FNLMath : Eigensystem Analysis
Eigensystem Analysis
Routines
Eigenvalue Decomposition
Computes the eigenvalues of a self-adjoint matrix LIN_EIG_SELF
Computes the eigenvalues of an n × n matrix LIN_EIG_GEN
Computes the generalized eigenvalues of an n × n matrix
pencil, Av = λBv LIN_GEIG_GEN
Eigenvalues and (Optionally) Eigenvectors of Ax = λx
Real General Problem Ax = λx
All eigenvalues EVLRG
All eigenvalues and eigenvectors EVCRG
Performance index EPIRG
Complex General Problem Ax = λx
All eigenvalues EVLCG
All eigenvalues and eigenvectors EVCCG
Performance index EPICG
Real Symmetric Problem Ax = λx
All eigenvalues EVLSF
All eigenvalues and eigenvectors EVCSF
Extreme eigenvalues EVASF
Extreme eigenvalues and their eigenvectors EVESF
Eigenvalues in an interval EVBSF
Eigenvalues in an interval and their eigenvectors EVFSF
Performance index EPISF
Real Band Symmetric Matrices in Band Storage Mode
All eigenvalues EVLSB
All eigenvalues and eigenvectors EVCSB
Extreme eigenvalues EVASB
Extreme eigenvalues and their eigenvectors EVESB
Eigenvalues in an interval EVBSB
Eigenvalues in an interval and their eigenvectors EVFSB
Performance index EPISB
Complex Hermitian Matrices
All eigenvalues EVLHF
All eigenvalues and eigenvectors EVCHF
Extreme eigenvalues EVAHF
Extreme eigenvalues and their eigenvectors EVEHF
Eigenvalues in an interval EVBHF
Eigenvalues in an interval and their eigenvectors EVFHF
Performance index EPIHF
Real Upper Hessenberg Matrices
All eigenvalues EVLRH
All eigenvalues and eigenvectors EVCRH
Complex Upper Hessenberg Matrices
All eigenvalues EVLCH
All eigenvalues and eigenvectors EVCCH
Eigenvalues and (Optionally) Eigenvectors of Ax = λBx
Real General Problem Ax = λBx
All eigenvalues GVLRG
All eigenvalues and eigenvectors GVCRG
Performance index GPIRG
Complex General Problem Ax = λBx
All eigenvalues GVLCG
All eigenvalues and eigenvectors GVCCG
Performance index GPICG
Real Symmetric Problem Ax = λBx
All eigenvalues GVLSP
All eigenvalues and eigenvectors GVCSP
Performance index GPISP
Eigenvalues and Eigenvectors Computed with ARPACK
Fortran 2003 Usage
Real Symmetric Problem Ax = λBx ARPACK_SYMMETRIC
Real singular value decomposition AV = US ARPACK_SVD
Real General Problem Ax = λBx ARPACK_NONSYMMETRIC
Complex General Problem Ax = λBx ARPACK_COMPLEX