12 #ifndef _C_TRACE_ESTIMATOR_DIAGONALIZATION_H_
13 #define _C_TRACE_ESTIMATOR_DIAGONALIZATION_H_
19 #include "../_definitions/types.h"
34 template <
typename DataType>
42 DataType* subdiagonals,
43 DataType* eigenvectors,
49 DataType* subdiagonals,
A static class to find eigenvalues and eigenvectors (diagonalize) tridiagonal and bidiagonal matrices...
static int eigh_tridiagonal(DataType *diagonals, DataType *subdiagonals, DataType *eigenvectors, IndexType matrix_size)
Computes all eigenvalues and eigenvectors of a real and symmetric tridiagonal matrix.
static int svd_bidiagonal(DataType *diagonals, DataType *subdiagonals, DataType *U, DataType *Vt, IndexType matrix_size)
Computes all singular-values and left and right eigenvectors of a real and symmetric upper bi-diagona...