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DSGNHEP

Dense Generalized Non-Hermitian Eigenvalue Problem.

Notes

The problem is expressed as A*X = B*X*Lambda, where (A,B) is the input matrix pencil. Lambda is a diagonal matrix whose diagonal elements are the arguments of DSSolve(). After solve, (A,B) is overwritten with the generalized (real) Schur form (S,T) = (Z'*A*Q,Z'*B*Q), with the first matrix being upper quasi-triangular and the second one triangular.

Used DS matrices

DS_MAT_A  - first problem matrix
DS_MAT_B  - second problem matrix
DS_MAT_Q  - first orthogonal/unitary transformation that reduces to generalized (real) Schur form
DS_MAT_Z  - second orthogonal/unitary transformation that reduces to generalized (real) Schur form

Implemented methods

0  - QZ iteration (_gges)
1  - blocked QZ iteration (_gges3, if available)

See Also

DSCreate(), DSSetType(), DSType

Level

beginner

Location

src/sys/classes/ds/impls/gnhep/dsgnhep.c

Index of all DS routines
Table of Contents for all manual pages
Index of all manual pages