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arnoldi.h
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1 /*
2  * Copyright 2008-2014 NVIDIA Corporation
3  *
4  * Licensed under the Apache License, Version 2.0 (the "License");
5  * you may not use this file except in compliance with the License.
6  * You may obtain a copy of the License at
7  *
8  * http://www.apache.org/licenses/LICENSE-2.0
9  *
10  * Unless required by applicable law or agreed to in writing, software
11  * distributed under the License is distributed on an "AS IS" BASIS,
12  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13  * See the License for the specific language governing permissions and
14  * limitations under the License.
15  */
16 
21 #pragma once
22 
23 #include <cusp/detail/config.h>
24 
25 #include <cstddef>
26 
27 namespace cusp
28 {
29 namespace eigen
30 {
31 
82 template <typename Matrix, typename Array2d>
83 void arnoldi(const Matrix& A, Array2d& H, size_t k = 10);
84 
88 } // end namespace eigen
89 } // end namespace cusp
90 
91 #include <cusp/eigen/detail/arnoldi.inl>
void arnoldi(const Matrix &A, Array2d &H, size_t k=10)
Approximate spectral radius of A using Arnoldi.