/quadratic-eigensolver

Primary LanguageFortranOtherNOASSERTION

quadratic-eigensolver - MATLAB, Octave and Fortran codes for solving quadratic eigenvalue problems

About

`quadratic-eigensolver' contains a MATLAB function, an Octave function and Fortran routines for the numerical solution of quadratic eigenvalue problems based on the algorithm in the paper:

S. Hammarling, C. J. Munro and F. Tisseur, "[An algorithm for the complete solution of quadratic eigenvalue problems] (http://eprints.ma.man.ac.uk/2061/)", ACM Trans. Math. Software, 39(3):18:1-18:19, 2013.

Description of the main directories:

  • MATLAB: contains the MATLAB function quadeig. By default, it uses the [NAG Toolbox for MATLAB] if available (http://www.nag.co.uk/numeric/MB/start.asp).

  • dg3evx: this directory contains double-precision Fortran 90 files for real quadratic eigenvalue problems. The driver subroutine is dg3evx. The other Fortran files are auxiliary subroutines. The LAPACK and BLAS libraries are required to run dg3evx.

  • zg3evx: this directory contains double-precision complex Fortran 90 files for complex quadratic eigenvalue problems. The main subroutine is zg3evx. The other Fortran files are auxiliary subroutines. The LAPACK and BLAS libraries are required to run zg3evx.

  • Octave: contains the Octave function quadeig_o.

License

See license.txt for licensing information.