added SGVector/SGMatrix based eigenvalue routine wrapper for the exis…

…ting eigenvalue function
shogun-toolbox · May 29, 2012 · 4c20d8a · 4c20d8a
1 parent bea615a
commit 4c20d8a
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diff --git a/src/shogun/mathematics/Math.cpp b/src/shogun/mathematics/Math.cpp
@@ -546,6 +546,22 @@ void CMath::inverse(SGMatrix<float64_t> matrix)
 	SG_FREE(ipiv);
 }
 
+SGVector<float64_t> CMath::compute_eigenvectors(SGMatrix<float64_t> matrix)
+{
+	if (matrix.num_rows!=matrix.num_rows)
+	{
+		SG_SERROR("CMath::compute_eigenvectors(SGMatrix<float64_t>): matrix"
+				" rows and columns are not equal!\n");
+	}
+
+	/* use reference counting for SGVector */
+	SGVector<float64_t> result(NULL, 0, true);
+	result.vlen=matrix.num_rows;
+	result.vector=compute_eigenvectors(matrix.matrix, matrix.num_rows,
+			matrix.num_rows);
+	return result;
+}
+
 double* CMath::compute_eigenvectors(double* matrix, int n, int m)
 {
 	ASSERT(n == m);

diff --git a/src/shogun/mathematics/Math.h b/src/shogun/mathematics/Math.h
@@ -494,6 +494,17 @@ class CMath : public CSGObject
 		}
 
 #ifdef HAVE_LAPACK
+		/** compute eigenvalues and eigenvectors of symmetric matrix using
+		 * LAPACK
+		 *
+		 * @param matrix symmetric matrix to compute eigenproblem. Is
+		 * overwritten and contains orthonormal eigenvectors afterwards
+		 * @return eigenvalues vector with eigenvalues equal to number of rows
+		 * in matrix
+		 * */
+		static SGVector<float64_t> compute_eigenvectors(
+				SGMatrix<float64_t> matrix);
+
 		/** compute eigenvalues and eigenvectors of symmetric matrix
 		 *
 		 * @param matrix  overwritten and contains n orthonormal eigenvectors