MnEigen.java

package org.freehep.math.minuit;

/**
 * Calculates and the eigenvalues of the user covariance matrix MnUserCovariance.
 * @version $Id: MnEigen.java 8584 2006-08-10 23:06:37Z duns $
 */
public class MnEigen
{
   /* Calculate eigenvalues of the covariance matrix.
    * Will perform the calculation of the eigenvalues of the covariance matrix
    * and return the result in the form of a double array.
    * The eigenvalues are ordered from the smallest to the largest eigenvalue.
    */
   public static double[] eigenvalues(MnUserCovariance covar)
   {
      MnAlgebraicSymMatrix cov = new MnAlgebraicSymMatrix(covar.nrow());
      for(int i = 0; i < covar.nrow(); i++)
         for(int j = i; j < covar.nrow(); j++)
            cov.set(i,j,covar.get(i,j));
      
      MnAlgebraicVector eigen = cov.eigenvalues();
      return eigen.data();
   }
}