Question

我在Eclipse C ++中使用Eigen库。我想知道是否有一种方法或功能可以用来重新排序Schur分解X = U T U＆＃39;由RealSchur函数产生并返回重新排序的Schur矩阵TS和累积正交变换US，使得X = US * TS * US＆＃39;

我想要的是类似于MATLAB的功能＆＃34; ordschur＆＃34;：http://de.mathworks.com/help/matlab/ref/ordschur.html

非常感谢提前。

Answer 1

此功能在函数DGEES的LAPACK库中可用。

以下是此功能帮助的摘录：

DGEES computes for an N-by-N real nonsymmetric matrix A, the
eigenvalues, the real Schur form T, and, optionally, the matrix of
Schur vectors Z.  This gives the Schur factorization A = Z*T*(Z**T).

Optionally, it also orders the eigenvalues on the diagonal of the 
real Schur form so that selected eigenvalues are at the top left.
The leading columns of Z then form an orthonormal basis for the
invariant subspace corresponding to the selected eigenvalues.

A matrix is in real Schur form if it is upper quasi-triangular with
1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the
form
         [  a  b  ]
         [  c  a  ]

where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc).

还有一个可用的LAPACK C版本，名为CLAPACK

特征库中Schur分解中的特征值重新排序

1 个答案: