remora::symm_eigenvalue_decomposition< MatrixStorage > Class Template Reference

Symmetric eigenvalue decomposition A=QDQ^T. More...

#include <shark/LinAlg/BLAS/decompositions.hpp>

+ Inheritance diagram for remora::symm_eigenvalue_decomposition< MatrixStorage >:

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)
 

Detailed Description

template<class MatrixStorage>
class remora::symm_eigenvalue_decomposition< MatrixStorage >

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.

Constructor & Destructor Documentation

◆ symm_eigenvalue_decomposition() [1/2]

template<class MatrixStorage>
remora::symm_eigenvalue_decomposition< MatrixStorage >::symm_eigenvalue_decomposition ( )
inline

Definition at line 198 of file decompositions.hpp.

◆ symm_eigenvalue_decomposition() [2/2]

template<class MatrixStorage>
template<class E >
remora::symm_eigenvalue_decomposition< MatrixStorage >::symm_eigenvalue_decomposition ( matrix_expression< E, device_type > const &  e)
inline

Definition at line 200 of file decompositions.hpp.

Member Function Documentation

◆ D()

template<class MatrixStorage>
VectorStorage const& remora::symm_eigenvalue_decomposition< MatrixStorage >::D ( ) const
inline

◆ decompose()

template<class MatrixStorage>
template<class E >
void remora::symm_eigenvalue_decomposition< MatrixStorage >::decompose ( matrix_expression< E, device_type > const &  e)
inline

Definition at line 205 of file decompositions.hpp.

Referenced by shark::MultiVariateNormalDistribution::update().

◆ Q()

template<class MatrixStorage>
MatrixStorage const& remora::symm_eigenvalue_decomposition< MatrixStorage >::Q ( ) const
inline

◆ serialize()

template<class MatrixStorage>
template<typename Archive >
void remora::symm_eigenvalue_decomposition< MatrixStorage >::serialize ( Archive &  ar,
const std::size_t  version 
)
inline

Definition at line 242 of file decompositions.hpp.

◆ solve() [1/4]

template<class MatrixStorage>
template<class MatB >
void remora::symm_eigenvalue_decomposition< MatrixStorage >::solve ( matrix_expression< MatB, device_type > &  B,
left   
) const
inline

Definition at line 223 of file decompositions.hpp.

◆ solve() [2/4]

template<class MatrixStorage>
template<class MatB >
void remora::symm_eigenvalue_decomposition< MatrixStorage >::solve ( matrix_expression< MatB, device_type > &  B,
right   
) const
inline

Definition at line 227 of file decompositions.hpp.

◆ solve() [3/4]

template<class MatrixStorage>
template<class VecB >
void remora::symm_eigenvalue_decomposition< MatrixStorage >::solve ( vector_expression< VecB, device_type > &  b,
left   
) const
inline

Definition at line 232 of file decompositions.hpp.

◆ solve() [4/4]

template<class MatrixStorage>
template<class VecB >
void remora::symm_eigenvalue_decomposition< MatrixStorage >::solve ( vector_expression< VecB, device_type > &  b,
right   
) const
inline

Definition at line 237 of file decompositions.hpp.


The documentation for this class was generated from the following file: