Hi there,

I am studying Eigen by looking into the source code of Eigen lib. I have the source code of Eigenlib 3.2.8, but I cannot find the function implementation of

Code: Select all

SelfAdjointEigenSolver& compute(const MatrixType& matrix, int options = ComputeEigenvectors);

at line 194 in file

SelfAdjointEigenSolver.h

.

Anyone can help me find the implementation of this function or the algorithm theory ?
Thanks a million.

Danny

refer to doc:
https://eigen.tuxfamily.org/dox/classEi ... fd4c5aaf33
SelfAdjointEigenSolver & compute (const MatrixType &matrix, int options=ComputeEigenvectors)

the link you have pasted says,
This implementation uses a symmetric QR algorithm. The matrix is first reduced to tridiagonal form using the Tridiagonalization class. The tridiagonal matrix is then brought to diagonal form with implicit symmetric QR steps with Wilkinson shift. Details can be found in Section 8.3 of Golub & Van Loan, Matrix Computations.

and here is the code: https://bitbucket.org/eigen/eigen/src/d ... lver.h-390

and the QR step is implemented there:

https://bitbucket.org/eigen/eigen/src/d ... lver.h-739