C# Class Accord.Math.Decompositions.GeneralizedEigenvalueDecomposition

Creates a new object that is a copy of the current instance.

Constructs a new generalized eigenvalue decomposition.

Adaptation of the original Fortran QZHES routine from EISPACK.

This subroutine is the first step of the qz algorithm for solving generalized matrix eigenvalue problems, Siam J. Numer. anal. 10, 241-256(1973) by Moler and Stewart. This subroutine accepts a pair of real general matrices and reduces one of them to upper Hessenberg form and the other to upper triangular form using orthogonal transformations. it is usually followed by qzit, qzval and, possibly, qzvec. For the full documentation, please check the original function.

Adaptation of the original Fortran QZIT routine from EISPACK.

This subroutine is the second step of the qz algorithm for solving generalized matrix eigenvalue problems, Siam J. Numer. anal. 10, 241-256(1973) by Moler and Stewart, as modified in technical note nasa tn d-7305(1973) by ward. This subroutine accepts a pair of real matrices, one of them in upper Hessenberg form and the other in upper triangular form. it reduces the Hessenberg matrix to quasi-triangular form using orthogonal transformations while maintaining the triangular form of the other matrix. it is usually preceded by qzhes and followed by qzval and, possibly, qzvec. For the full documentation, please check the original function.

Adaptation of the original Fortran QZVAL routine from EISPACK.

This subroutine is the third step of the qz algorithm for solving generalized matrix eigenvalue problems, Siam J. Numer. anal. 10, 241-256(1973) by Moler and Stewart. This subroutine accepts a pair of real matrices, one of them in quasi-triangular form and the other in upper triangular form. it reduces the quasi-triangular matrix further, so that any remaining 2-by-2 blocks correspond to pairs of complex Eigenvalues, and returns quantities whose ratios give the generalized eigenvalues. it is usually preceded by qzhes and qzit and may be followed by qzvec. For the full documentation, please check the original function.

Adaptation of the original Fortran QZVEC routine from EISPACK.

This subroutine is the optional fourth step of the qz algorithm for solving generalized matrix eigenvalue problems, Siam J. Numer. anal. 10, 241-256(1973) by Moler and Stewart. This subroutine accepts a pair of real matrices, one of them in quasi-triangular form (in which each 2-by-2 block corresponds to a pair of complex eigenvalues) and the other in upper triangular form. It computes the eigenvectors of the triangular problem and transforms the results back to the original coordinate system. it is usually preceded by qzhes, qzit, and qzval. For the full documentation, please check the original function.