bool EigenvalueDecomposition::decompose(const MatrixFloat &a){
n = a.getNumCols();
eigenvectors.resize(n,n);
realEigenvalues.resize(n);
complexEigenvalues.resize(n);
issymmetric = true;
for(int j = 0; (j < n) & issymmetric; j++) {
for(int i = 0; (i < n) & issymmetric; i++) {
issymmetric = (a[i][j] == a[j][i]);
}
}
if (issymmetric) {
for(int i = 0; i < n; i++) {
for(int j = 0; j < n; j++) {
eigenvectors[i][j] = a[i][j];
}
}
// Tridiagonalize.
tred2();
// Diagonalize.
tql2();
} else {
h.resize(n,n);
ort.resize(n);
for(int j = 0; j < n; j++) {
for(int i = 0; i < n; i++) {
h[i][j] = a[i][j];
}
}
// Reduce to Hessenberg form.
orthes();
// Reduce Hessenberg to real Schur form.
hqr2();
}
return true;
}
void eigen(int n, double *a, double *ev, double *work, int *ierr) {
orthes(n, 1, n, a, work);
hqr(n, 1, n, a, ev, ierr);
}