Symmetric eigenvalue decomposition A=QDQ^T. More...
#include <shark/LinAlg/BLAS/decompositions.hpp>
Public Member Functions | |
symm_eigenvalue_decomposition () | |
template<class E > | |
symm_eigenvalue_decomposition (matrix_expression< E, device_type > const &e) | |
template<class E > | |
void | decompose (matrix_expression< E, device_type > const &e) |
MatrixStorage const & | Q () const |
VectorStorage const & | D () const |
template<class MatB > | |
void | solve (matrix_expression< MatB, device_type > &B, left) const |
template<class MatB > | |
void | solve (matrix_expression< MatB, device_type > &B, right) const |
template<class VecB > | |
void | solve (vector_expression< VecB, device_type > &b, left) const |
template<class VecB > | |
void | solve (vector_expression< VecB, device_type > &b, right) const |
template<typename Archive > | |
void | serialize (Archive &ar, const std::size_t version) |
Symmetric eigenvalue decomposition A=QDQ^T.
every symmetric matrix can be decomposed into its eigenvalue decomposition A=QDQ^T, where Q is an orthogonal matrix with Q^TQ=QQ^T=I and D is the diagonal matrix of eigenvalues of A.
Definition at line 188 of file decompositions.hpp.
|
inline |
Definition at line 198 of file decompositions.hpp.
|
inline |
Definition at line 200 of file decompositions.hpp.
|
inline |
Definition at line 217 of file decompositions.hpp.
Referenced by shark::MultiVariateNormalDistribution::eigenValues(), and shark::NormalizeComponentsZCA::train().
|
inline |
Definition at line 205 of file decompositions.hpp.
Referenced by shark::MultiVariateNormalDistribution::update().
|
inline |
Definition at line 214 of file decompositions.hpp.
Referenced by shark::MultiVariateNormalDistribution::eigenVectors(), shark::MultiVariateNormalDistribution::operator()(), and shark::NormalizeComponentsZCA::train().
|
inline |
Definition at line 242 of file decompositions.hpp.
|
inline |
Definition at line 223 of file decompositions.hpp.
|
inline |
Definition at line 227 of file decompositions.hpp.
|
inline |
Definition at line 232 of file decompositions.hpp.
|
inline |
Definition at line 237 of file decompositions.hpp.