LinAlg.h

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#ifndef LINALG_H
#define LINALG_H
 
#include "CNum/DataStructs/Matrix/Matrix.h"
 
#include <algorithm>
#include <array>

namespace CNum::DataStructs::LinAlg {
  struct Eigen {
    ::std::unique_ptr<double[]> values;
    ::CNum::DataStructs::Matrix<double> vectors;
  };

  struct QR {
    ::CNum::DataStructs::Matrix<double> q;
    ::CNum::DataStructs::Matrix<double> r;
  };

  double frobenius_norm(const Matrix<double> &m, bool is_off_diagonal = false);

  void unit_vector(::CNum::DataStructs::Matrix<double> &a);

  QR qr_decomposition(const ::CNum::DataStructs::Matrix<double> &a);

  Eigen find_eigen_values(const ::CNum::DataStructs::Matrix<double> &a);

  ::CNum::DataStructs::Matrix<double> covariance(const ::CNum::DataStructs::Matrix<double> &a);
};
 
#endif