NAG Toolbox
F02 – Eigenvalues and Eigenvectors
F02 Introduction
f02ec
– Selected eigenvalues and eigenvectors of real nonsymmetric matrix (Black Box)
nag_eigen_real_gen_eigsys
– f02ec
f02fj
– Selected eigenvalues and eigenvectors of sparse symmetric eigenproblem (Black Box)
nag_eigen_real_symm_sparse_eigsys
– f02fj
f02gc
– Selected eigenvalues and eigenvectors of complex nonsymmetric matrix (Black Box)
nag_eigen_complex_gen_eigsys
– f02gc
f02sd
– Eigenvector of generalized real banded eigenproblem by inverse iteration
nag_eigen_real_band_geneig
– f02sd
f02wd
– QR factorization, possibly followed by SVD
nag_eigen_real_gen_qu_svd
– f02wd
f02wg
– Computes leading terms in the singular value decomposition of a real general matrix; also computes corresponding left and right singular vectors
nag_eigen_real_gen_partialsvd
– f02wg
f02wu
– SVD of real upper triangular matrix (Black Box)
nag_eigen_real_triang_svd
– f02wu
f02xu
– SVD of complex upper triangular matrix (Black Box)
nag_eigen_complex_triang_svd
– f02xu
F01
F03