Class
TMtx
1.Permute the calling matrix (A) to block of upper triangular form:

where P is a permutation matrix, and A'11 and A' 33 are upper triangular. The diagonal elements of A'11 and A' 33 are eigenvalues of the calling matrix (A).
2.Apply a diagonal similarity transformation to A', to make the rows and columns of A'22 as close in norm as possible:

This scaling can reduce the norm of the matrix (that is, ||A''22|| < ||A'22||), and hence reduce the effect of rounding errors on the accuracy of computed eigenvalues and eigenvectors.
| See Also |
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| Eig |
| EigGen |
var A: TMtx; d: TVec; begin CreateIt(A); // ... A.Balance := btFull; // applies both methods A.Eig(d); // ... FreeIt(A); end;
| Copyright 2008 Dew Research |