Solving Eigen System in c#?

Question

Do you know of a good library/way that I can use to solve an eigen system in c#?

My data is 2D/3D and I want to get direction and length of first and second eigen vectors to evaluate how my data is elongated in 2D space.

Thanks

This may help: http://stackoverflow.com/questions/4400203/calculating-eigenvectors-in-c-using-advanced-matrix-library-in-c-net — Justin Ethier, Aug 08 '11 at 14:24
By the way, you probably need SVD, not eigenvector decomposition. — Alexandre C., Aug 08 '11 at 15:08

score 5 · Answer 1 · answered Aug 08 '11 at 14:24

5

Maybe this library can help you.

answered Aug 08 '11 at 14:24

duffymo

score 5 · Answer 2 · answered Aug 08 '11 at 14:24

5

Alglib is GPL2.

answered Aug 08 '11 at 14:24

Alexandre C.

Mo Valipour · Accepted Answer · 2011-08-16T23:01:13.443

Thanks to guys who suggested Alglib but its naming convention is c++ style and I didn't find it easy to use!

Instead I found a brilliant opensource library called Accord.Math. It provides a fantastic API for mathematics which very well satisfies my needs.

I first found a Normalized EigenValue decomposition code here, but apparently it is already added to Accord.Math library.

My code looks like this:

var gevd = new EigenvalueDecomposition(rect);
var V = gevd.Eigenvectors;
var D = gevd.DiagonalMatrix;

It also provides other types of decompositions:

enter image description here

3 Answers3