f02agf

f02agf © Numerical Algorithms Group, 2002.

Purpose

F02AGF All eigenvalues and eigenvectors of real matrix (Black Box)

Synopsis

[rr,ri,vr,vi,intger,ifail] = f02agf(a<,ifail>)

Description

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

Parameters

f02agf

Required Input Arguments:

a (:,:)                               real

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

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