Complex (Hermitian) eigenvalues/eigenvectors #105
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eigenvalues/vectors of complex matrices for the existing routine CGEEV. The implementation is ment to be consistent with the eigenvalue/vector computation for general matrices, by overloading the existing methods.
…trix (Fortran routines CHEEV and ZHEEV). Implementation of native methods, convenience methods, and tests.
…trix (Fortran routines CHEEV and ZHEEV). Implementation of native methods, convenience methods, and tests.
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Hi,
on request of a colleague I've added the computation of eigenvectors/eigenvalues of complex and complex hermitian matrices as native and convenience methods. For this I received some funding from the University of Konstanz (Germany). Now, I would like to share this work with you, to uncover potential mistakes and to make a small contribution to your project.
For the computation of eigenvalues/eigenvectors of complex matrices (Fortran routines CGEEV and ZGEEV) the native methods already existed, but I added convenience methods for calling them from the
Eigenclass. For this I overloaded the existing methodsEigen.eigenvalueandEigen.eigenvectorin a way that seems consistent with the current design. Further I've implemented basic tests toTestEigen.javato check my implementation.For the computation of eigenvalues/eigenvectors of complex Hermitian matrices (Fortran routines CHEEV and ZHEEV) I added the native methods (through an addition to the Makefile which automatically generates the C code). Further, I created new convenience methods
Eigen.hermitianEigenvaluesandEigen.hermitianEigenvectorsfor which a call assumes a Hermitian input matrix (otherwise, the results might be incorrect). Again, I've included tests that cover some basic cases.I'll be glad to receive feedback on this implementation and I even have a few days left to work on further functionality related to complex and Hermitian matrices (please let me know if there are any preferences from your side).