MathLin_Jacobi.hxx File Reference

#include <MathUtils_Types.hxx>
#include <MathUtils_Config.hxx>
#include <math_Recipes.hxx>
#include <MathUtils_Core.hxx>
#include <cmath>
#include <algorithm>

Namespaces
namespace	MathLin

Functions
EigenResult	MathLin::Jacobi (const math_Matrix &theA, bool theSortDescending=true)
	Compute eigenvalues and eigenvectors of a symmetric matrix using the Jacobi iterative method.
EigenResult	MathLin::EigenValues (const math_Matrix &theA, bool theSortDescending=true)
	Compute only eigenvalues of a symmetric matrix (faster).
EigenResult	MathLin::SpectralDecomposition (const math_Matrix &theA)
	Compute spectral decomposition A = V * D * V^T.
std::optional< math_Matrix >	MathLin::MatrixPower (const math_Matrix &theA, double thePower)
	Compute matrix power A^p for symmetric positive semi-definite matrix.
std::optional< math_Matrix >	MathLin::MatrixSqrt (const math_Matrix &theA)
	Compute matrix square root of symmetric positive semi-definite matrix.
std::optional< math_Matrix >	MathLin::MatrixInvSqrt (const math_Matrix &theA)
	Compute matrix inverse square root of symmetric positive definite matrix.