Array for internal storage of nonsymmetric Hessenberg form.
Type
array
$ort
$ort : array
Working storage for nonsymmetric algorithm.
Type
array
$cdivr
$cdivr : float
Used for complex scalar division.
Type
float
$cdivi
$cdivi :
Type
Methods
__construct()
__construct( $Arg) : \Structure
Constructor: Check for symmetry, then construct the eigenvalue decomposition
Parameters
$Arg
Returns
\Structure
—
to access D and V.
getV()
getV() : \V
Return the eigenvector matrix
Returns
\V
getRealEigenvalues()
getRealEigenvalues() : \real(diag(D))
Return the real parts of the eigenvalues
Returns
\real(diag(D))
getImagEigenvalues()
getImagEigenvalues() : \imag(diag(D))
Return the imaginary parts of the eigenvalues
Returns
\imag(diag(D))
getD()
getD() : \D
Return the block diagonal eigenvalue matrix
Returns
\D
tred2()
tred2()
Symmetric Householder reduction to tridiagonal form.
tql2()
tql2()
Symmetric tridiagonal QL algorithm.
This is derived from the Algol procedures tql2, by
Bowdler, Martin, Reinsch, and Wilkinson, Handbook for
Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
Fortran subroutine in EISPACK.
orthes()
orthes()
Nonsymmetric reduction to Hessenberg form.
This is derived from the Algol procedures orthes and ortran,
by Martin and Wilkinson, Handbook for Auto. Comp.,
Vol.ii-Linear Algebra, and the corresponding
Fortran subroutines in EISPACK.
cdiv()
cdiv( $xr, $xi, $yr, $yi)
Performs complex division.
Parameters
$xr
$xi
$yr
$yi
hqr2()
hqr2()
Nonsymmetric reduction from Hessenberg to real Schur form.
Code is derived from the Algol procedure hqr2,
by Martin and Wilkinson, Handbook for Auto. Comp.,
Vol.ii-Linear Algebra, and the corresponding
Fortran subroutine in EISPACK.