Eigen Class

Collection of Eigen System functions.

For a list of all members of this type, see Eigen Members.

System.Object
Imsl.Math.Eigen

public class Eigen

Thread Safety

Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Remarks

Eigen computes the eigenvalues and eigenvectors of a real matrix. The matrix is first balanced. Orthogonal similarity transformations are used to reduce the balanced matrix to a real upper Hessenberg matrix. The implicit double-shifted QR algorithm is used to compute the eigenvalues and eigenvectors of this Hessenberg matrix. The eigenvectors are normalized such that each has Euclidean length of value one. The largest component is real and positive.

The balancing routine is based on the EISPACK routine BALANC. The reduction routine is based on the EISPACK routines ORTHES and ORTRAN. The QR algorithm routine is based on the EISPACK routine HQR2. See Smith et al. (1976) for the EISPACK routines. Further details, some timing data, and credits are given in Hanson et al. (1990).

While the exact value of the performance index, $\tau$ , is highly machine dependent, the performance of Eigen is considered excellent if $\tau \lt 1$ , good if $1 \le \tau \le 100$ , and poor if $\tau \gt 100$ .

The performance index was first developed by the EISPACK project at Argonne National Laboratory; see Smith et al. (1976, pages 124-125).

Requirements

Namespace: Imsl.Math

Assembly: ImslCS (in ImslCS.dll)

Eigen Class

Thread Safety

Remarks

Requirements

See Also