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DSNHEP

Dense Non-Hermitian Eigenvalue Problem.

Notes

The problem is expressed as A*X = X*Lambda, where A is the input matrix. Lambda is a diagonal matrix whose diagonal elements are the arguments of DSSolve(). After solve, A is overwritten with the upper quasi-triangular matrix T of the (real) Schur form, A*Q = Q*T.

In the intermediate state A is reduced to upper Hessenberg form.

Computation of left eigenvectors is supported, but two-sided Krylov solvers usually rely on the related DSNHEPTS.

Used DS matrices

DS_MAT_A  - problem matrix
DS_MAT_Q  - orthogonal/unitary transformation that reduces to Hessenberg form (intermediate step) or matrix of orthogonal Schur vectors

Implemented methods

0  - Implicit QR (_hseqr)

See Also

DSCreate(), DSSetType(), DSType

Level

beginner

Location

src/sys/classes/ds/impls/nhep/dsnhep.c

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