/// <summary>
/// Calculates the eigen decomposition of the given real matrix.
/// <para>
/// Supports decomposition of a general matrix since 3.1.
/// </para>
/// </summary>
/// <param name="matrix">Matrix to decompose.</param>
/// <exception cref="MaxCountExceededException"> if the algorithm fails to converge.
/// </exception>
/// <exception cref="MathArithmeticException"> if the decomposition of a general matrix
/// results in a matrix with zero norm</exception>
public EigenDecomposition(RealMatrix matrix)
{
double symTol = 10 * matrix.getRowDimension() * matrix.getColumnDimension() * Precision.EPSILON;
isSymmetric = MatrixUtils.isSymmetric(matrix, symTol);
if (isSymmetric)
{
transformToTridiagonal(matrix);
findEigenVectors(transformer.getQ().getData());
}
else
{
SchurTransformer t = transformToSchur(matrix);
findEigenVectorsFromSchur(t);
}
}
