Implement jacobi rotation method

include/jacobi.hpp

@@ -0,0 +1,48 @@
+/** @file jacobi.hpp
+ *  @brief Function prototypes for the jacobi rotation algorithm.
+ *
+ *  @author Cory Alexander Balaton (coryab)
+ *  @author Janita Ovidie Sandtrøen Willumsen (janitaws)
+ *  @bug No known bugs
+ */
+#ifndef __JACOBI__
+#define __JACOBI__
+
+#include <armadillo>
+
+/** @brief Computes a single rotation.
+ *
+ *  Description
+ *
+ *  @param A Matrix A<sup> (m) </sup>
+ *  @param R The rotation matrix R<sup> (m) </sup>
+ *  @param k Index of the row with the element of largest absolute value
+ *  @param l Index of the column with the element of largest absolute value
+ *
+ *  @return Void
+ */
+void jacobi_rotate(arma::mat& A, arma::mat& R, int k, int l);
+
+/** @ brief Solves the eigenvalue problem using the jacobi rotation method.
+ *
+ *  Description
+ *
+ *  @param A The initial matrix to be solved
+ *  @param eps Tolerance
+ *  @param eigenvalues A vector that will contain the computed eigenvalues
+ *  @param eigenvectors A Matrix that will contain the computed eigenvectors
+ *  @param maxiter The max number of iterations allowed
+ *  @param iterations To keep track of how many iterations the algorithm used
+ *  @param converged Tells the user if the algorithm has converged
+ *
+ *  @return Void
+ * */
+void jacobi_eigensolver(const arma::mat& A, 
+                        double eps, 
+                        arma::vec& eigenvalues, 
+                        arma::mat& eigenvectors, 
+                        const int maxiter, 
+                        int& iterations, 
+                        bool& converged);
+
+#endif