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eigen_symmetric

Function eigen_symmetric 

Source
pub fn eigen_symmetric(
    n: usize,
    data: &[f64],
) -> Result<(Vec<f64>, Vec<f64>), LinearAlgebraError>
Expand description

Eigen-decomposition of a SYMMETRIC row-major n×n matrix via cyclic Jacobi rotations. Returns (eigenvalues, eigenvectors) where eigenvectors is a row-major n×n matrix whose COLUMN j is the unit eigenvector for eigenvalues[j]. Errors if the input is not (within tolerance) symmetric.