LaEigenValues.cxx

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// @(#)root/minuit2:$Id$
// Authors: M. Winkler, F. James, L. Moneta, A. Zsenei   2003-2005

/**********************************************************************
 *                                                                    *
 * Copyright (c) 2005 LCG ROOT Math team,  CERN/PH-SFT                *
 *                                                                    *
 **********************************************************************/

#include "Minuit2/LAVector.h"
#include "Minuit2/LASymMatrix.h"

namespace ROOT {

   namespace Minuit2 {


int mneigen(double*, unsigned int, unsigned int, unsigned int, double*,double);

LAVector eigenvalues(const LASymMatrix& mat) {
   // calculate eigenvalues of symmetric matrices using mneigen function (transalte from fortran Minuit)
   unsigned int nrow = mat.Nrow();

   LAVector tmp(nrow*nrow);
   LAVector work(2*nrow);

   for(unsigned int i = 0; i < nrow; i++)
      for(unsigned int j = 0; j <= i; j++) {
         tmp(i + j*nrow) = mat(i,j);
         tmp(i*nrow + j) = mat(i,j);
      }

   int info = mneigen(tmp.Data(), nrow, nrow, work.size(), work.Data(), 1.e-6);
   (void)info;
   assert(info == 0);

   LAVector result(nrow);
   for(unsigned int i = 0; i < nrow; i++) result(i) = work(i);

   return result;
}

   }  // namespace Minuit2

}  // namespace ROOT