/** Eigenvalues.
\param m Input matrix (unchanged on return).
\return Vector of eigenvalues.
*/
dvector eigenvalues(const dmatrix& m)
{
if (m.rowsize()!=m.colsize())
{
cerr << "error -- non square matrix passed to "
"dvector eigen(const dmatrix& m)\n";
ad_exit(1);
}
dmatrix m1=symmetrize(m);
m1.colshift(1); // set minimum column and row indices to 1
m1.rowshift(1);
int n=m1.rowsize();
dvector diag(1,n);
dvector off_diag(1,n);
tri_dag(m1,diag,off_diag);
get_eigen(diag,off_diag,m1); // eigenvalues are returned in diag
// eigenvalues are returned in columns of z
return diag;
}
int main (int argc, char** argv)
{
FILE *in;
in = fopen(argv[1], "r");
int n_rows;
int n_columns;
n_columns = 3;
n_rows = contarlineas(argv[1]);
gsl_matrix *matriz = gsl_matrix_calloc (n_rows, n_columns);
gsl_matrix* comatriz = gsl_matrix_calloc ( n_columns, n_columns);
gsl_matrix* eigenvectors = gsl_matrix_calloc ( n_columns, n_columns);
gsl_vector* eigenvalues = gsl_vector_calloc ( n_columns );
gsl_matrix_fscanf (in, matriz);
matrizcovariansa (matriz, n_columns, n_rows, comatriz);
get_eigen ( comatriz , eigenvalues, eigenvectors, n_columns);
creararch (eigenvectors);
}