consteig is a header-only C++17 constexpr template library for computing
eigenvalues and eigenvectors of constexpr matrices at compile-time. The results
are stored as static constexpr values, so no processor time is spent
calculating them at runtime and no offline tool is needed to generate them.
This is particularly useful when a system's parameters are fixed at
compile-time. Information like filter coefficients, system eigenvalues, and
steady-state distributions can be computed by the compiler and live directly in
the program binary rather than being derived externally and hard-coded. If
parameters change, the compiler recomputes the dependent outputs. When the math
is wrong, static_assert can catch it at build time. consteig is strictly
freestanding and depends on no external libraries, not even the C++ standard
library.
All at compile-time, consteig supports:
- Computation of real and complex eigenvalues and eigenvectors for symmetric and non-symmetric matrices.
- Matrix construction and manipulation, including common operations and decompositions.
- A selection of mathematical functions, including complex arithmetic.
Full documentation including guidance, constraints, numerical methodology, examples, verification, and performance are described in the documentation.
Simply #include <consteig/consteig.hpp> (optionally consume via CMake with
add_subdirectory, FetchContent, vcpkg, or Conan). Requires C++17.
For a quick reference on getting started, including examples, see getting-started.