mrrr_cl()

template<bool need_eigenvectors = true>

void stan::math::internal::mrrr_cl ( const Eigen::Ref< const Eigen::VectorXd >  diagonal, const Eigen::Ref< const Eigen::VectorXd >  subdiagonal, Eigen::Ref< Eigen::VectorXd >  eigenvalues, Eigen::Ref< Eigen::MatrixXd >  eigenvectors, const double  min_rel_sep = 1e-4, const double  maximum_ele_growth = 15  )

inline

Calculates eigenvalues and eigenvectors of a irreducible tridiagonal matrix T using multiple relatively robust representations (MRRR) algorithm.

Use tridiagonal_eigensolver if any subdiagonal element might be (very close to) zero.

Parameters

	diagonal	Diagonal of of T.
	subdiagonal	Subdiagonal of T.
[out]	eigenvalues	Eigenvlues.
[out]	eigenvectors	Eigenvectors.
	min_rel_sep	Minimal relative separation of eigenvalues before computing eigenvectors.
	maximum_ele_growth	Maximal desired element growth of LDL decompositions.

Definition at line 298 of file mrrr.hpp.