CDenseMatrixOperator<T>::CDenseMatrixOperator(
const CDenseMatrixOperator<T>& orig)
: CMatrixOperator<T>(orig.get_dimension())
{
init();
m_operator=SGMatrix<T>(orig.m_operator.num_rows, orig.m_operator.num_cols);
for (index_t i=0; i<m_operator.num_cols; ++i)
{
for (index_t j=0; j<m_operator.num_rows; ++j)
m_operator(j,i)=orig.m_operator(j,i);
}
SG_SGCDEBUG("%s deep copy created (%p)\n", this->get_name(), this);
}
void CDirectEigenSolver::compute()
{
if (m_is_computed_min && m_is_computed_max)
{
SG_DEBUG("Minimum/maximum eigenvalues are already computed, exiting\n");
return;
}
CDenseMatrixOperator<float64_t>* op
=dynamic_cast<CDenseMatrixOperator<float64_t>*>(m_linear_operator);
REQUIRE(op, "Linear operator is not of CDenseMatrixOperator type!\n");
SGMatrix<float64_t> m=op->get_matrix_operator();
Map<MatrixXd> map_m(m.matrix, m.num_rows, m.num_cols);
// compute the eigenvalues with Eigen3
SelfAdjointEigenSolver<MatrixXd> eig_solver(map_m);
m_min_eigenvalue=eig_solver.eigenvalues()[0];
m_max_eigenvalue=eig_solver.eigenvalues()[op->get_dimension()-1];
m_is_computed_min=true;
m_is_computed_max=false;
}