xtensor eigenpair example

xeign.cpp

#include <iostream>
#include <vector>
#include <tuple>
#include <algorithm>

#include "xtensor/xarray.hpp"
#include "xtensor/xio.hpp"
#include "xtensor/xmath.hpp"
#include "xtensor/xrandom.hpp"
#include "xtensor/xbuilder.hpp"
#include "xtensor/xbroadcast.hpp"
#include "xtensor-blas/xlinalg.hpp"

int main() { 
    xt::xarray<double> correlation_matrix {{1,0,0}, {0, 1, 0.5}, {0, 0.5, 1}};
    std::cout << correlation_matrix << std::endl;
    auto eigenpair = xt::linalg::eig(correlation_matrix);
    auto eigenvalues = std::get<0>(eigenpair);
    auto eigenvectors = std::get<1>(eigenpair);
    std::cout << "Eigen values: " << std::endl << xt::real(eigenvalues) << std::endl;
    std::cout << "Eigen vectors: " << std::endl << xt::real(eigenvectors) << std::endl;

    return 0;
}