Encapsulates the decomposition implicit in the permutation and balance transformations on a nonsymmetric matrix before computing its eigenvalues.
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template<class TypeT>
class RWBalanceDecomp< TypeT >
A permutation and balance transformation is often performed on a nonsymmetric matrix before computing its eigenvalues. The permutation attempts to break the matrix into three independent blocks such that the first and last block are triangular, and the balance transformation is a diagonal scaling transformation that attempts to make the row and column norms close to each other. The class RWBalanceDecomp encapsulates the decomposition:
\[
A = BCB^{-1}
\]
where B=PD, an amalgamation of the permutation and balance transformations. This decomposition is used internally by the nonsymmetric eigenvalue decomposition classes, including the Schur and Hessenberg decomposition classes.
- Synopsis
#include <rw/lapack/bal.h>
Encapsulates the decomposition implicit in the permutation and balance transformations on a nonsymmet...
Definition bal.h:171