Managed Lapack.Hermitian Eigenvalue Decompose 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#
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
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