eigen.hpp

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#ifndef EIGEN_HPP
#define EIGEN_HPP
#include <vector>
 
namespace gpmp {
 
namespace linalg {
 
class Eigen {
  private:
    // matrix for eigenvalue computation
    std::vector<std::vector<double>> matrix;
    // size of square matrix
    int size;
 
  public:
    Eigen(const std::vector<std::vector<double>> &mat);
 
    double power_iter(int max_iters = 100, double tolerance = 1e-10) const;
 
    std::vector<double> qr_algorithm(int max_iters = 100,
                                     double tolerance = 1e-10) const;
 
    std::vector<double> sensitivity(double perturbation) const;
    double determinant() const;
 
    void schur_decomp(std::vector<std::vector<double>> &schurMatrix,
                      double tolerance = 1e-10) const;
 
    std::vector<std::vector<double>>
    jordan_normal_form(double tolerance = 1e-10) const;
 
    double rayleigh_iter(int maxIterations, double tolerance) const;
};
 
} // namespace linalg
} // namespace gpmp
 
#endif