Utils/Libs/Maths/MgcEigen.h

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+// Magic Software, Inc.
+// http://www.magic-software.com
+// Copyright (c) 2000, All Rights Reserved
+//
+// Source code from Magic Software is supplied under the terms of a license
+// agreement and may not be copied or disclosed except in accordance with the
+// terms of that agreement.  The various license agreements may be found at
+// the Magic Software web site.  This file is subject to the license
+//
+// FREE SOURCE CODE
+// http://www.magic-software.com/License/free.pdf
+
+#ifndef MGCEIGEN_H
+#define MGCEIGEN_H
+
+#include "mathtypes.h"
+
+
+class MgcEigen
+{
+public:
+    MgcEigen (int iSize);
+    ~MgcEigen ();
+
+    // set the matrix for eigensolving
+    real& Matrix (int iRow, int iCol);
+    void SetMatrix (real** aafMat);
+
+    // get the results of eigensolving (eigenvectors are columns of matrix)
+    real GetEigenvalue (int i) const;
+    real GetEigenvector (int iRow, int iCol) const;
+    real* GetEigenvalue ();
+    real** GetEigenvector ();
+
+    // solve eigensystem
+    void EigenStuff2 ();
+    void EigenStuff3 ();
+    void EigenStuff4 ();
+    void EigenStuffN ();
+    void EigenStuff  ();
+
+    // solve eigensystem, use decreasing sort on eigenvalues
+    void DecrSortEigenStuff2 ();
+    void DecrSortEigenStuff3 ();
+    void DecrSortEigenStuff4 ();
+    void DecrSortEigenStuffN ();
+    void DecrSortEigenStuff  ();
+
+    // solve eigensystem, use increasing sort on eigenvalues
+    void IncrSortEigenStuff2 ();
+    void IncrSortEigenStuff3 ();
+    void IncrSortEigenStuff4 ();
+    void IncrSortEigenStuffN ();
+    void IncrSortEigenStuff  ();
+
+protected:
+    int m_iSize;
+    real** m_aafMat;
+    real* m_afDiag;
+    real* m_afSubd;
+
+    // Householder reduction to tridiagonal form
+    static void Tridiagonal2 (real** aafMat, real* afDiag,
+        real* afSubd);
+    static void Tridiagonal3 (real** aafMat, real* afDiag,
+        real* afSubd);
+    static void Tridiagonal4 (real** aafMat, real* afDiag,
+        real* afSubd);
+    static void TridiagonalN (int iSize, real** aafMat, real* afDiag,
+        real* afSubd);
+
+    // QL algorithm with implicit shifting, applies to tridiagonal matrices
+    static bool QLAlgorithm (int iSize, real* afDiag, real* afSubd,
+        real** aafMat);
+
+    // sort eigenvalues from largest to smallest
+    static void DecreasingSort (int iSize, real* afEigval,
+        real** aafEigvec);
+
+    // sort eigenvalues from smallest to largest
+    static void IncreasingSort (int iSize, real* afEigval,
+        real** aafEigvec);
+};
+
+//---------------------------------------------------------------------------
+inline real& MgcEigen::Matrix (int iRow, int iCol)
+{
+    return m_aafMat[iRow][iCol];
+}
+//---------------------------------------------------------------------------
+inline real MgcEigen::GetEigenvalue (int i) const
+{
+    return m_afDiag[i];
+}
+//---------------------------------------------------------------------------
+inline real MgcEigen::GetEigenvector (int iRow, int iCol) const
+{
+    return m_aafMat[iRow][iCol];
+}
+//---------------------------------------------------------------------------
+inline real* MgcEigen::GetEigenvalue ()
+{
+    return m_afDiag;
+}
+//---------------------------------------------------------------------------
+inline real** MgcEigen::GetEigenvector ()
+{
+    return m_aafMat;
+}
+//---------------------------------------------------------------------------
+
+#endif