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SelfAdjointEigenSolver: add operatorSqrt() and operatorInverseSqrt()

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This commit is contained in:
Benoit Jacob 2008-12-19 14:15:32 +00:00
parent 84bb868f07
commit e4980616fd
2 changed files with 22 additions and 0 deletions
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19
Eigen/src/QR/SelfAdjointEigenSolver.h
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@ -105,6 +105,25 @@ template<typename _MatrixType> class SelfAdjointEigenSolver
/** \returns the computed eigen values */ /** \returns the computed eigen values */
RealVectorType eigenvalues(void) const { return m_eivalues; } RealVectorType eigenvalues(void) const { return m_eivalues; }
/** \returns the positive square root of the matrix
*
* \note the matrix itself must be positive in order for this to make sense.
*/
MatrixType operatorSqrt() const
{
return m_eivec * m_eivalues.cwise().sqrt().asDiagonal() * m_eivec.adjoint();
}
/** \returns the positive inverse square root of the matrix
*
* \note the matrix itself must be positive definite in order for this to make sense.
*/
MatrixType operatorInverseSqrt() const
{
return m_eivec * m_eivalues.cwise().inverse().cwise().sqrt().asDiagonal() * m_eivec.adjoint();
}
protected: protected:
MatrixType m_eivec; MatrixType m_eivec;
RealVectorType m_eivalues; RealVectorType m_eivalues;

3
test/eigensolver.cpp
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@ -108,6 +108,9 @@ template<typename MatrixType> void selfadjointeigensolver(const MatrixType& m)
VERIFY((symmA * eiSymmGen.eigenvectors()).isApprox( VERIFY((symmA * eiSymmGen.eigenvectors()).isApprox(
symmB * (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal().eval()), largerEps)); symmB * (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal().eval()), largerEps));
MatrixType sqrtSymmA = eiSymm.operatorSqrt();
VERIFY(symmA.isApprox(sqrtSymmA*sqrtSymmA, ei_sqrt(test_precision<RealScalar>())));
VERIFY(sqrtSymmA.isApprox(symmA*eiSymm.operatorInverseSqrt(), ei_sqrt(test_precision<RealScalar>())));
} }
template<typename MatrixType> void eigensolver(const MatrixType& m) template<typename MatrixType> void eigensolver(const MatrixType& m)