NAG Fortran Library

Chapter F08

Least-squares and Eigenvalue Problems (LAPACK)

Chapter Introduction
F08AEF    QR factorization of real general rectangular matrix
F08AFF    Form all or part of orthogonal Q from QR factorization determined by F08AEF or F08BEF
F08AGF    Apply orthogonal transformation determined by F08AEF or F08BEF
F08AHF    LQ factorization of real general rectangular matrix
F08AJF    Form all or part of orthogonal Q from LQ factorization determined by F08AHF
F08AKF    Apply orthogonal transformation determined by F08AHF
F08ASF    QR factorization of complex general rectangular matrix
F08ATF    Form all or part of unitary Q from QR factorization determined by F08ASF or F08BSF
F08AUF    Apply unitary transformation determined by F08ASF or F08BSF
F08AVF    LQ factorization of complex general rectangular matrix
F08AWF    Form all or part of unitary Q from LQ factorization determined by F08AVF
F08AXF    Apply unitary transformation determined by F08AVF
F08BEF    QR factorization of real general rectangular matrix with column pivoting
F08BSF    QR factorization of complex general rectangular matrix with column pivoting
F08FCF    All eigenvalues and optionally all eigenvectors of real symmetric matrix, using divide and conquer
F08FEF    Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form
F08FFF    Generate orthogonal transformation matrix from reduction to tridiagonal form determined by F08FEF
F08FGF    Apply orthogonal transformation determined by F08FEF
F08FQF    All eigenvalues and optionally all eigenvectors of complex Hermitian matrix, using divide and conquer
F08FSF    Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form
F08FTF    Generate unitary transformation matrix from reduction to tridiagonal form determined by F08FSF
F08FUF    Apply unitary transformation matrix determined by F08FSF
F08GCF    All eigenvalues and optionally all eigenvectors of real symmetric matrix, packed storage, using divide and conquer
F08GEF    Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form, packed storage
F08GFF    Generate orthogonal transformation matrix from reduction to tridiagonal form determined by F08GEF
F08GGF    Apply orthogonal transformation determined by F08GEF
F08GQF    All eigenvalues and optionally all eigenvectors of complex Hermitian matrix, packed storage, using divide and conquer
F08GSF    Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form, packed storage
F08GTF    Generate unitary transformation matrix from reduction to tridiagonal form determined by F08GSF
F08GUF    Apply unitary transformation matrix determined by F08GSF
F08HCF    All eigenvalues and optionally all eigenvectors of real symmetric band matrix, using divide and conquer
F08HEF    Orthogonal reduction of real symmetric band matrix to symmetric tridiagonal form
F08HQF    All eigenvalues and optionally all eigenvectors of complex Hermitian band matrix, using divide and conquer
F08HSF    Unitary reduction of complex Hermitian band matrix to real symmetric tridiagonal form
F08JCF    All eigenvalues and optionally all eigenvectors of real symmetric tridiagonal matrix, using divide and conquer
F08JEF    All eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using implicit QL or QR
F08JFF    All eigenvalues of real symmetric tridiagonal matrix, root-free variant of QL or QR
F08JGF    All eigenvalues and eigenvectors of real symmetric positive-definite tridiagonal matrix, reduced from real symmetric positive-definite matrix
F08JJF    Selected eigenvalues of real symmetric tridiagonal matrix by bisection
F08JKF    Selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in real array
F08JSF    All eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from complex Hermitian matrix, using implicit QL or QR
F08JUF    All eigenvalues and eigenvectors of real symmetric positive-definite tridiagonal matrix, reduced from complex Hermitian positive-definite matrix
F08JXF    Selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in complex array
F08KEF    Orthogonal reduction of real general rectangular matrix to bidiagonal form
F08KFF    Generate orthogonal transformation matrices from reduction to bidiagonal form determined by F08KEF
F08KGF    Apply orthogonal transformations from reduction to bidiagonal form determined by F08KEF
F08KSF    Unitary reduction of complex general rectangular matrix to bidiagonal form
F08KTF    Generate unitary transformation matrices from reduction to bidiagonal form determined by F08KSF
F08KUF    Apply unitary transformations from reduction to bidiagonal form determined by F08KSF
F08LEF    Reduction of real rectangular band matrix to upper bidiagonal form
F08LSF    Reduction of complex rectangular band matrix to upper bidiagonal form
F08MEF    SVD of real bidiagonal matrix reduced from real general matrix
F08MSF    SVD of real bidiagonal matrix reduced from complex general matrix
F08NEF    Orthogonal reduction of real general matrix to upper Hessenberg form
F08NFF    Generate orthogonal transformation matrix from reduction to Hessenberg form determined by F08NEF
F08NGF    Apply orthogonal transformation matrix from reduction to Hessenberg form determined by F08NEF
F08NHF    Balance real general matrix
F08NJF    Transform eigenvectors of real balanced matrix to those of original matrix supplied to F08NHF
F08NSF    Unitary reduction of complex general matrix to upper Hessenberg form
F08NTF    Generate unitary transformation matrix from reduction to Hessenberg form determined by F08NSF
F08NUF    Apply unitary transformation matrix from reduction to Hessenberg form determined by F08NSF
F08NVF    Balance complex general matrix
F08NWF    Transform eigenvectors of complex balanced matrix to those of original matrix supplied to F08NVF
F08PEF    Eigenvalues and Schur factorization of real upper Hessenberg matrix reduced from real general matrix
F08PKF    Selected right and/or left eigenvectors of real upper Hessenberg matrix by inverse iteration
F08PSF    Eigenvalues and Schur factorization of complex upper Hessenberg matrix reduced from complex general matrix
F08PXF    Selected right and/or left eigenvectors of complex upper Hessenberg matrix by inverse iteration
F08QFF    Reorder Schur factorization of real matrix using orthogonal similarity transformation
F08QGF    Reorder Schur factorization of real matrix, form orthonormal basis of right invariant subspace for selected eigenvalues, with estimates of sensitivities
F08QHF    Solve real Sylvester matrix equation AX + XB = C, A and B are upper quasi-triangular or transposes
F08QKF    Left and right eigenvectors of real upper quasi-triangular matrix
F08QLF    Estimates of sensitivities of selected eigenvalues and eigenvectors of real upper quasi-triangular matrix
F08QTF    Reorder Schur factorization of complex matrix using unitary similarity transformation
F08QUF    Reorder Schur factorization of complex matrix, form orthonormal basis of right invariant subspace for selected eigenvalues, with estimates of sensitivities
F08QVF    Solve complex Sylvester matrix equation AX + XB = C, A and B are upper triangular or conjugate-transposes
F08QXF    Left and right eigenvectors of complex upper triangular matrix
F08QYF    Estimates of sensitivities of selected eigenvalues and eigenvectors of complex upper triangular matrix
F08SEF    Reduction to standard form of real symmetric-definite generalized eigenproblem Ax = λ Bx, ABx = λ x or BAx = λ x, B factorized by F07FDF
F08SSF    Reduction to standard form of complex Hermitian-definite generalized eigenproblem Ax = λ Bx, ABx = λ x or BAx = λ x, B factorized by F07FRF
F08TEF    Reduction to standard form of real symmetric-definite generalized eigenproblem Ax=λ Bx, ABx = λ x or BAx = λ x, packed storage, B factorized by F07GDF
F08TSF    Reduction to standard form of complex Hermitian-definite generalized eigenproblem Ax=λ Bx, ABx = lamda x or BAx = λ x, packed storage, B factorized by F07GRF
F08UEF    Reduction of real symmetric-definite banded generalized eigenproblem Ax = λ Bx to standard form Cy = λ y, such that C has the same bandwidth as A
F08UFF    Computes a split Cholesky factorization of real symmetric positive-definite band matrix A
F08USF    Reduction of complex Hermitian-definite banded generalized eigenproblem Ax = λ Bx to standard form Cy = λ y, such that C has the same bandwidth as A
F08UTF    Computes a split Cholesky factorization of complex Hermitian positive-definite band matrix A
F08WEF    Orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form
F08WHF    Balance a pair of real general matrices
F08WJF    Transform eigenvectors of a pair of real balanced matrices to those of original matrix pair supplied to F08WHF
F08WSF    Unitary reduction of a pair of complex general matrices to generalized upper Hessenberg form
F08WVF    Balance a pair of complex general matrices
F08WWF    Transform eigenvectors of a pair of complex balanced matrices to those of original matrix pair supplied to F08WVF
F08XEF    Eigenvalues and generalized Schur factorization of real generalized upper Hessenberg matrix reduced from a pair of real general matrices
F08XSF    Eigenvalues and generalized Schur factorization of complex generalized upper Hessenberg matrix reduced from a pair of complex general matrices
F08YKF    Left and right eigenvectors of a pair of real upper quasi-triangular matrices
F08YXF    Left and right eigenvectors of a pair of complex upper triangular matrices

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© The Numerical Algorithms Group Ltd, Oxford UK. 2001