D4a2. 固有値・固有ベクトル (一般行列) (計算ルーチン)

関数
Sub	Dgebak (Job As String, Side As String, N As Long, Ilo As Long, Ihi As Long, Scal() As Double, M As Long, V() As Double, Info As Long)
	均衡化された行列への逆変換による元の一般行列の固有ベクトル
Sub	Dgebal (Job As String, N As Long, A() As Double, Ilo As Long, Ihi As Long, Scal() As Double, Info As Long)
	一般行列の均衡化
Sub	Dgehrd (N As Long, Ilo As Long, Ihi As Long, A() As Double, Tau() As Double, Info As Long)
	一般行列の上ヘッセンベルグ形への変換
Sub	Dhsein (Side As String, Eigsrc As String, Initv As String, Selct() As Boolean, N As Long, H() As Double, Wr() As Double, Wi() As Double, Vl() As Double, Vr() As Double, Mm As Long, M As Long, Ifaill() As Long, Ifailr() As Long, Info As Long)
	ヘッセンベルグ行列の固有ベクトル (逆反復法)
Sub	Dhseqr (Job As String, Compz As String, N As Long, Ilo As Long, Ihi As Long, H() As Double, Wr() As Double, Wi() As Double, Z() As Double, Info As Long)
	ヘッセンベルグ行列の固有値およびシュール分解 (QR法)
Sub	Dorghr (N As Long, Ilo As Long, Ihi As Long, A() As Double, Tau() As Double, Info As Long)
	ヘッセンベルグ形への変換行列の生成
Sub	Dormhr (Side As String, Trans As String, M As Long, N As Long, Ilo As Long, Ihi As Long, A() As Double, Tau() As Double, C() As Double, Info As Long)
	ヘッセンベルグ形への変換行列の乗算
Sub	Dtrevc3 (Side As String, Howmny As String, Selct() As Boolean, N As Long, T() As Double, Vl() As Double, Vr() As Double, Mm As Long, M As Long, Info As Long)
	シュール分解の準三角行列の固有ベクトル
Sub	Dtrexc (Compq As String, N As Long, T() As Double, Q() As Double, Ifst As Long, Ilst As Long, Info As Long)
	シュール分解の並べ替え
Sub	Dtrsen (Job As String, Compq As String, Selct() As Boolean, N As Long, T() As Double, Q() As Double, Wr() As Double, Wi() As Double, M As Long, S As Double, Sep As Double, Info As Long)
	シュール分解の並べ替えおよび固有値群・不変部分空間の条件数
Sub	Dtrsna (Job As String, Howmny As String, Selct() As Boolean, N As Long, T() As Double, Vl() As Double, Vr() As Double, S() As Double, Sep() As Double, Mm As Long, M As Long, Info As Long)
	上準三角行列の固有値・固有ベクトルの条件数
Sub	Dtrsyl (Transa As String, Transb As String, Isign As Long, M As Long, N As Long, A() As Double, B() As Double, C() As Double, Scal As Double, Info As Long)
	シルベスター方程式の解

詳解

D4a2. 固有値・固有ベクトル (一般行列) (計算ルーチン) プログラムを表示しています.