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lines changed Original file line number Diff line number Diff line change 1- //! Eigenvalue decomposition for Hermite matrices
1+ //! Eigendecomposition for Hermitian matrices.
2+ //!
3+ //! For a Hermitian matrix `A`, this solves the eigenvalue problem `A V = V D`
4+ //! for `D` and `V`, where `D` is the diagonal matrix of eigenvalues in
5+ //! ascending order and `V` is the orthonormal matrix of corresponding
6+ //! eigenvectors.
7+ //!
8+ //! For a pair of Hermitian matrices `A` and `B` where `B` is also positive
9+ //! definite, this solves the generalized eigenvalue problem `A V = B V D`,
10+ //! where `D` is the diagonal matrix of generalized eigenvalues in ascending
11+ //! order and `V` is the matrix of corresponding generalized eigenvectors. The
12+ //! matrix `V` is normalized such that `V^H B V = I`.
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314use ndarray:: * ;
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