主题:lapack求厄米矩阵特征值和特征向量用哪个函数
tianhy2010
[专家分:60] 发布于 2011-12-19 15:12:00
为了求厄米矩阵特征值和特征向量,我是费尽脑筋啊!刚开始用imsl数据库,但是服务器上没装imsl,转而用acpark,现在跑来再找lapack。。悲催!!
该用哪个函数呢?lapack下的!guide也翻了但是没找到啊!!
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沙发
tianhy2010 [专家分:60] 发布于 2011-12-20 10:14:00
悲哀啊,查看了lapack文档,发现很多函数都是解上(下)三角矩阵的复数厄米矩阵的特征值和特征向量啊。就没有解个普通的厄米矩阵的吗
板凳
tianhy2010 [专家分:60] 发布于 2011-12-20 10:14:00
CHPEV(l) LAPACK driver routine (version 1.1) CHPEV(l)
NAME
CHPEV - compute all the eigenvalues and, optionally, eigenvectors of a com-
plex Hermitian matrix in packed storage
SYNOPSIS
SUBROUTINE CHPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, RWORK, INFO )
CHARACTER JOBZ, UPLO
INTEGER INFO, LDZ, N
REAL RWORK( * ), W( * )
COMPLEX AP( * ), WORK( * ), Z( LDZ, * )
PURPOSE
CHPEV computes all the eigenvalues and, optionally, eigenvectors of a com-
plex Hermitian matrix in packed storage.
ARGUMENTS
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the Hermitian matrix A,
packed columnwise in a linear array. The j-th column of A is
stored in the array AP as follows: if UPLO = 'U', AP(i + (j-1)*j/2)
= A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) =
A(i,j) for j<=i<=n.
On exit, AP is overwritten by values generated during the reduction
to tridiagonal form. If UPLO = 'U', the diagonal and first super-
diagonal of the tridiagonal matrix T overwrite the corresponding
elements of A, and if UPLO = 'L', the diagonal and first subdiago-
nal of T overwrite the corresponding elements of A.
W (output) REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z (output) COMPLEX array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal eigen-
vectors of the matrix A, with the i-th column of Z holding the
eigenvector associated with W(i). If JOBZ = 'N', then Z is not
referenced.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V',
LDZ >= max(1,N).
WORK (workspace) COMPLEX array, dimension (max(1, 2*N-1))
RWORK (workspace) REAL array, dimension (max(1, 3*N-2))
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, the algorithm failed to converge; i off-diagonal
elements of an intermediate tridiagonal form did not converge to
zero.
3 楼
yeg001 [专家分:14390] 发布于 2011-12-20 10:46:00
还是看看mkl文档吧, 或者查那本很老的lapack手册. 个人觉得mkl的文档分类很详细,每个函数描述也非常详细虽然大部分都是copy lapack上面的函数描述.
我来回复