f02akf

f02akf © Numerical Algorithms Group, 2002.

Purpose

F02AKF All eigenvalues and eigenvectors of complex matrix (Black Box)

Synopsis

[rr,ri,vr,vi,ifail] = f02akf(ar,ai<,ifail>)

Description

 
 The complex matrix A is first balanced and then reduced to upper 
 Hessenberg form by stabilised elementary similarity 
 transformations. The eigenvalues and eigenvectors of the 
 Hessenberg matrix are calculated using the LR algorithm. The 
 eigenvectors of the Hessenberg matrix are back-transformed to 
 give the eigenvectors of the original matrix.

Parameters

f02akf

Required Input Arguments:

ar (:,:)                              real
ai (:,:)                              real

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

rr (:)                                real
ri (:)                                real
vr (:,:)                              real
vi (:,:)                              real
ifail                                 integer