tutoSymEigen.cpp

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#include <STKpp.h>
using namespace STK;
int main(int argc, char** argv)
{
  CSquareX a(5);
  a << 0, 1, 2, 3, 4,
       2, 3, 4, 5, 6,
       2, 1, 6, 7, 8,
       0, 3,-1, 2, 3,
       3,-1, 1, 1, 0;
  stk_cout << "STK++ Eigen decomposition:\n";
  stk_cout << "--------------------------\n";
  SymEigen<CSquareX> s(a.upperSymmetrize()); s.run();
  stk_cout << "D matrix:\n";
  stk_cout << s.eigenValues();
  CSquareX QDQt = s.eigenVectors() * s.eigenValues().diagonalize() * s.eigenVectors().transpose();
  stk_cout << "QDQ^T matrix:\n";
  stk_cout << QDQt;
  stk_cout << "\nlapack Eigen decomposition:\n";
  stk_cout << "--------------------------\n";
  lapack::SymEigen<CSquareX> ls(a); ls.run();
  stk_cout << "D matrix:\n";
  stk_cout << ls.eigenValues();
  QDQt = ls.eigenVectors() * ls.eigenValues().diagonalize() * ls.eigenVectors().transpose();
  stk_cout << "QDQ^T matrix:\n";
  stk_cout << QDQt;
  return 0;
}