此功能在功能DGEES的LAPACK库中可用。
这里也是从这个功能的帮助摘录:
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).
酒店还设有LAPACK的C版,它被称为CLAPACK
我怀疑这个功能存在于这一刻。您可能需要使用std :: sort自行重新排序。 – kevin 2015-11-12 00:34:22
我正在开发一个开源库,我正在寻找相同的功能来解决Riccati方程。你到目前为止是否找到任何代码? – ar2015 2016-01-29 22:03:39