Sourcecode for solving complex eigenvalue and eigenvector problems.
This code can perform eigen decomposition with complex values. The input matrix can be real or complex valued. Resulting output vectors can be real or complex valued depending on the input.
eigHqrTest.cpp contains three use cases that demonstrate how the eigen pair solver can be utilized. It can be used as an entry point to following what this code does.
Possible applications are: Signal processing (digital filter design), control theory, machine learning (PCA & LDA), quantum mechanics, structural engineering (dynamics)