eigenvals()

__kernel void stan::math::opencl_kernels::eigenvals	(	const __global double *	diagonal,
		const __global double *	subdiagonal_squared,
		const __global double_d *	l,
		const __global double_d *	d,
		__global double *	eigval_global,
		__global double_d *	shifted_low_global,
		__global double_d *	shifted_high_global,
		const double	min_eigval,
		const double	max_eigval,
		const double	shift,
		const char	do_refine
	)

Calculates eigenvalues of a tridiagonal matrix T and refines shifted eigenvalues using shifted LDL decomposition of T.

Parameters

	diagonal	diagonal of T
	subdiagonal_squared	element-wise squared subdiagonal of T
	l	subdiagonal of L
	d	diagonal of D
[out]	eigval_global	eigenvalues of T
[out]	shifted_low_global	lower bounds on shifted eigenvalues
[out]	shifted_high_global	upper bounds on shifted eigenvalues
	min_eigval	initial lower bound on eigenvalues
	max_eigval	initial upper bound on eigenvalues
	shift	shift of the LDL decomposition
	do_refine	if non-zero, refines the shifted eigenvalues

Definition at line 161 of file mrrr.hpp.