eigen.hpp

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#pragma once
 
#include <cstddef>
#include <stdexcept>
#include <string>
 
#include "anpcpp/matrix.hpp"
 
namespace anpcpp {
 
class ConvergenceError : public std::runtime_error {
public:
  explicit ConvergenceError(const std::string& message)
      : std::runtime_error(message) {}
};
 
[[nodiscard]] Matrix harker_fix(const Matrix& mat);
 
struct EigenOptions {
  double error = 1e-10;
  bool use_harker = false;
  std::size_t max_iterations = 10000;
};
 
struct EigenResult {
  Vector vector;
  double value = 0.0;
  std::size_t iterations = 0;
  bool converged = false;
};
 
[[nodiscard]] EigenResult principal_eigen(const Matrix& mat,
                                          const EigenOptions& options = {});
 
[[nodiscard]] Vector principal_eigenvector(const Matrix& mat,
                                           const EigenOptions& options = {});
 
[[nodiscard]] double principal_eigenvalue(const Matrix& mat,
                                          const EigenOptions& options = {});
 
}  // namespace anpcpp