/// <summary>
/// Calculates the eigenvalues and eigenvectors of the symmetric matrix.
/// </summary>
/// <returns>The eigenvalues and eigenvectors of the matrix.</returns>
public (Vector eigenvalues, Matrix eigenvectors) CalcEigensystem()
{
Preconditions.CheckSquare(this);
double[] fullMatrix = Conversions.PackedUpperColMajorToFullSymmColMajor(data, Order);
var eigensystem = SymmetricEigensystemFull.Create(Order, fullMatrix, true);
return(eigensystem.EigenvaluesReal, eigensystem.EigenvectorsRight);
}
private static void TestEigenvaluesOnly(LinearAlgebraProviderChoice providers)
{
TestSettings.RunMultiproviderTest(providers, delegate()
{
var A = Matrix.CreateFromArray(SymmPosDef10by10.Matrix);
var eigenvaluesExpected = Vector.CreateFromArray(SymmPosDef10by10.Eigenvalues);
var eigenvectorsExpected = Matrix.CreateFromArray(SymmPosDef10by10.Eigenvectors);
var eigensystem = SymmetricEigensystemFull.Create(A.NumRows, A.RawData, false);
// Check
comparer.AssertEqual(eigenvaluesExpected, eigensystem.EigenvaluesReal);
Assert.True(eigensystem.EigenvectorsRight == null);
Assert.True(eigensystem.EigenvaluesImaginary == null);
Assert.True(eigensystem.EigenvectorsLeft == null);
});
}
