Developer Reference

  • 2020.2
  • 07/15/2020
  • Public Content
Contents

Nonsymmetric Eigenvalue Problems: LAPACK Computational Routines

This
topic
describes LAPACK routines for solving nonsymmetric eigenvalue problems, computing the Schur factorization of general matrices, as well as performing a number of related computational tasks.
A nonsymmetric eigenvalue problem is as follows: given a nonsymmetric (or non-Hermitian) matrix
A
, find the eigenvalues
λ
and the corresponding eigenvectors
z
that satisfy the equation
Az
=
λ
z
(right eigenvectors
z
)
or the equation
z
H
A
=
λ
z
H
(left eigenvectors
z
).
Nonsymmetric eigenvalue problems have the following properties:
  • The number of eigenvectors may be less than the matrix order (but is not less than the number of distinct eigenvalues of
    A
    ).
  • Eigenvalues may be complex even for a real matrix
    A
    .
  • If a real nonsymmetric matrix has a complex eigenvalue
    a
    +
    bi
    corresponding to an eigenvector
    z
    , then
    a
    -
    bi
    is also an eigenvalue. The eigenvalue
    a
    -
    bi
    corresponds to the eigenvector whose elements are complex conjugate to the elements of
    z
    .
To solve a nonsymmetric eigenvalue problem with LAPACK, you usually need to reduce the matrix to the upper Hessenberg form and then solve the eigenvalue problem with the Hessenberg matrix obtained. Table
"Computational Routines for Solving Nonsymmetric Eigenvalue Problems"
lists LAPACK routines to reduce the matrix to the upper Hessenberg form by an orthogonal (or unitary) similarity transformation
A
=
QHQ
H
as well as routines to solve eigenvalue problems with Hessenberg matrices, forming the Schur factorization of such matrices and computing the corresponding condition numbers.
The corresponding routine names in the Fortran 95 interface are without the first symbol.
The decision tree in Figure
"Decision Tree: Real Nonsymmetric Eigenvalue Problems"
helps you choose the right routine or sequence of routines for an eigenvalue problem with a real nonsymmetric matrix. If you need to solve an eigenvalue problem with a complex non-Hermitian matrix, use the decision tree shown in Figure
"Decision Tree: Complex Non-Hermitian Eigenvalue Problems"
.
Computational Routines for Solving Nonsymmetric Eigenvalue Problems
Operation performed
Routines for real matrices
Routines for complex matrices
Reduce to Hessenberg form
A
=
QHQ
H
Generate the matrix Q
Apply the matrix Q
Balance matrix
Transform eigenvectors of balanced matrix to those of the original matrix