Example #1
0
 /**
  * Compute the eigenvalue of square matrix.
  *
  * @param matrix Input matrix A.
  * @return A pair of column vectors A and B s.t. each row of A + Bi is a eigenvalue of the
  *     underlying matrix
  * @throws UnsupportedOperationException if unable to compute
  */
 public Pair compute(Matrix matrix) {
   Throw.when()
       .isNull(() -> matrix, () -> "No input matrix.")
       .isFalse(
           () -> matrix.getRowCount() == matrix.getColCount(),
           () -> "Input matrix is not square.");
   switch (matrix.getRowCount()) {
     case 0:
       return Pair.EMPTY;
     case 1:
       return Pair.of(Matrices.scalar(matrix.get(0, 0)), Matrices.zeros(1));
     case 2:
       return DoubleShift.of(matrix, 0).eig();
     default:
       break;
   }
   return this.findEig(this.qrImpl.compute(new DefaultMatrix(matrix), null, false));
 }
Example #2
0
 /**
  * Find eigen-values of a square matrix in Schur form.
  *
  * @param schur Input matrix in Schur form
  * @return A pair of column vectors A and B s.t. each row of A + Bi is a eigenvalue of the
  *     underlying matrix
  */
 protected Pair findEig(Matrix schur) {
   int n = schur.getRowCount() - 1;
   int k = 0;
   double[] re = new double[schur.getRowCount()];
   double[] im = new double[schur.getRowCount()];
   while (k < n) {
     if (Math.abs(schur.get(k + 1, k)) < QRStep.EPSILON) {
       re[k] = schur.get(k, k);
       k++;
     } else {
       Pair eig = DoubleShift.of(schur, k).eig();
       re[k] = eig.getLeft().get(0, 0);
       re[k + 1] = eig.getLeft().get(1, 0);
       im[k] = eig.getRight().get(0, 0);
       im[k + 1] = eig.getRight().get(1, 0);
       k += 2;
     }
   }
   if (k < schur.getRowCount()) {
     re[k] = schur.get(k, k);
   }
   return Pair.of(new ColumnVector(re), new ColumnVector(im));
 }