Eigensystem Analysis

FNLMath : 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

The Base Class The Base Class ARPACKBASE

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