pub fn compute_evd_complex<E: ComplexField>(
    matrix: MatRef<'_, E>,
    s: MatMut<'_, E>,
    u: Option<MatMut<'_, E>>,
    epsilon: E::Real,
    zero_threshold: E::Real,
    parallelism: Parallelism,
    stack: DynStack<'_>,
    params: EvdParams
)
Expand description

Computes the eigenvalue decomposition of a square complex matrix.

s represents the diagonal of the matrix $S$, and must have size equal to the dimension of the matrix.

If u is None, then only the eigenvalues are computed. Otherwise, the eigenvectors are computed and stored in u.