Struct rgsl::types::eigen_symmetric_workspace::EigenGenSymmVWorkspace
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pub struct EigenGenSymmVWorkspace { // some fields omitted }
Methods
impl EigenGenSymmVWorkspace
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fn new(n: usize) -> Option<EigenGenSymmVWorkspace>
This function allocates a workspace for computing eigenvalues and eigenvectors of n-by-n real generalized symmetric-definite eigensystems. The size of the workspace is O(4n).
fn gensymmv(&self, A: &MatrixF64, B: &MatrixF64, eval: &VectorF64, evec: &MatrixF64) -> Value
This function computes the eigenvalues and eigenvectors of the real generalized symmetric-definite matrix pair (A, B), and stores them in eval and evec respectively. The computed eigenvectors are normalized to have unit magnitude. On output, B contains its Cholesky decomposition and A is destroyed.