eigendecompose.hpp

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#ifndef STAN_MATH_PRIM_FUN_EIGENDECOMPOSE_HPP
#define STAN_MATH_PRIM_FUN_EIGENDECOMPOSE_HPP
 
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <stan/math/prim/err.hpp>
 
namespace stan {
namespace math {
 
template <typename EigMat, require_eigen_matrix_dynamic_t<EigMat>* = nullptr,
          require_not_vt_complex<EigMat>* = nullptr>
inline std::tuple<Eigen::Matrix<complex_return_t<value_type_t<EigMat>>, -1, -1>,
                  Eigen::Matrix<complex_return_t<value_type_t<EigMat>>, -1, 1>>
eigendecompose(EigMat&& m) {
  if (unlikely(m.size() == 0)) {
    return std::make_tuple(
        Eigen::Matrix<complex_return_t<value_type_t<EigMat>>, -1, -1>(0, 0),
        Eigen::Matrix<complex_return_t<value_type_t<EigMat>>, -1, 1>(0, 1));
  }
  check_square("eigendecompose", "m", m);
 
  decltype(auto) m_ref = to_ref(std::forward<EigMat>(m));
  using PlainMat = plain_type_t<EigMat>;
  Eigen::EigenSolver<PlainMat> solver(std::forward<decltype(m_ref)>(m_ref));
  return std::make_tuple(std::move(solver.eigenvectors()),
                         std::move(solver.eigenvalues()));
}
 
template <typename EigCplxMat,
          require_eigen_matrix_dynamic_vt<is_complex, EigCplxMat>* = nullptr>
inline std::tuple<
    Eigen::Matrix<complex_return_t<value_type_t<EigCplxMat>>, -1, -1>,
    Eigen::Matrix<complex_return_t<value_type_t<EigCplxMat>>, -1, 1>>
eigendecompose(EigCplxMat&& m) {
  if (unlikely(m.size() == 0)) {
    return std::make_tuple(
        Eigen::Matrix<complex_return_t<value_type_t<EigCplxMat>>, -1, -1>(0, 0),
        Eigen::Matrix<complex_return_t<value_type_t<EigCplxMat>>, -1, 1>(0, 1));
  }
  check_square("eigendecompose", "m", m);
 
  decltype(auto) m_ref = to_ref(std::forward<EigCplxMat>(m));
 
  using PlainMat = Eigen::Matrix<scalar_type_t<EigCplxMat>, -1, -1>;
  Eigen::ComplexEigenSolver<PlainMat> solver(
      std::forward<decltype(m_ref)>(m_ref));
 
  return std::make_tuple(std::move(solver.eigenvectors()),
                         std::move(solver.eigenvalues()));
}
 
}  // namespace math
}  // namespace stan
#endif