/// <summary>
/// Transforms the matrix to tridiagonal form.
/// </summary>
/// <param name="matrix">Matrix to transform.</param>
private void transformToTridiagonal(RealMatrix matrix)
{
// transform the matrix to tridiagonal
transformer = new TriDiagonalTransformer(matrix);
main = transformer.getMainDiagonalRef();
secondary = transformer.getSecondaryDiagonalRef();
}
/// <summary>
/// Calculates the eigen decomposition of the symmetric tridiagonal
/// matrix. The Householder matrix is assumed to be the identity matrix.
/// </summary>
/// <param name="main">Main diagonal of the symmetric tridiagonal form.</param>
/// <param name="secondary">Secondary of the tridiagonal form.</param>
/// <exception cref="MaxCountExceededException"> if the algorithm fails to converge.
/// </exception>
public EigenDecomposition(double[] main, double[] secondary)
{
isSymmetric = true;
this.main = (Double[])main.Clone();
this.secondary = (Double[])secondary.Clone();
transformer = null;
int size = main.Length;
double[][] z = new double[size][];
for (int i = 0; i < size; i++)
{
z[i][i] = 1.0;
}
findEigenVectors(z);
}