/// <summary>
/// Computes all eigenvalues of a real symmetric matrix A.
/// </summary>
/// <param name="A">The real symmetric matrix A.</param>
/// <returns>The eigenvalues.</returns>
public Matrix GetEigenvalues(SymmetricMatrix A)
{
if (this._dsyev == null)
{
this._dsyev = new DSYEV();
}
this.CheckDimensions(A);
Matrix EigenVects = new Matrix(A.RowCount, A.ColumnCount, A.Data);
double[] EigenVectsData = EigenVects.Data;
Matrix EigenVals = new Matrix(A.RowCount, 1);
double[] EigenValsData = EigenVals.Data;
int Info = 0;
double[] Work = new double[1];
int LWork = -1;
//Calculamos LWORK ideal
_dsyev.Run("N", "U", A.RowCount, ref EigenVectsData, 0, A.RowCount, ref EigenValsData, 0, ref Work, 0, LWork, ref Info);
LWork = Convert.ToInt32(Work[0]);
if (LWork > 0)
{
Work = new double[LWork];
_dsyev.Run("N", "U", A.RowCount, ref EigenVectsData, 0, A.RowCount, ref EigenValsData, 0, ref Work, 0, LWork, ref Info);
}
else
{
//Error
}
#region Error
/// = 0: successful exit
/// .LT. 0: if INFO = -i, the i-th argument had an illegal value
/// .GT. 0: if INFO = i, the algorithm failed to converge; i
/// off-diagonal elements of an intermediate tridiagonal
/// form did not converge to zero.
if (Info < 0)
{
string infoSTg = Math.Abs(Info).ToString();
throw new ArgumentException("the " + infoSTg + " -th argument had an illegal value");
}
else if (Info > 0)
{
string infoSTg = Math.Abs(Info).ToString();
throw new Exception("The algorithm failed to converge.");
}
#endregion
return(EigenVals);
}
