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using IStation.Numerics.LinearAlgebra.Factorization;
namespace IStation.Numerics.LinearAlgebra.Double.Factorization
{
using Complex = System.Numerics.Complex;
///
/// Eigenvalues and eigenvectors of a real matrix.
///
///
/// If A is symmetric, then A = V*D*V' where the eigenvalue matrix D is
/// diagonal and the eigenvector matrix V is orthogonal.
/// I.e. A = V*D*V' and V*VT=I.
/// If A is not symmetric, then the eigenvalue matrix D is block diagonal
/// with the real eigenvalues in 1-by-1 blocks and any complex eigenvalues,
/// lambda + i*mu, in 2-by-2 blocks, [lambda, mu; -mu, lambda]. The
/// columns of V represent the eigenvectors in the sense that A*V = V*D,
/// i.e. A.Multiply(V) equals V.Multiply(D). The matrix V may be badly
/// conditioned, or even singular, so the validity of the equation
/// A = V*D*Inverse(V) depends upon V.Condition().
/// Matrix V is encoded in the property EigenVectors in the way that:
/// - column corresponding to real eigenvalue represents real eigenvector,
/// - columns corresponding to the pair of complex conjugate eigenvalues
/// lambda[i] and lambda[i+1] encode real and imaginary parts of eigenvectors.
///
internal abstract class Evd : Evd
{
protected Evd(Matrix eigenVectors, Vector eigenValues, Matrix blockDiagonal, bool isSymmetric)
: base(eigenVectors, eigenValues, blockDiagonal, isSymmetric)
{
}
///
/// Gets the absolute value of determinant of the square matrix for which the EVD was computed.
///
public override double Determinant
{
get
{
var det = Complex.One;
for (var i = 0; i < EigenValues.Count; i++)
{
det *= EigenValues[i];
if (EigenValues[i].AlmostEqual(Complex.Zero))
{
return 0;
}
}
return det.Magnitude;
}
}
///
/// Gets the effective numerical matrix rank.
///
/// The number of non-negligible singular values.
public override int Rank
{
get
{
var rank = 0;
for (var i = 0; i < EigenValues.Count; i++)
{
if (EigenValues[i].AlmostEqual(Complex.Zero))
{
continue;
}
rank++;
}
return rank;
}
}
///
/// Gets a value indicating whether the matrix is full rank or not.
///
/// true if the matrix is full rank; otherwise false.
public override bool IsFullRank
{
get
{
for (var i = 0; i < EigenValues.Count; i++)
{
if (EigenValues[i].AlmostEqual(Complex.Zero))
{
return false;
}
}
return true;
}
}
}
}