Eigenvalue Decomposition

Computes the eigenvalues of a self-adjoint matrix, A......................................... LIN_EIG_SELF

Computes the eigenvalues of an n × n matrix, A................................................ LIN_EIG_GEN

Computes the generalized eigenvalues of an n × n matrix pencil, Av = lBv........ LIN_GEIG_GEN

Eigenvalues and (Optionally) Eigenvectors of Ax = lx

Real General Problem Ax = lx

All eigenvalues..................................................................................................... EVLRG

All eigenvalues and eigenvectors........................................................................... EVCRG

Performance index................................................................................................ EPIRG

Complex General Problem Ax = lx

All eigenvalues..................................................................................................... EVLCG

All eigenvalues and eigenvectors........................................................................... EVCCG

Performance index................................................................................................ EPICG

Real Symmetric Problem Ax = lx

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 = lBx

Real General Problem Ax = lBx

All eigenvalues.................................................................................................... GVLRG

All eigenvalues and eigenvectors........................................................................... GVCRG

Performance index................................................................................................ GPIRG

Complex General Problem Ax = lBx

All eigenvalues.................................................................................................... GVLCG

All eigenvalues and eigenvectors........................................................................... GVCCG

Performance index................................................................................................ GPICG

2.3.3     Real Symmetric Problem Ax = lBx

All eigenvalues..................................................................................................... GVLSP

All eigenvalues and eigenvectors........................................................................... GVCSP

Performance index................................................................................................ GPISP

Visual Numerics, Inc. Visual Numerics - Developers of IMSL and PV-WAVE http://www.vni.com/ PHONE: 713.784.3131 FAX:713.781.9260