GeneralizedEigenSolver.h

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#ifndef GENERALIZEDEIGENSOLVER_H
#define GENERALIZEDEIGENSOLVER_H
 
 
#include "MUQ/Modeling/LinearAlgebra/LinearOperator.h"
 
#include <boost/property_tree/ptree_fwd.hpp>
#include <Eigen/Core>
 
namespace muq{
namespace Modeling{
 
  class GeneralizedEigenSolver {
 
  public:
 
    virtual ~GeneralizedEigenSolver() = default;
 
 
    // /**
    // Compute the generalized eigenvalues and eigenvectors of a symmetric system \f$Av = \lambda Bv\f$ .
    // @param[in] A A shared pointer to a muq::Modeling::LinearOperator instance specifying the matrix A.
    // @param[in] B A shared pointer to a muq::Modeling::LinearOperator instance specifying the matrix B.  If not specified or set to nullptr, B will be set to the identity.
    // */
    // virtual GeneralizedEigenSolver& compute(std::shared_ptr<LinearOperator> const& A,
    //                                         std::shared_ptr<LinearOperator>        B = nullptr) = 0;
 
    Eigen::VectorXd const& eigenvalues() const{return eigVals;}
 
    Eigen::MatrixXd const& eigenvectors() const{return eigVecs;};
 
  protected:
 
    static void SortCols(std::vector<std::pair<int,int>> const& swapInds,
                         Eigen::Ref<Eigen::MatrixXd>            matrix);
 
    static void SortVec(std::vector<std::pair<int,int>> const& swapInds,
                             Eigen::Ref<Eigen::VectorXd>       matrix);
 
    static void SortVec(std::vector<std::pair<int,int>> const& swapInds,
                        std::vector<bool>                    & vec);
    static std::vector<std::pair<int,int>> GetSortSwaps(Eigen::Ref<const Eigen::VectorXd> const& residNorms,
                                                        std::vector<bool>                 const& isActive);
 
    static std::vector<std::pair<int,int>> GetSortSwaps(Eigen::Ref<const Eigen::VectorXd> const& residNorms);
    
    Eigen::VectorXd eigVals;
    Eigen::MatrixXd eigVecs;
 
    std::shared_ptr<LinearOperator> A, B, M;
  }; // class GeneralizedEigenSolver
 
}
}
 
#endif // #ifndef GENERALIZEDEIGENSOLVER_H