namespace solver

syevj

#include "EigenSolver/syevj.hpp"

template <
    typename T,
    int NMAX,
    int NCU
    >
void syevj (
    int m,
    T* A,
    int lda,
    T* S,
    T* U,
    int ldu,
    int& info
    )

Symmetric Matrix Jacobi based Eigenvalue Decomposition (SYEVJ) .

$$\begin{equation*} {A U = U \Sigma, }\end{equation*}$$

where $A$ is a dense symmetric matrix of size $m \times m$ , $U$ is a $m \times m$ matrix with orthonormal columns, each column of U is the eigenvector $v_{i}$ , and $\Sigma$ is diagonal matrix, which contains the eigenvalues $\lambda_{i}$ of matrix A.

The maximum matrix size supported in FPGA is templated by NMAX.

Parameters:

T	data type (support float and double).
NMAX	maximum number of rows/columns of input matrix
NCU	number of computation unit
m	number of rows/cols of matrix A
A	input matrix of size $m \times m$
S	decomposed diagonal singular matrix of size $m \times m$
U	left U matrix of SVD
lda	leading dimension of matrix A
ldu	leading dimension of matrix U
info	output info (unused)