Chapter Introduction |
Module 6.1: nag_sym_eig - Standard Symmetric Eigenvalue Problems |
nag_sym_eig_all |
All eigenvalues, and optionally eigenvectors, of a real symmetric or complex Hermitian matrix |
nag_sym_eig_sel |
Selected eigenvalues, and optionally the corresponding eigenvectors, of a real symmetric or complex Hermitian matrix |
nag_sym_tridiag_reduc |
Reduction of a real symmetric or complex Hermitian matrix to real symmetric tridiagonal form |
nag_sym_tridiag_orth |
Form or apply the transformation matrix determined by nag_sym_tridiag_reduc |
nag_sym_tridiag_eig_all |
All eigenvalues, and optionally eigenvectors, of a real symmetric tridiagonal matrix |
nag_sym_tridiag_eig_val |
Selected eigenvalues of a real
symmetric tridiagonal matrix |
nag_sym_tridiag_eig_vec |
Selected eigenvectors of a real
symmetric tridiagonal matrix |
Examples
|
Module 6.2: nag_nsym_eig - Standard Nonsymmetric Eigenvalue Problems |
nag_nsym_eig_all |
All eigenvalues, and optionally
eigenvectors, of a general real or complex matrix |
nag_schur_fac |
Schur factorization of a general real or
complex matrix |
Examples
|
Module 6.3: nag_svd - Singular Value Decomposition (SVD) |
nag_gen_svd |
Singular value decomposition of a general real
or complex matrix |
nag_gen_bidiag_reduc |
Reduction of a general real or complex matrix to real bidiagonal form |
nag_bidiag_svd |
Singular value decomposition of a real
bidiagonal matrix |
Examples
|
Module 6.4: nag_lin_lsq - Linear Least-squares problems |
nag_lin_lsq_sol |
Solves a real or complex linear
least-squares problem |
nag_lin_lsq_sol_svd |
Solves a real or complex linear least-squares problem, assuming that a singular value decomposition of the coefficient matrix has already been
computed |
nag_qr_fac |
QR factorization of a general real or complex matrix |
nag_qr_orth |
Form or apply the matrix determined by nag_qr_fac |
nag_lin_lsq_sol_qr |
Solves a real or complex linear
least-squares problem, assuming that the factorization of the coefficient
matrix has already been computed |
nag_lin_lsq_sol_qr_svd |
Solves a real or complex linear
least-squares problem using the SVD, assuming that the QR factorization of the coefficient matrix has already been computed |
Examples
|
Module 6.5: nag_sym_gen_eig - Symmetric-definite Generalized Eigenvalue Problems |
nag_sym_gen_eig_all |
All eigenvalues, and optionally eigenvectors, of a real symmetric-definite or complex Hermitian-definite generalized eigenvalue problem |
nag_sym_gen_eig_sel |
Selected eigenvalues, and optionally
the corresponding eigenvectors, of a real symmetric-definite or complex Hermitian-definite generalized eigenvalue problem |
Examples
|
Module 6.6: nag_nsym_gen_eig - Nonsymmetric Generalized Eigenvalue Problems |
nag_nsym_gen_eig_all |
All eigenvalues, and optionally eigenvectors, of a real or complex nonsymmetric generalized eigenvalue problem |
nag_gen_schur_fac |
Generalized Schur factorization of a real
or complex matrix pencil |
Examples
|