File: hgeqz.html

package info (click to toggle)
siconos 4.3.1%2Bdfsg-2
  • links: PTS, VCS
  • area: main
  • in suites: bullseye
  • size: 82,496 kB
  • sloc: cpp: 159,693; ansic: 108,665; fortran: 33,248; python: 20,709; xml: 1,244; sh: 385; makefile: 226
file content (274 lines) | stat: -rw-r--r-- 16,562 bytes parent folder | download
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
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=US-ASCII">
<title>hgeqz</title>
<link rel="stylesheet" href="../../../../boostbook.css" type="text/css">
<meta name="generator" content="DocBook XSL Stylesheets V1.75.2">
<link rel="home" href="../../../../index.html" title="Chapter&#160;1.&#160;Boost.Numeric_Bindings">
<link rel="up" href="../computational_routines.html" title="Computational Routines">
<link rel="prev" href="gghrd.html" title="gghrd">
<link rel="next" href="tgevc.html" title="tgevc">
</head>
<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
<table cellpadding="2" width="100%"><tr><td valign="top"></td></tr></table>
<hr>
<div class="spirit-nav">
<a accesskey="p" href="gghrd.html"><img src="../../../../images/prev.png" alt="Prev"></a><a accesskey="u" href="../computational_routines.html"><img src="../../../../images/up.png" alt="Up"></a><a accesskey="h" href="../../../../index.html"><img src="../../../../images/home.png" alt="Home"></a><a accesskey="n" href="tgevc.html"><img src="../../../../images/next.png" alt="Next"></a>
</div>
<div class="section">
<div class="titlepage"><div><div><h5 class="title">
<a name="boost_numeric_bindings.reference.lapack.computational_routines.hgeqz"></a><a class="link" href="hgeqz.html" title="hgeqz">hgeqz</a>
</h5></div></div></div>
<a name="boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.prototype"></a><h6>
<a name="id1062874"></a>
            <a class="link" href="hgeqz.html#boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.prototype">Prototype</a>
          </h6>
<p>
            There are two prototypes of <code class="computeroutput"><span class="identifier">hgeqz</span></code>
            available, please see below. 
</p>
<pre class="programlisting"><span class="identifier">hgeqz</span><span class="special">(</span> <span class="keyword">const</span> <span class="keyword">char</span> <span class="identifier">job</span><span class="special">,</span> <span class="keyword">const</span> <span class="keyword">char</span> <span class="identifier">compq</span><span class="special">,</span> <span class="keyword">const</span> <span class="keyword">char</span> <span class="identifier">compz</span><span class="special">,</span>
        <span class="keyword">const</span> <span class="identifier">int_t</span> <span class="identifier">ilo</span><span class="special">,</span> <span class="identifier">MatrixH</span><span class="special">&amp;</span> <span class="identifier">h</span><span class="special">,</span> <span class="identifier">MatrixT</span><span class="special">&amp;</span> <span class="identifier">t</span><span class="special">,</span>
        <span class="identifier">VectorALPHAR</span><span class="special">&amp;</span> <span class="identifier">alphar</span><span class="special">,</span> <span class="identifier">VectorALPHAI</span><span class="special">&amp;</span> <span class="identifier">alphai</span><span class="special">,</span> <span class="identifier">VectorBETA</span><span class="special">&amp;</span> <span class="identifier">beta</span><span class="special">,</span>
        <span class="identifier">MatrixQ</span><span class="special">&amp;</span> <span class="identifier">q</span><span class="special">,</span> <span class="identifier">MatrixZ</span><span class="special">&amp;</span> <span class="identifier">z</span> <span class="special">);</span>
</pre>
<p>
          </p>
<p>
            
</p>
<pre class="programlisting"><span class="identifier">hgeqz</span><span class="special">(</span> <span class="keyword">const</span> <span class="keyword">char</span> <span class="identifier">job</span><span class="special">,</span> <span class="keyword">const</span> <span class="keyword">char</span> <span class="identifier">compq</span><span class="special">,</span> <span class="keyword">const</span> <span class="keyword">char</span> <span class="identifier">compz</span><span class="special">,</span>
        <span class="keyword">const</span> <span class="identifier">int_t</span> <span class="identifier">ilo</span><span class="special">,</span> <span class="identifier">MatrixH</span><span class="special">&amp;</span> <span class="identifier">h</span><span class="special">,</span> <span class="identifier">MatrixT</span><span class="special">&amp;</span> <span class="identifier">t</span><span class="special">,</span>
        <span class="identifier">VectorALPHA</span><span class="special">&amp;</span> <span class="identifier">alpha</span><span class="special">,</span> <span class="identifier">VectorBETA</span><span class="special">&amp;</span> <span class="identifier">beta</span><span class="special">,</span> <span class="identifier">MatrixQ</span><span class="special">&amp;</span> <span class="identifier">q</span><span class="special">,</span> <span class="identifier">MatrixZ</span><span class="special">&amp;</span> <span class="identifier">z</span> <span class="special">);</span>
</pre>
<p>
          </p>
<a name="boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.description"></a><h6>
<a name="id1063442"></a>
            <a class="link" href="hgeqz.html#boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.description">Description</a>
          </h6>
<p>
            <code class="computeroutput"><span class="identifier">hgeqz</span></code> (short for $FRIENDLY_NAME)
            provides a C++ interface to LAPACK routines SHGEQZ, DHGEQZ, CHGEQZ, and
            ZHGEQZ. <code class="computeroutput"><span class="identifier">hgeqz</span></code> computes
            the eigenvalues of a complex matrix pair (H,T), where H is an upper Hessenberg
            matrix and T is upper triangular, using the single-shift QZ method. Matrix
            pairs of this type are produced by the reduction to generalized upper
            Hessenberg form of a complex matrix pair (A,B):
          </p>
<p>
            A = Q1<span class="bold"><strong>H*Z1</strong></span>*H, B = Q1<span class="bold"><strong>T*Z1</strong></span>*H,
          </p>
<p>
            as computed by ZGGHRD.
          </p>
<p>
            If JOB='S', then the Hessenberg-triangular pair (H,T) is also reduced
            to generalized Schur form,
          </p>
<p>
            H = Q<span class="bold"><strong>S*Z</strong></span>*H, T = Q<span class="bold"><strong>P*Z</strong></span>*H,
          </p>
<p>
            where Q and Z are unitary matrices and S and P are upper triangular.
          </p>
<p>
            Optionally, the unitary matrix Q from the generalized Schur factorization
            may be postmultiplied into an input matrix Q1, and the unitary matrix
            Z may be postmultiplied into an input matrix Z1. If Q1 and Z1 are the
            unitary matrices from ZGGHRD that reduced the matrix pair (A,B) to generalized
            Hessenberg form, then the output matrices Q1*Q and Z1*Z are the unitary
            factors from the generalized Schur factorization of (A,B):
          </p>
<p>
            A = (Q1*Q)<span class="bold"><strong>S</strong></span>(Z1<span class="bold"><strong>Z)</strong></span>*H,
            B = (Q1*Q)<span class="bold"><strong>P</strong></span>(Z1<span class="bold"><strong>Z)</strong></span>*H.
          </p>
<p>
            To avoid overflow, eigenvalues of the matrix pair (H,T) (equivalently,
            of (A,B)) are computed as a pair of complex values (alpha,beta). If beta
            is nonzero, lambda = alpha / beta is an eigenvalue of the generalized
            nonsymmetric eigenvalue problem (GNEP) A*x = lambda*B*x and if alpha
            is nonzero, mu = beta / alpha is an eigenvalue of the alternate form
            of the GNEP mu*A*y = B*y. The values of alpha and beta for the i-th eigenvalue
            can be read directly from the generalized Schur form: alpha = S(i,i),
            beta = P(i,i).
          </p>
<p>
            Ref: C.B. Moler &amp; G.W. Stewart, "An Algorithm for Generalized
            Matrix Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973), pp.
            241--256.
          </p>
<p>
            The selection of the LAPACK routine is done during compile-time, and
            is determined by the type of values contained in type <code class="computeroutput"><span class="identifier">MatrixH</span></code>.
            The type of values is obtained through the <code class="computeroutput"><span class="identifier">value_type</span></code>
            meta-function <code class="computeroutput"><span class="keyword">typename</span> <span class="identifier">value_type</span><span class="special">&lt;</span><span class="identifier">MatrixH</span><span class="special">&gt;::</span><span class="identifier">type</span></code>. The dispatching table below illustrates
            to which specific routine the code path will be generated.
          </p>
<div class="table">
<a name="boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.dispatching_of_hgeqz"></a><p class="title"><b>Table&#160;1.333.&#160;Dispatching of hgeqz</b></p>
<div class="table-contents"><table class="table" summary="Dispatching of hgeqz">
<colgroup>
<col>
<col>
</colgroup>
<thead><tr>
<th>
                    <p>
                      Value type of MatrixH
                    </p>
                  </th>
<th>
                    <p>
                      LAPACK routine
                    </p>
                  </th>
</tr></thead>
<tbody>
<tr>
<td>
                    <p>
                      <code class="computeroutput"><span class="keyword">float</span></code>
                    </p>
                  </td>
<td>
                    <p>
                      SHGEQZ
                    </p>
                  </td>
</tr>
<tr>
<td>
                    <p>
                      <code class="computeroutput"><span class="keyword">double</span></code>
                    </p>
                  </td>
<td>
                    <p>
                      DHGEQZ
                    </p>
                  </td>
</tr>
<tr>
<td>
                    <p>
                      <code class="computeroutput"><span class="identifier">complex</span><span class="special">&lt;</span><span class="keyword">float</span><span class="special">&gt;</span></code>
                    </p>
                  </td>
<td>
                    <p>
                      CHGEQZ
                    </p>
                  </td>
</tr>
<tr>
<td>
                    <p>
                      <code class="computeroutput"><span class="identifier">complex</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span></code>
                    </p>
                  </td>
<td>
                    <p>
                      ZHGEQZ
                    </p>
                  </td>
</tr>
</tbody>
</table></div>
</div>
<br class="table-break"><a name="boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.definition"></a><h6>
<a name="id1063894"></a>
            <a class="link" href="hgeqz.html#boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.definition">Definition</a>
          </h6>
<p>
            Defined in header <code class="computeroutput">boost/numeric/bindings/lapack/computational/hgeqz.hpp</code>.
          </p>
<a name="boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.parameters_or_requirements_on_types"></a><h6>
<a name="id1063934"></a>
            <a class="link" href="hgeqz.html#boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.parameters_or_requirements_on_types">Parameters
            or Requirements on Types</a>
          </h6>
<div class="variablelist">
<p class="title"><b>Parameters</b></p>
<dl>
<dt><span class="term">MatrixA</span></dt>
<dd><p>
                  The definition of term 1
                </p></dd>
<dt><span class="term">MatrixB</span></dt>
<dd><p>
                  The definition of term 2
                </p></dd>
<dt><span class="term">MatrixC</span></dt>
<dd>
<p>
                  The definition of term 3.
                </p>
<p>
                  Definitions may contain paragraphs.
                </p>
</dd>
</dl>
</div>
<a name="boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.complexity"></a><h6>
<a name="id1064022"></a>
            <a class="link" href="hgeqz.html#boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.complexity">Complexity</a>
          </h6>
<a name="boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.example"></a><h6>
<a name="id1064047"></a>
            <a class="link" href="hgeqz.html#boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.example">Example</a>
          </h6>
<p>
            
</p>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">numeric</span><span class="special">/</span><span class="identifier">bindings</span><span class="special">/</span><span class="identifier">lapack</span><span class="special">/</span><span class="identifier">computational</span><span class="special">/</span><span class="identifier">hgeqz</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span>
<span class="keyword">using</span> <span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">numeric</span><span class="special">::</span><span class="identifier">bindings</span><span class="special">;</span>

<span class="identifier">lapack</span><span class="special">::</span><span class="identifier">hgeqz</span><span class="special">(</span> <span class="identifier">x</span><span class="special">,</span> <span class="identifier">y</span><span class="special">,</span> <span class="identifier">z</span> <span class="special">);</span>

</pre>
<p>
          </p>
<p>
            this will output
          </p>
<p>
            
</p>
<pre class="programlisting"><span class="special">[</span><span class="number">5</span><span class="special">]</span> <span class="number">0</span> <span class="number">1</span> <span class="number">2</span> <span class="number">3</span> <span class="number">4</span> <span class="number">5</span>
</pre>
<p>
          </p>
<a name="boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.notes"></a><h6>
<a name="id1064332"></a>
            <a class="link" href="hgeqz.html#boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.notes">Notes</a>
          </h6>
<a name="boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.see_also"></a><h6>
<a name="id1064358"></a>
            <a class="link" href="hgeqz.html#boost_numeric_bindings.reference.lapack.computational_routines.hgeqz.see_also">See
            Also</a>
          </h6>
<div class="itemizedlist"><ul class="itemizedlist" type="disc"><li class="listitem">
                Originating Fortran source files <a href="http://www.netlib.org/lapack/single/shgeqz.f" target="_top">shgeqz.f</a>,
                <a href="http://www.netlib.org/lapack/double/dhgeqz.f" target="_top">dhgeqz.f</a>,
                <a href="http://www.netlib.org/lapack/complex/chgeqz.f" target="_top">chgeqz.f</a>,
                and <a href="http://www.netlib.org/lapack/complex16/zhgeqz.f" target="_top">zhgeqz.f</a>
                at Netlib.
              </li></ul></div>
</div>
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
<td align="left"></td>
<td align="right"><div class="copyright-footer">Copyright &#169; 2002 -2009 Rutger ter Borg, Kre&#353;imir Fresl, Thomas Klimpel,
      Toon Knapen, Karl Meerbergen<p>
        Distributed under the Boost Software License, Version 1.0. (See accompanying
        file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
      </p>
</div></td>
</tr></table>
<hr>
<div class="spirit-nav">
<a accesskey="p" href="gghrd.html"><img src="../../../../images/prev.png" alt="Prev"></a><a accesskey="u" href="../computational_routines.html"><img src="../../../../images/up.png" alt="Up"></a><a accesskey="h" href="../../../../index.html"><img src="../../../../images/home.png" alt="Home"></a><a accesskey="n" href="tgevc.html"><img src="../../../../images/next.png" alt="Next"></a>
</div>
</body>
</html>