TMatrixDSymEigen
Eigenvalues and eigenvectors of a real symmetric matrix.
If A is symmetric, then A = V*D*V' where the eigenvalue matrix D is
diagonal and the eigenvector matrix V is orthogonal. That is, the
diagonal values of D are the eigenvalues, and V*V' = I, where I is
the identity matrix. The columns of V represent the eigenvectors in
the sense that A*V = V*D.
void MakeTridiagonal(TMatrixD &v,TVectorD &d,TVectorD &e)
This is derived from the Algol procedures tred2 by Bowdler, Martin, Reinsch, and
Wilkinson, Handbook for Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
Fortran subroutine in EISPACK.
void MakeEigenVectors(TMatrixD &v,TVectorD &d,TVectorD &e)
Symmetric tridiagonal QL algorithm.
This is derived from the Algol procedures tql2, by Bowdler, Martin, Reinsch, and
Wilkinson, Handbook for Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
Fortran subroutine in EISPACK.