MQL5 リファレンス行列とベクトルのメソッドOpenBLASEigen ValuesTridiagonal MatricesEigenTridiagonalQR

EigenTridiagonalQR

Compute eigenvalues and eigenvectors of a symmetric tridiagonal matrix using the QR algorithm (lapack function STEV).

Computing for type matrix<double>

bool matrix::EigenTridiagonalQR(
ENUM_EIG_VALUES jobv, // compute eigenvectors or not
vector& eigen_values, // vector of computed eigenvalues
matrix& eigen_vectors // matrix of computed eigenvectors
);

Computing for type matrix<float>

bool matrixf::EigenTridiagonalQR(
ENUM_EIG_VALUES jobv, // compute eigenvectors or not
vectorf& eigen_values, // vector of computed eigenvalues
matrixf& eigen_vectors // matrix of computed eigenvectors
);

Parameters

jobv

[in] ENUM_EIG_VALUES enumeration value which determines the method for computing eigenvectors.

eigen_values

[out] Vector of eigenvalues.

eigen_vectors

[out] Matrix of eigenvectors.

Return Value

Return true if successful, otherwise false in case of an error.

Note

Computation depends on the value of the jobv parameter.

When jobv = EIGVALUES_V, eigenvectors and eigenvalues are calculated.

If EIGVALUES_N is set, eigenvectors are not calculated. Only eigenvalues are computed.

The input must be a symmetric matrix in the tridiagonal form.

ENUM_EIG_VALUES

An enumeration that specifies whether to calculate eigenvectors.

ID	Description
EIGVALUES_V	Eigenvectors and eigenvalues are calculated.
EIGVALUES_N	Only eigenvalues are calculated, without vectors.

EigenTridiagonalDC

EigenTridiagonalRobust