[][src]Crate eigenvalues

Eigenvalues decomposition

This crate contains implementations of several algorithm to diagonalize symmetric matrices.

Usage Example

extern crate eigenvalues;
extern crate nalgebra as na;

// Use the Davidson method
use eigenvalues::davidson::EigenDavidson;
use eigenvalues::SpectrumTarget;
use na::{DMatrix, DVector};

// Generate random symmetric matrix
let brr = eigenvalues::utils::generate_diagonal_dominant(20, 0.005);
let tolerance = 1e-4;

// Compute the first 2 lowest eigenvalues/eigenvectors using the DPR method
let eig = EigenDavidson::new (brr.clone(), 2, "DPR", SpectrumTarget::Lowest, tolerance).unwrap();
println!("eigenvalues:{}", eig.eigenvalues);
println!("eigenvectors:{}", eig.eigenvectors);

// Compute the first 2 highest eigenvalues/eigenvectors using the GJD method
let eig = EigenDavidson::new (brr, 2, "GJD", SpectrumTarget::Highest, tolerance).unwrap();
println!("eigenvalues:{}", eig.eigenvalues);
println!("eigenvectors:{}", eig.eigenvectors);

Re-exports

pub use algorithms::davidson;
pub use algorithms::SpectrumTarget;
pub use modified_gram_schmidt::MGS;

Modules

algorithms

Algorithms to compute (some) eigenvalues/eigenvectors for symmetric matrices.

matrix_operations

Common matrix operations for all the matrix representations.

modified_gram_schmidt

Modified Gram-Schmidt (MGS)

utils

Auxiliar functions to manipulate arrays