/**
* Transforms the matrix to tridiagonal form.
*
* @param matrix Matrix to transform.
*/
private void transformToTridiagonal(RealMatrix matrix)
{
// transform the matrix to tridiagonal
transformer = new TriDiagonalTransformer(matrix);
main = transformer.getMainDiagonalRef();
secondary = transformer.getSecondaryDiagonalRef();
}
/**
* Calculates the eigen decomposition of the symmetric tridiagonal
* matrix. The Householder matrix is assumed to be the identity matrix.
*
* @param main Main diagonal of the symmetric tridiagonal form.
* @param secondary Secondary of the tridiagonal form.
* @throws MaxCountExceededException if the algorithm fails to converge.
* @since 3.1
*/
public EigenDecomposition(double[] main, double[] secondary)
{
isSymmetric = true;
this.main = main.Clone() as double[];
this.secondary = secondary.Clone() as double[];
transformer = null;
int size = main.Length;
var z = Java.CreateArray <double[][]>(size, size);// new double[size][size];
for (int i = 0; i < size; i++)
{
z[i][i] = 1.0;
}
findEigenVectors(z);
}
