Function uw12::linalg::eigen_decomposition

• Defined in File linalg.hpp

Function Documentation

inline std::pair<Vec, Mat> uw12::linalg::eigen_decomposition(const Mat &matrix, const double linear_dependency_threshold, const double eigen_ld_threshold)

Eigen-decomposition of a symmetric/hermitian matrix removing linear dependent eigenvalues

Parameters

• matrix – Input matrix

• linear_dependency_threshold – Absolute threshold for linear-dependence

• eigen_ld_threshold – Eigenvalue linear dependence threshold (eigenvalues smaller than this threshold multiplied by the maximum eigenvalue are removed)

Returns

Eigenvalues (as a vector) Eigenvectors as a matrix