NAG Toolbox

F02 – eigenvalues and eigenvectors

• F02 Introduction
• f02ec – Selected eigenvalues and eigenvectors of real nonsymmetric matrix (Black Box)
• nag_eigen_real_gen_eigsys
• f02ek – Selected eigenvalues and eigenvectors of a real sparse general matrix
• nag_eigen_real_gen_sparse_arnoldi
• f02fj – Selected eigenvalues and eigenvectors of sparse symmetric eigenproblem (Black Box)
• nag_eigen_real_symm_sparse_eigsys
• f02fk – Selected eigenvalues and eigenvectors of a real symmetric sparse matrix
• nag_eigen_real_symm_sparse_arnoldi
• f02gc – Selected eigenvalues and eigenvectors of complex nonsymmetric matrix (Black Box)
• nag_eigen_complex_gen_eigsys
• f02jc – Solves the quadratic eigenvalue problem for real matrices
• nag_eigen_real_gen_quad
• f02jq – Solves the quadratic eigenvalue problem for complex matrices
• nag_eigen_complex_gen_quad
• 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
• f02wu – SVD of real upper triangular matrix (Black Box)
• nag_eigen_real_triang_svd
• f02xu – SVD of complex upper triangular matrix (Black Box)
• nag_eigen_complex_triang_svd
• Functions scheduled for withdrawal
  • f02sd – Eigenvector of generalized real banded eigenproblem by inverse iteration
  • nag_eigen_real_band_geneig
  • f02wd – Returns the Householder factorization of a real rectangular m by n matrix. Part or all of the singular value decomposition may also be returned
  • nag_eigen_real_gen_qu_svd

F01

F03