MQL5 リファレンス行列とベクトルのメソッドOpenBLASEigen ValuesGeneral MatricesEigenSolver

EigenSolver

Compute eigenvalues and eigenvectors of a regular square matrix using the classical algorithm (LAPACK function GEEV).

Computing for type matrix<double>

bool matrix::EigenSolver(
ENUM_EIG_VECTORS jobv, // compute left and right eigenvectors
vectorc& eigen_values, // vector of computed eigenvalues
matrix& left_eigenvectors, // matrix of computed left vectors
matrix& right_eigenvectors // matrix of computed right vectors
);

Computing for type matrix<float>

bool matrixf::EigenSolver(
ENUM_EIG_VECTORS jobv, // compute left and right eigenvectors
vectorcf& eigen_values, // vector of computed eigenvalues
matrixf& left_eigenvectors, // matrix of computed left vectors
matrixf& right_eigenvectors // matrix of computed right vectors
);

Computing for type matrix<complex>

bool matrixc::EigenSolver(
ENUM_EIG_VECTORS jobv, // compute left and right vectors
vectorc& eigen_values, // vector of computed eigenvalues
matrixc& left_eigenvectors, // matrix of computed left vectors
matrixc& right_eigenvectors // matrix of computed right vectors
);

Computing for type matrix<complexf>

bool matrixcf::EigenSolver(
ENUM_EIG_VECTORS jobv, // compute left and right vectors
vectorcf& eigen_values, // vector of computed eigenvalues
matrixcf& left_eigenvectors, // matrix of computed left vectors
matrixcf& right_eigenvectors // matrix of computed right vectors
);

Parameters

jobv

[in] ENUM_EIG_VECTORS enumeration value which determines the method for computing left and right eigenvectors.

[out] Vector of eigenvalues.

left_eigenvectors

[out] Matrix of left eigenvectors.

right_eigenvectors

[out] Matrix of right eigenvectors.

Return Value

Return true if successful, otherwise false in case of an error.

Note

Computation depends on the value of the jobv parameter.

If EIGVECTORS_N is set, the left and right vectors are not computed. Only eigenvalues are computed.

With EIGVECTORS_L, only left eigenvectors are computed, right eigenvectors are not computed.

When EIGVECTORS_R is set, only the right eigenvectors are computed, the left vectors are not computed.

With EIGVECTORS_LR, the left and right eigenvectors are computed, Eigenvalues are always computed.

Real (non-complex) matrices can have a complex solution. Therefore, the vector of eigenvalues must be complex. In case of a complex solution, the error code is set to 4019 (ERR_MATH_OVERFLOW). Otherwise, only the real parts of the complex values of the eigenvalue vector should be used.

ENUM_EIG_VECTORS

An enumeration that specifies whether to calculate eigenvectors.

ID	Description
EIGVECTORS_N	Only eigenvalues are calculated, without vectors.
EIGVECTORS_L	Only left eigenvectors are computed.
EIGVECTORS_R	Only right eigenvectors are computed.
EIGVECTORS_LR	Left and right eigenvectors are computed, eigenvalues are always computed.

General Matrices

EigenSolverX