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GNU Scientific Library Reference Manual - Third Edition (v1.12)
by M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, P. Alken, M. Booth, F. Rossi
Paperback (6"x9"), 592 pages, 60 figures
ISBN 0954612078
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14 Eigensystems

This chapter describes functions for computing eigenvalues and eigenvectors of matrices. There are routines for real symmetric, real nonsymmetric, complex hermitian, real generalized symmetric-definite, complex generalized hermitian-definite, and real generalized nonsymmetric eigensystems. Eigenvalues can be computed with or without eigenvectors. The hermitian and real symmetric matrix algorithms are symmetric bidiagonalization followed by QR reduction. The nonsymmetric algorithm is the Francis QR double-shift. The generalized nonsymmetric algorithm is the QZ method due to Moler and Stewart.

The functions described in this chapter are declared in the header file ‘gsl_eigen.h’.

ISBN 0954612078GNU Scientific Library Reference Manual - Third Edition (v1.12)See the print edition