tridiag. QR eigen decomposition with explicite shift aka Wilkinson More...
#include <ql/math/matrixutilities/tqreigendecomposition.hpp>
| Public Types | |
| enum | EigenVectorCalculation { WithEigenVector, WithoutEigenVector, OnlyFirstRowEigenVector } | 
| enum | ShiftStrategy { NoShift, Overrelaxation, CloseEigenValue } | 
| Public Member Functions | |
| TqrEigenDecomposition (const Array &diag, const Array &sub, EigenVectorCalculation calc=WithEigenVector, ShiftStrategy strategy=CloseEigenValue) | |
| const Array & | eigenvalues () const | 
| const Matrix & | eigenvectors () const | 
| Size | iterations () const | 
tridiag. QR eigen decomposition with explicite shift aka Wilkinson
References:
Wilkinson, J.H. and Reinsch, C. 1971, Linear Algebra, vol. II of Handbook for Automatic Computation (New York: Springer-Verlag)
"Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,