref int[] isplit, ref int errorcode)
 
static void internaldstein (int n, double[] d, double[] e, int m, double[] w, int[] iblock, int[] isplit, ref double[,] z, ref int[] ifail, ref int info)
 
static void tdininternaldlagtf (int n, ref double[] a, double lambdav, ref double[] b, ref double[] c, double tol, ref double[] d, ref int[] iin, ref int info)
 
static void tdininternaldlagts (int n, double[] a, double[] b, double[] c, double[] d, int[] iin, ref double[] y, ref double tol, ref int info)
 
static void internaldlaebz (int ijob, int nitmax, int n, int mmax, int minp, double abstol, double reltol, double pivmin, double[] d, double[] e, double[] e2, ref int[] nval, ref double[,] ab, ref double[] c, ref int mout, ref int[,] nab, ref double[] work, ref int[] iwork, ref int info)
 
static void internaltrevc (double[,] t, int n, int side, int howmny, bool[] vselect, ref double[,] vl, ref double[,] vr, ref int m, ref int info)
 
static void internalhsevdlaln2 (bool ltrans, int na, int nw, double smin, double ca, double[,] a, double d1, double d2, double[,] b, double wr, double wi, ref bool[] rswap4, ref bool[] zswap4, ref int[,] ipivot44, ref double[] civ4, ref double[] crv4, ref double[,] x, ref double scl, ref double xnorm, ref int info)
 
static void internalhsevdladiv (double a, double b, double c, double d, ref double p, ref double q)
 
static bool nonsymmetricevd (double[,] a, int n, int vneeded, ref double[] wr, ref double[] wi, ref double[,] vl, ref double[,] vr)
 
static void toupperhessenberg (ref double[,] a, int n, ref double[] tau)
 
static void unpackqfromupperhessenberg (double[,] a, int n, double[] tau, ref double[,] q)
 

Member Function Documentation

static bool alglib.evd.smatrixevd ( double  a[,],
int  n,
int  zneeded,
bool  isupper,
ref double[]  d,
ref double  z[,] 
)
inlinestatic

Referenced by alglib.lda.fisherldan(), alglib.smatrixevd(), alglib.testevdunit.testsevdbiproblem(), alglib.testevdunit.testsevdproblem(), and alglib.testldaunit.testwn().

static bool alglib.evd.smatrixevdr ( double  a[,],
int  n,
int  zneeded,
bool  isupper,
double  b1,
double  b2,
ref int  m,
ref double[]  w,
ref double  z[,] 
)
inlinestatic

Referenced by alglib.smatrixevdr(), and alglib.testevdunit.testsevdbiproblem().

static bool alglib.evd.smatrixevdi ( double  a[,],
int  n,
int  zneeded,
bool  isupper,
int  i1,
int  i2,
ref double[]  w,
ref double  z[,] 
)
inlinestatic

Referenced by alglib.smatrixevdi(), and alglib.testevdunit.testsevdbiproblem().

static bool alglib.evd.hmatrixevd ( complex  a[,],
int  n,
int  zneeded,
bool  isupper,
ref double[]  d,
ref complex  z[,] 
)
inlinestatic

Referenced by alglib.hmatrixevd(), alglib.testevdunit.testhevdbiproblem(), and alglib.testevdunit.testhevdproblem().

static bool alglib.evd.hmatrixevdr ( complex  a[,],
int  n,
int  zneeded,
bool  isupper,
double  b1,
double  b2,
ref int  m,
ref double[]  w,
ref complex  z[,] 
)
inlinestatic

Referenced by alglib.hmatrixevdr(), and alglib.testevdunit.testhevdbiproblem().

static bool alglib.evd.hmatrixevdi ( complex  a[,],
int  n,
int  zneeded,
bool  isupper,
int  i1,
int  i2,
ref double[]  w,
ref complex  z[,] 
)
inlinestatic

Referenced by alglib.hmatrixevdi(), and alglib.testevdunit.testhevdbiproblem().

static bool alglib.evd.smatrixtdevd ( ref double[]  d,
double[]  e,
int  n,
int  zneeded,
ref double  z[,] 
)
inlinestatic

Referenced by alglib.gq.gqgenerategausslobattorec(), alglib.gq.gqgenerategaussradaurec(), alglib.gq.gqgeneraterec(), alglib.smatrixtdevd(), alglib.testevdunit.testtdevdbiproblem(), and alglib.testevdunit.testtdevdproblem().

static bool alglib.evd.smatrixtdevdr ( ref double[]  d,
double[]  e,
int  n,
int  zneeded,
double  a,
double  b,
ref int  m,
ref double  z[,] 
)
inlinestatic

Referenced by alglib.smatrixtdevdr(), and alglib.testevdunit.testtdevdbiproblem().

static bool alglib.evd.smatrixtdevdi ( ref double[]  d,
double[]  e,
int  n,
int  zneeded,
int  i1,
int  i2,
ref double  z[,] 
)
inlinestatic

Referenced by alglib.smatrixtdevdi(), and alglib.testevdunit.testtdevdbiproblem().

static bool alglib.evd.rmatrixevd ( double  a[,],
int  n,
int  vneeded,
ref double[]  wr,
ref double[]  wi,
ref double  vl[,],
ref double  vr[,] 
)
inlinestatic

Referenced by alglib.rmatrixevd(), and alglib.testevdunit.testnsevdproblem().

static bool alglib.evd.tridiagonalevd ( ref double[]  d,
double[]  e,
int  n,
int  zneeded,
ref double  z[,] 
)
inlinestaticprivate
static void alglib.evd.tdevde2 ( double  a,
double  b,
double  c,
ref double  rt1,
ref double  rt2 
)
inlinestaticprivate
static void alglib.evd.tdevdev2 ( double  a,
double  b,
double  c,
ref double  rt1,
ref double  rt2,
ref double  cs1,
ref double  sn1 
)
inlinestaticprivate
static double alglib.evd.tdevdpythag ( double  a,
double  b 
)
inlinestaticprivate
static double alglib.evd.tdevdextsign ( double  a,
double  b 
)
inlinestaticprivate
static bool alglib.evd.internalbisectioneigenvalues ( double[]  d,
double[]  e,
int  n,
int  irange,
int  iorder,
double  vl,
double  vu,
int  il,
int  iu,
double  abstol,
ref double[]  w,
ref int  m,
ref int  nsplit,
ref int[]  iblock,
ref int[]  isplit,
ref int  errorcode 
)
inlinestaticprivate
static void alglib.evd.internaldstein ( int  n,
double[]  d,
double[]  e,
int  m,
double[]  w,
int[]  iblock,
int[]  isplit,
ref double  z[,],
ref int[]  ifail,
ref int  info 
)
inlinestaticprivate
static void alglib.evd.tdininternaldlagtf ( int  n,
ref double[]  a,
double  lambdav,
ref double[]  b,
ref double[]  c,
double  tol,
ref double[]  d,
ref int[]  iin,
ref int  info 
)
inlinestaticprivate
static void alglib.evd.tdininternaldlagts ( int  n,
double[]  a,
double[]  b,
double[]  c,
double[]  d,
int[]  iin,
ref double[]  y,
ref double  tol,
ref int  info 
)
inlinestaticprivate
static void alglib.evd.internaldlaebz ( int  ijob,
int  nitmax,
int  n,
int  mmax,
int  minp,
double  abstol,
double  reltol,
double  pivmin,
double[]  d,
double[]  e,
double[]  e2,
ref int[]  nval,
ref double  ab[,],
ref double[]  c,
ref int  mout,
ref int  nab[,],
ref double[]  work,
ref int[]  iwork,
ref int  info 
)
inlinestaticprivate
static void alglib.evd.internaltrevc ( double  t[,],
int  n,
int  side,
int  howmny,
bool[]  vselect,
ref double  vl[,],
ref double  vr[,],
ref int  m,
ref int  info 
)
inlinestaticprivate
static void alglib.evd.internalhsevdlaln2 ( bool  ltrans,
int  na,
int  nw,
double  smin,
double  ca,
double  a[,],
double  d1,
double  d2,
double  b[,],
double  wr,
double  wi,
ref bool[]  rswap4,
ref bool[]  zswap4,
ref int  ipivot44[,],
ref double[]  civ4,
ref double[]  crv4,
ref double  x[,],
ref double  scl,
ref double  xnorm,
ref int  info 
)
inlinestaticprivate
static void alglib.evd.internalhsevdladiv ( double  a,
double  b,
double  c,
double  d,
ref double  p,
ref double  q 
)
inlinestaticprivate
static bool alglib.evd.nonsymmetricevd ( double  a[,],
int  n,
int  vneeded,
ref double[]  wr,
ref double[]  wi,
ref double  vl[,],
ref double  vr[,] 
)
inlinestaticprivate
static void alglib.evd.toupperhessenberg ( ref double  a[,],
int  n,
ref double[]  tau 
)
inlinestaticprivate
static void alglib.evd.unpackqfromupperhessenberg ( double  a[,],
int  n,
double[]  tau,
ref double  q[,] 
)
inlinestaticprivate
static bool alglib.evd.smatrixevd ( double  a[,],
int  n,
int  zneeded,
bool  isupper,
ref double[]  d,
ref double  z[,] 
)
inlinestatic
static bool alglib.evd.smatrixevdr ( double  a[,],
int  n,
int  zneeded,
bool  isupper,
double  b1,
double  b2,
ref int  m,
ref double[]  w,
ref double  z[,] 
)
inlinestatic
static bool alglib.evd.smatrixevdi ( double  a[,],
int  n,
int  zneeded,
bool  isupper,
int  i1,
int  i2,
ref double[]  w,
ref double  z[,] 
)
inlinestatic
static bool alglib.evd.hmatrixevd ( complex  a[,],
int  n,
int  zneeded,
bool  isupper,
ref double[]  d,
ref complex  z[,] 
)
inlinestatic
static bool alglib.evd.hmatrixevdr ( complex  a[,],
int  n,
int  zneeded,
bool  isupper,
double  b1,
double  b2,
ref int  m,
ref double[]  w,
ref complex  z[,] 
)
inlinestatic
static bool alglib.evd.hmatrixevdi ( complex  a[,],
int  n,
int  zneeded,
bool  isupper,
int  i1,
int  i2,
ref double[]  w,
ref complex  z[,] 
)
inlinestatic
static bool alglib.evd.smatrixtdevd ( ref double[]  d,
double[]  e,
int  n,
int  zneeded,
ref double  z[,] 
)
inlinestatic
static bool alglib.evd.smatrixtdevdr ( ref double[]  d,
double[]  e,
int  n,
int  zneeded,
double  a,
double  b,
ref int  m,
ref double  z[,] 
)
inlinestatic
static bool alglib.evd.smatrixtdevdi ( ref double[]  d,
double[]  e,
int  n,
int  zneeded,
int  i1,
int  i2,
ref double  z[,] 
)
inlinestatic
static bool alglib.evd.rmatrixevd ( double  a[,],
int  n,
int  vneeded,
ref double[]  wr,
ref double[]  wi,
ref double  vl[,],
ref double  vr[,] 
)
inlinestatic
static bool alglib.evd.tridiagonalevd ( ref double[]  d,
double[]  e,
int  n,
int  zneeded,
ref double  z[,] 
)
inlinestaticprivate
static void alglib.evd.tdevde2 ( double  a,
double  b,
double  c,
ref double  rt1,
ref double  rt2 
)
inlinestaticprivate
static void alglib.evd.tdevdev2 ( double  a,
double  b,
double  c,
ref double  rt1,
ref double  rt2,
ref double  cs1,
ref double  sn1 
)
inlinestaticprivate
static double alglib.evd.tdevdpythag ( double  a,
double  b 
)
inlinestaticprivate
static double alglib.evd.tdevdextsign ( double  a,
double  b 
)
inlinestaticprivate
static bool alglib.evd.internalbisectioneigenvalues ( double[]  d,
double[]  e,
int  n,
int  irange,
int  iorder,
double  vl,
double  vu,
int  il,
int  iu,
double  abstol,
ref double[]  w,
ref int  m,
ref int  nsplit,
ref int[]  iblock,
ref int[]  isplit,
ref int  errorcode 
)
inlinestaticprivate
static void alglib.evd.internaldstein ( int  n,
double[]  d,
double[]  e,
int  m,
double[]  w,
int[]  iblock,
int[]  isplit,
ref double  z[,],
ref int[]  ifail,
ref int  info 
)
inlinestaticprivate
static void alglib.evd.tdininternaldlagtf ( int  n,
ref double[]  a,
double  lambdav,
ref double[]  b,
ref double[]  c,
double  tol,
ref double[]  d,
ref int[]  iin,
ref int  info 
)
inlinestaticprivate
static void alglib.evd.tdininternaldlagts ( int  n,
double[]  a,
double[]  b,
double[]  c,
double[]  d,
int[]  iin,
ref double[]  y,
ref double  tol,
ref int  info 
)
inlinestaticprivate
static void alglib.evd.internaldlaebz ( int  ijob,
int  nitmax,
int  n,
int  mmax,
int  minp,
double  abstol,
double  reltol,
double  pivmin,
double[]  d,
double[]  e,
double[]  e2,
ref int[]  nval,
ref double  ab[,],
ref double[]  c,
ref int  mout,
ref int  nab[,],
ref double[]  work,
ref int[]  iwork,
ref int  info 
)
inlinestaticprivate
static void alglib.evd.internaltrevc ( double  t[,],
int  n,
int  side,
int  howmny,
bool[]  vselect,
ref double  vl[,],
ref double  vr[,],
ref int  m,
ref int  info 
)
inlinestaticprivate
static void alglib.evd.internalhsevdlaln2 ( bool  ltrans,
int  na,
int  nw,
double  smin,
double  ca,
double  a[,],
double  d1,
double  d2,
double  b[,],
double  wr,
double  wi,
ref bool[]  rswap4,
ref bool[]  zswap4,
ref int  ipivot44[,],
ref double[]  civ4,
ref double[]  crv4,
ref double  x[,],
ref double  scl,
ref double  xnorm,
ref int  info 
)
inlinestaticprivate
static void alglib.evd.internalhsevdladiv ( double  a,
double  b,
double  c,
double  d,
ref double  p,
ref double  q 
)
inlinestaticprivate
static bool alglib.evd.nonsymmetricevd ( double  a[,],
int  n,
int  vneeded,
ref double[]  wr,
ref double[]  wi,
ref double  vl[,],
ref double  vr[,] 
)
inlinestaticprivate
static void alglib.evd.toupperhessenberg ( ref double  a[,],
int  n,
ref double[]  tau 
)
inlinestaticprivate
static void alglib.evd.unpackqfromupperhessenberg ( double  a[,],
int  n,
double[]  tau,
ref double  q[,] 
)
inlinestaticprivate
The documentation for this class was generated from the following file: