new(a)
public
Constructs the eigenvalue decomposition for a square matrix A
# File lib/matrix/eigenvalue_decomposition.rb, line 18
def initialize(a)
# @d, @e: Arrays for internal storage of eigenvalues.
# @v: Array for internal storage of eigenvectors.
# @h: Array for internal storage of nonsymmetric Hessenberg form.
raise TypeError, "Expected Matrix but got #{a.class}" unless a.is_a?(Matrix)
@size = a.row_count
@d = Array.new(@size, 0)
@e = Array.new(@size, 0)
if (@symmetric = a.symmetric?)
@v = a.to_a
tridiagonalize
diagonalize
else
@v = Array.new(@size) { Array.new(@size, 0) }
@h = a.to_a
@ort = Array.new(@size, 0)
reduce_to_hessenberg
hessenberg_to_real_schur
end
end
