ManagedLapack.HermitianEigenvalueDecompose Method

Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix A.

Definition

Namespace: Extreme.Mathematics.LinearAlgebra.Implementation
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public override void HermitianEigenvalueDecompose(
	char jobz,
	MatrixTriangle storedTriangle,
	int n,
	Array2D<Complex<double>> a,
	Array1D<double> w,
	out int info
)

Parameters

jobz  Char
            = 'N':  Compute eigenvalues only;
            = 'V':  Compute eigenvalues and eigenvectors.
            
storedTriangle  MatrixTriangle
            = 'U':  Upper triangle of A is stored;
            = 'L':  Lower triangle of A is stored.
            
n  Int32
            The order of the matrix A.  N >= 0.
            
a  Array2D<Complex<Double>>
            Dimension (LDA, N)
            On entry, the Hermitian matrix A.  If UPLO = 'U', the
            leading N-by-N upper triangular part of A contains the
            upper triangular part of the matrix A.  If UPLO = 'L',
            the leading N-by-N lower triangular part of A contains
            the lower triangular part of the matrix A.
            On exit, if JOBZ = 'V', then if INFO = 0, A contains the
            orthonormal eigenvectors of the matrix A.
            If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
            or the upper triangle (if UPLO='U') of A, including the
            diagonal, is destroyed.
            
            The leading dimension of the array A.  LDA >= max(1,N).
            
w  Array1D<Double>
            Dimension (N)
            If INFO = 0, the eigenvalues in ascending order.
            
info  Int32
            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
            > 0:  if INFO = i and JOBZ = 'N', then the algorithm failed
                  to converge; i off-diagonal elements of an intermediate
                  tridiagonal form did not converge to zero;
                  if INFO = i and JOBZ = 'V', then the algorithm failed
                  to compute an eigenvalue while working on the sub-matrix
                  lying in rows and columns INFO/(N+1) through
                  mod(INFO,N+1).
            

Remarks

            If eigenvectors are desired, it uses a
            divide and conquer algorithm.
            The divide and conquer algorithm makes very mild assumptions about
            floating point arithmetic. It will work on machines with a guard
            digit in add/subtract, or on those binary machines without guard
            digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
            Cray-2. It could conceivably fail on hexadecimal or decimal machines
            without guard digits, but we know of none.
            

Further Details:

Modified description of INFO. Sven, 16 Feb 05.

Contributors:

Jeff Rutter, Computer Science Division, University of California at Berkeley, USA

Authors: Univ. of Tennessee, Univ. of California Berkeley, Univ. of Colorado Denver, NAG Ltd.

Date: November 2011

See Also