eigen.h

Computes the eigenvalues and eigenvectors of a real upper-Hessenberg Matrix using the QR method

#ifndef _Eigen_
#define _Eigen_

class Eigen {
public:
	Eigen();
	void cdivA(double ar, double ai, double br, double bi, double **A, int in1, int in2, int in3);
	void hqr2(double **A, int N, double **B, int low, int igh, double *wr, double *wi, int &ierr);
	void norVec(double **Z, double *wi, int N);
	void balance (double **A, int N, int *trace, double *scale, int &low, int &igh);
	void upperHessenberg(double **A, int N, int *trace, double *scale, int low, int igh);
	void Compute(double **A, double **B, double *wr, double *wi, int N, bool sort);
};
#endif