LaEigenValues.cxx

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// @(#)root/minuit2:$Id$
// Authors: M. Winkler, F. James, L. Moneta, A. Zsenei   2003-2005
 
/**********************************************************************
 *                                                                    *
 * Copyright (c) 2005 LCG ROOT Math team,  CERN/PH-SFT                *
 *                                                                    *
 **********************************************************************/
 
#include "Minuit2/LAVector.h"
#include "Minuit2/LASymMatrix.h"
 
namespace ROOT {
 
namespace Minuit2 {
 
int mneigen(double *, unsigned int, unsigned int, unsigned int, double *, double);
 
LAVector eigenvalues(const LASymMatrix &mat)
{
   // calculate eigenvalues of symmetric matrices using mneigen function (translate from fortran Minuit)
   unsigned int nrow = mat.Nrow();
 
   LAVector tmp(nrow * nrow);
   LAVector work(2 * nrow);
 
   for (unsigned int i = 0; i < nrow; i++)
      for (unsigned int j = 0; j <= i; j++) {
         tmp(i + j * nrow) = mat(i, j);
         tmp(i * nrow + j) = mat(i, j);
      }
 
   int info = mneigen(tmp.Data(), nrow, nrow, work.size(), work.Data(), 1.e-6);
   (void)info;
   assert(info == 0);
 
   LAVector result(nrow);
   for (unsigned int i = 0; i < nrow; i++)
      result(i) = work(i);
 
   return result;
}
 
} // namespace Minuit2
 
} // namespace ROOT