MQL5参考矩阵和向量方法OpenBLASEigen ValuesSymmetric MatricesEigenSymmetricDC

EigenSymmetricDC

Compute eigenvalues and eigenvectors of a symmetric or Hermitian (complex conjugated) matrix using the divide-and-conquer algorithm (LAPACK functions SYEVD, HEEVD).

Computing for type matrix<double>

bool  matrix::EigenSymmetricDC(
   ENUM_EIG_VALUES       jobv,               // compute eigenvectors or not
   vector&               eigen_values,       // vector of computed eigenvalues
   matrix&               eigen_vectors       // matrix of computed eigenvectors
   );

Computing for type matrix<float>

bool  matrixf::EigenSymmetricDC(
   ENUM_EIG_VALUES       jobv,               // compute eigenvectors or not
   vectorf&              eigen_values,       // vector of computed eigenvalues
   matrixf&              eigen_vectors       // matrix of computed eigenvectors
   );

Computing for type matrix<complex>

bool  matrixc::EigenSymmetricDC(
   ENUM_EIG_VALUES       jobv,               // compute eigenvectors or not
   vector&               eigen_values,       // vector of computed eigenvalues
   matrixc&              eigen_vectors       // matrix of computed eigenvectors
   );

Computing for type matrix<complexf>

bool  matrixcf::EigenSymmetricDC(
   ENUM_EIG_VALUES       jobv,               // compute eigenvectors or not
   vectorf&              eigen_values,       // vector of computed eigenvalues
   matrixcf&             eigen_vectors       // matrix of computed eigenvectors
   );

Parameters

jobv

[in] ENUM_EIG_VALUES enumeration value which determines the method for computing eigenvectors.

eigen_values

[out] Vector of eigenvalues.

eigen_vectors

[out] Matrix of eigenvectors.

Return Value

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

Note

Computation depends on the value of the jobv parameter.

When jobv = EIGVALUES_V, eigenvectors and eigenvalues are calculated.

If EIGVALUES_N is set, eigenvectors are not calculated. Only eigenvalues are computed.

The input can be a symmetric (Hermitian), upper triangular or lower triangular matrix. Triangular matrices are assumed to be symmetric (Hermitian conjugated).

ENUM_EIG_VALUES

An enumeration that specifies whether to calculate eigenvectors.

ID	Description
EIGVALUES_V	Eigenvectors and eigenvalues are calculated.
EIGVALUES_N	Only eigenvalues are calculated, without vectors.

Symmetric Matrices

EigenSymmetricQR