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/*!
* \file
* \brief Eigenvalue decomposition test program
* \author Tony Ottosson and Adam Piatyszek
*
* -------------------------------------------------------------------------
*
* IT++ - C++ library of mathematical, signal processing, speech processing,
* and communications classes and functions
*
* Copyright (C) 1995-2008 (see AUTHORS file for a list of contributors)
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
*
* -------------------------------------------------------------------------
*/
#include <itpp/itstat.h>
using namespace itpp;
using namespace std;
int main(void)
{
cout << "================================" << endl;
cout << " Test of eigenvalue routines " << endl;
cout << "================================" << endl;
const double thresh = 1e-13;
{
cout << "Real symmetric matrix" << endl;
mat A = randn(5, 5);
A = transpose(A) * A; // make it symmetic
mat V;
vec d;
eig_sym(A, d, V);
cout << "A = " << round_to_zero(A) << endl;
cout << "norm(A*V-V*diag(d)) = "
<< round_to_zero(norm(A * V - V * diag(d)), thresh) << endl;
}
{
cout << endl << "Real non-symmetric matrix" << endl;
mat A = randn(5, 5);
cmat V;
cvec d;
eig(A, d, V);
cout << "A = " << round_to_zero(A) << endl;
cout << "norm(A*V-V*diag(d)) = "
<< round_to_zero(norm(A * V - V * diag(d)), thresh) << endl;
}
{
cout << endl << "Complex hermitian matrix" << endl;
cmat A = randn_c(5, 5);
A = transpose(conj(A)) * A; // make it hermitian
cmat V;
vec d;
eig_sym(A, d, V);
cout << "A = " << round_to_zero(A) << endl;
cout << "norm(A*V-V*diag(d)) = "
<< round_to_zero(norm(A * V - V * diag(d)), thresh) << endl;
}
{
cout << endl << "Complex non-hermitian matrix" << endl;
cmat A = randn_c(5, 5);
cmat V;
cvec d;
eig(A, d, V);
cout << "A = " << round_to_zero(A) << endl;
cout << "norm(A*V-V*diag(d)) = "
<< round_to_zero(norm(A * V - V * diag(d)), thresh) << endl;
}
return 0;
}
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