1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58
|
<!DOCTYPE HTML PUBLIC "-//IETF//DTD HTML 2.0//EN">
<!--Converted with LaTeX2HTML 96.1-h (September 30, 1996) by Nikos Drakos (nikos@cbl.leeds.ac.uk), CBLU, University of Leeds -->
<HTML>
<HEAD>
<TITLE>Symmetric Eigenproblems </TITLE>
<META NAME="description" CONTENT="Symmetric Eigenproblems ">
<META NAME="keywords" CONTENT="slug">
<META NAME="resource-type" CONTENT="document">
<META NAME="distribution" CONTENT="global">
<LINK REL=STYLESHEET HREF="slug.css">
</HEAD>
<BODY LANG="EN" >
<A NAME="tex2html2735" HREF="node48.html"><IMG WIDTH=37 HEIGHT=24 ALIGN=BOTTOM ALT="next" SRC="http://www.netlib.org/utk/icons/next_motif.gif"></A> <A NAME="tex2html2733" HREF="node46.html"><IMG WIDTH=26 HEIGHT=24 ALIGN=BOTTOM ALT="up" SRC="http://www.netlib.org/utk/icons/up_motif.gif"></A> <A NAME="tex2html2727" HREF="node46.html"><IMG WIDTH=63 HEIGHT=24 ALIGN=BOTTOM ALT="previous" SRC="http://www.netlib.org/utk/icons/previous_motif.gif"></A> <A NAME="tex2html2737" HREF="node1.html"><IMG WIDTH=65 HEIGHT=24 ALIGN=BOTTOM ALT="contents" SRC="http://www.netlib.org/utk/icons/contents_motif.gif"></A> <A NAME="tex2html2738" HREF="node190.html"><IMG WIDTH=43 HEIGHT=24 ALIGN=BOTTOM ALT="index" SRC="http://www.netlib.org/utk/icons/index_motif.gif"></A> <BR>
<B> Next:</B> <A NAME="tex2html2736" HREF="node48.html">Singular Value Decomposition</A>
<B>Up:</B> <A NAME="tex2html2734" HREF="node46.html">Standard Eigenvalue and Singular </A>
<B> Previous:</B> <A NAME="tex2html2728" HREF="node46.html">Standard Eigenvalue and Singular </A>
<BR> <P>
<H3><A NAME="SECTION04323100000000000000">Symmetric Eigenproblems </A></H3>
<A NAME="subsecdriveeigSEP"> </A>
<A NAME="1051"> </A>
<P>
The <B>symmetric eigenvalue problem (SEP)</B> is to find the <B>eigenvalues</B><A NAME="1054"> </A><A NAME="1055"> </A>,
<IMG WIDTH=8 HEIGHT=12 ALIGN=BOTTOM ALT="tex2html_wrap_inline12778" SRC="img69.gif">, and corresponding <B>eigenvectors</B><A NAME="1057"> </A>, <IMG WIDTH=39 HEIGHT=25 ALIGN=MIDDLE ALT="tex2html_wrap_inline12780" SRC="img70.gif">, such that
<BR><IMG WIDTH=391 HEIGHT=21 ALIGN=BOTTOM ALT="displaymath12772" SRC="img71.gif"><BR>
For the <B>Hermitian eigenvalue problem</B><A NAME="1061"> </A> we have
<BR><IMG WIDTH=328 HEIGHT=21 ALIGN=BOTTOM ALT="displaymath12773" SRC="img72.gif"><BR>
For both problems the eigenvalues <IMG WIDTH=8 HEIGHT=12 ALIGN=BOTTOM ALT="tex2html_wrap_inline12778" SRC="img69.gif"> are real.
<P>
When all eigenvalues and eigenvectors have been computed, we write
<BR><IMG WIDTH=295 HEIGHT=21 ALIGN=BOTTOM ALT="displaymath12774" SRC="img73.gif"><BR>
where <IMG WIDTH=12 HEIGHT=13 ALIGN=BOTTOM ALT="tex2html_wrap_inline12784" SRC="img74.gif"> is a diagonal matrix whose diagonal elements are the
eigenvalues<A NAME="1062"> </A>, and <I>Z</I> is an orthogonal (or unitary) matrix whose columns
are the eigenvectors. This is the classical <B>spectral factorization</B>
<A NAME="1064"> </A> of <I>A</I>.
<P>
Two types of driver routines<A NAME="1065"> </A> are provided for symmetric or Hermitian
eigenproblems:
<P>
<UL>
<LI> a <B>simple</B> driver (name ending -EV)<A NAME="1068"> </A><A NAME="1069"> </A>,
which computes all the eigenvalues and
(optionally) the eigenvectors of a symmetric or Hermitian matrix <I>A</I>;
<LI> an <B>expert</B> driver (name ending -EVX)<A NAME="1071"> </A><A NAME="1072"> </A>,
which can compute either all or a selected subset of the eigenvalues,
and (optionally) the corresponding eigenvectors.
<P>
</UL>
<P>
The driver routines are shown in table <A HREF="node48.html#tabdriveseig">3.4</A>. Currently
the only simple drivers provided are PSSYEV and PDSYEV.
<P>
<BR> <HR>
<P><ADDRESS>
<I>Susan Blackford <BR>
Tue May 13 09:21:01 EDT 1997</I>
</ADDRESS>
</BODY>
</HTML>
|