Yoji KURODA
Eigne Matrix Class Library
Dependents: Eigen_test Odometry_test AttitudeEstimation_usingTicker MPU9250_Quaternion_Binary_Serial ... more
RealQZ< _MatrixType > Class Template Reference
[Eigenvalues module]
#include <RealQZ.h>
Public Member Functions | |
| RealQZ (Index size=RowsAtCompileTime==Dynamic?1:RowsAtCompileTime) | |
| Default constructor. | |
| RealQZ (const MatrixType &A, const MatrixType &B, bool computeQZ=true) | |
| Constructor; computes real QZ decomposition of given matrices. | |
| const MatrixType & | matrixQ () const |
| Returns matrix Q in the QZ decomposition. | |
| const MatrixType & | matrixZ () const |
| Returns matrix Z in the QZ decomposition. | |
| const MatrixType & | matrixS () const |
| Returns matrix S in the QZ decomposition. | |
| const MatrixType & | matrixT () const |
| Returns matrix S in the QZ decomposition. | |
| RealQZ & | compute (const MatrixType &A, const MatrixType &B, bool computeQZ=true) |
| Computes QZ decomposition of given matrix. | |
| ComputationInfo | info () const |
| Reports whether previous computation was successful. | |
| Index | iterations () const |
| Returns number of performed QR-like iterations. | |
| RealQZ & | setMaxIterations (Index maxIters) |
| Sets the maximal number of iterations allowed to converge to one eigenvalue or decouple the problem. | |
Detailed Description
template<typename _MatrixType>
class Eigen::RealQZ< _MatrixType >
Performs a real QZ decomposition of a pair of square matrices
- Template Parameters:
-
_MatrixType the type of the matrix of which we are computing the real QZ decomposition; this is expected to be an instantiation of the Matrix class template.
Given a real square matrices A and B, this class computes the real QZ decomposition: 
, 
where Q and Z are real orthogonal matrixes, T is upper-triangular matrix, and S is upper quasi-triangular matrix. An orthogonal matrix is a matrix whose inverse is equal to its transpose, 
. A quasi-triangular matrix is a block-triangular matrix whose diagonal consists of 1-by-1 blocks and 2-by-2 blocks where further reduction is impossible due to complex eigenvalues.
The eigenvalues of the pencil 
can be obtained from 1x1 and 2x2 blocks on the diagonals of S and T.
Call the function compute() to compute the real QZ decomposition of a given pair of matrices. Alternatively, you can use the RealQZ(const MatrixType& B, const MatrixType& B, bool computeQZ) constructor which computes the real QZ decomposition at construction time. Once the decomposition is computed, you can use the matrixS(), matrixT(), matrixQ() and matrixZ() functions to retrieve the matrices S, T, Q and Z in the decomposition. If computeQZ==false, some time is saved by not computing matrices Q and Z.
Example:
Output:
- Note:
- The implementation is based on the algorithm in "Matrix Computations" by Gene H. Golub and Charles F. Van Loan, and a paper "An algorithm for generalized eigenvalue problems" by C.B.Moler and G.W.Stewart.
- See also:
- class RealSchur, class ComplexSchur, class EigenSolver, class ComplexEigenSolver
Definition at line 57 of file RealQZ.h.
Constructor & Destructor Documentation
Default constructor.
- Parameters:
-
[in] size Positive integer, size of the matrix whose QZ decomposition will be computed.
The default constructor is useful in cases in which the user intends to perform decompositions via compute(). The size parameter is only used as a hint. It is not an error to give a wrong size, but it may impair performance.
- See also:
- compute() for an example.
| RealQZ | ( | const MatrixType & | A, |
| const MatrixType & | B, | ||
| bool | computeQZ = true |
||
| ) |
Member Function Documentation
| RealQZ< MatrixType > & compute | ( | const MatrixType & | A, |
| const MatrixType & | B, | ||
| bool | computeQZ = true |
||
| ) |
| ComputationInfo info | ( | ) | const |
| Index iterations | ( | ) | const |
| const MatrixType& matrixQ | ( | ) | const |
| const MatrixType& matrixS | ( | ) | const |
| const MatrixType& matrixT | ( | ) | const |
| const MatrixType& matrixZ | ( | ) | const |
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