eigenLapack.hpp File Reference

Interfaces to Lapack and BLAS for Eigen-like arrays. More...

Interfaces to Lapack and BLAS for Eigen-like arrays.

Author

Jared R. Males (jared.nosp@m.male.nosp@m.s@gma.nosp@m.il.c.nosp@m.om)

Definition in file eigenLapack.hpp.

Go to the source code of this file.

Classes
struct	mx::math::syevrMem< floatT >
	A struct to hold the working memory for eigenSYEVR and maintain it between calls if desired. More...

Namespaces
namespace	mx
	The mxlib c++ namespace.

Functions
template<typename eigenT1 , typename eigenT2 >
void	mx::math::eigenSYRK (eigenT1 &cv, const eigenT2 &ims)
	Calculates the lower triangular part of the covariance matrix of ims.
template<typename arrT >
MXLAPACK_INT	mx::math::eigenSYEVR (arrT &eigvec, arrT &eigval, arrT &X, int ev0=0, int ev1=-1, char UPLO='L', syevrMem< typename arrT::Scalar > *mem=0)
	Calculate select eigenvalues and eigenvectors of an Eigen Array.
template<typename _evCalcT = double, typename eigenT >
MXLAPACK_INT	mx::math::calcEigenVecs (eigenT &evecs, eigenT &evals, eigenT &cv, int nVecs=0, bool normalize=false, bool check=false, syevrMem< _evCalcT > *mem=0, double *t_eigenv=nullptr)
	Calculate the eigenvectors and eigenvalues given a triangular matrix.
template<typename _evCalcT = double, typename eigenT , typename eigenT1 >
MXLAPACK_INT	mx::math::calcKLModes (eigenT &klModes, eigenT &cv, const eigenT1 &Rims, int n_modes=0, syevrMem< _evCalcT > *mem=0, double *t_eigenv=nullptr, double *t_klim=nullptr)
	Calculate the K-L modes, or principle components, given a covariance matrix.
template<typename dataT >
MXLAPACK_INT	mx::math::eigenGESDD (Eigen::Array< dataT, -1, -1 > &U, Eigen::Array< dataT, -1, -1 > &S, Eigen::Array< dataT, -1, -1 > &VT, Eigen::Array< dataT, -1, -1 > &A)
	Compute the SVD of an Eigen::Array using LAPACK's xgesdd.
template<typename dataT >
int	mx::math::eigenPseudoInverse (Eigen::Array< dataT, -1, -1 > &PInv, dataT &condition, int &nRejected, Eigen::Array< dataT, -1, -1 > &U, Eigen::Array< dataT, -1, -1 > &S, Eigen::Array< dataT, -1, -1 > &VT, int minMN, dataT &maxCondition, dataT alpha=0, int interact=MX_PINV_NO_INTERACT)
	Calculate the pseudo-inverse of a patrix given its SVD.
template<typename dataT >
int	mx::math::eigenPseudoInverse (Eigen::Array< dataT, -1, -1 > &PInv, dataT &condition, int &nRejected, Eigen::Array< dataT, -1, -1 > &U, Eigen::Array< dataT, -1, -1 > &S, Eigen::Array< dataT, -1, -1 > &VT, Eigen::Array< dataT, -1, -1 > &A, dataT &maxCondition, dataT alpha=0, int interact=MX_PINV_NO_INTERACT)
	Calculate the pseudo-inverse of a patrix using the SVD.
template<typename dataT >
int	mx::math::eigenPseudoInverse (Eigen::Array< dataT, -1, -1 > &PInv, dataT &condition, int &nRejected, Eigen::Array< dataT, -1, -1 > &A, dataT &maxCondition, dataT alpha=0, int interact=MX_PINV_NO_INTERACT)
	Calculate the pseudo-inverse of a matrix using the SVD.