STK_EigenvaluesSymmetric.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2007  Serge Iovleff

    This program is free software; you can redistribute it and/or modify
    it under the terms of the GNU Lesser General Public License as
    published by the Free Software Foundation; either version 2 of the
    License, or (at your option) any later version.

    This program is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    GNU Lesser General Public License for more details.

    You should have received a copy of the GNU Lesser General Public
    License along with this program; if not, write to the
    Free Software Foundation, Inc.,
    59 Temple Place,
    Suite 330,
    Boston, MA 02111-1307
    USA

    Contact : Serge.Iovleff@stkpp.org
*/

/*
 * Project:  stkpp::Algebra
 * Purpose:  Define The EigenvaluesSymmetric Class.
 * Author:   Serge Iovleff, serge.iovleff@stkpp.org
 **/

#ifndef STK_EIGENVALUESSYMMETRIC_H
#define STK_EIGENVALUESSYMMETRIC_H

#include "../../Sdk/include/STK_IRunnerPtr2D.h"

#include "../../Arrays/include/STK_MatrixSquare.h"

namespace STK
{
class EigenvaluesSymmetric : public IRunnerPtr2D<Real, Matrix>
{
  typedef IRunnerPtr2D<Real, Matrix> IRunnerPtrMatrix;

  public:
    EigenvaluesSymmetric( MatrixSquare const* A);
    
    EigenvaluesSymmetric(const EigenvaluesSymmetric& S);

    virtual ~EigenvaluesSymmetric();

    virtual bool run();

    virtual bool run(Vector const& weights);

    EigenvaluesSymmetric& operator=(const EigenvaluesSymmetric &S);

    inline Real norm()  const { return norm_;}
    inline Integer rank()  const { return rank_;}
    inline Real det()  const { return det_;}
    inline MatrixSquare const& rotation() const{ return P_;}
    inline Vector const& eigenvalues() const { return D_;}
    inline Integer const& first() const{ return first_;}
    inline Integer const& last() const { return last_;}

    MatrixSquare* ginv();

    void ginv(MatrixSquare& res);

  protected:
    MatrixSquare P_;
    Vector D_;
    Integer first_;
    Integer last_;
    Real norm_;
    Integer rank_;
    Real det_;
    bool error_;

  private:
    Vector F_;
    void tridiagonalize();
    void compHouse();
    void diagonalize();
    void compEstimates();
};

} // Namespace STK

#endif //STK_EIGENVALUESSYMMETRIC_H