Implement max_off_diag_symmetric

include/matrix.hpp

@@ -13,4 +13,6 @@ arma::mat create_tridiagonal(int n, double a, double d, double e);
 
 arma::mat create_symmetric_tridiagonal(int n, double a, double d);
 
+double max_offdiag_symmetric(arma::mat& A, int& k, int& l);
+
 #endif

src/matrix.cpp

@@ -36,3 +36,20 @@ arma::mat create_symmetric_tridiagonal(int n, double a, double d)
 {
     return create_tridiagonal(n, a, d, a);
 }
+
+double max_offdiag_symmetric(arma::mat& A, int& k, int& l)
+{
+    int m = A.n_rows;
+    int n = A.n_cols;
+    double item, res = 0.;
+    for (int i=0; i < m; i++) {
+        for (int j=i+1; j < n; j++) {
+            if ((item = std::abs(A(i,j))) > res) {
+                res = item;
+                k = i;
+                l = j;
+            }
+        }
+    }
+    return res;
+}

src/test_suite.cpp

@@ -48,12 +48,23 @@ void test_create_symmetric_tridiagonal() {
 }
 
 void test_max_off_diag_symmetric() {
+    arma::mat A = arma::mat(4,4,arma::fill::eye);
 
+    double tol = 10e-8;
+    A(0, 3) = .5;
+    A(3, 0) = .5;
+    A(1, 2) = -.7;
+    A(2, 1) = -.7;
+    
+    int k,l;
+    assert(max_offdiag_symmetric(A, k, l) - .7 < tol);
+    assert(k == 1 && l == 2);
 }
 
 int main() {
 
     test_create_symmetric_tridiagonal();
+    test_max_off_diag_symmetric();
 
     return 0;
 }