From 004c34f9de58067e627eb714083ca99b17e3fcfd Mon Sep 17 00:00:00 2001
From: marcandre <marcandre@b2dd03c8-39d4-4d8f-98ff-823fe69b080e>
Date: Fri, 1 Jul 2011 06:13:35 +0000
Subject: * lib/matrix: Add Eigenvalue Decomposition

git-svn-id: svn+ssh://ci.ruby-lang.org/ruby/trunk@32351 b2dd03c8-39d4-4d8f-98ff-823fe69b080e
---
 lib/matrix.rb | 22 ++++++++++++++++++++++
 1 file changed, 22 insertions(+)

(limited to 'lib/matrix.rb')

diff --git a/lib/matrix.rb b/lib/matrix.rb
index 12f99925bc..8c6b3d6e87 100644
--- a/lib/matrix.rb
+++ b/lib/matrix.rb
@@ -95,6 +95,10 @@ end
 # * <tt> #transpose                     </tt>
 # * <tt> #t                             </tt>
 #
+# Matrix decompositions:
+# * <tt> #eigen                         </tt>
+# * <tt> #eigensystem                   </tt>
+#
 # Complex arithmetic:
 # * <tt> conj                           </tt>
 # * <tt> conjugate                      </tt>
@@ -117,6 +121,7 @@ end
 class Matrix
   include Enumerable
   include ExceptionForMatrix
+  autoload :EigenvalueDecomposition, "matrix/eigenvalue_decomposition"
 
   # instance creations
   private_class_method :new
@@ -1162,6 +1167,23 @@ class Matrix
   end
   alias t transpose
 
+  #--
+  # DECOMPOSITIONS -=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
+  #++
+
+  #
+  # Returns the Eigensystem of the matrix; see +EigenvalueDecomposition+.
+  #   m = Matrix[[1, 2], [3, 4]]
+  #   v, d, v_inv = m.eigensystem
+  #   d.diagonal? # => true
+  #   v.inv == v_inv # => true
+  #   (v * d * v_inv).round(5) == m # => true
+  #
+  def eigensystem
+    EigenvalueDecomposition.new(self)
+  end
+  alias eigen eigensystem
+
   #--
   # COMPLEX ARITHMETIC -=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
   #++
-- 
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