Matrix Elements VB-800 Bedienungsanleitung Seite 63
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A2.5 Ox exported mathematics functions 55
Return value
0: success
k: if the k-th singular value (with index k - 1) has not been determined after
50 iterations. The singular values and corresponding U, V should be correct for
indices ≥ k.
Description
Computes the singular value decomposition.
IEigValPoly,IEigen
int IEigValPoly(VECTOR vPoly, VECTOR vEr, VECTOR vEi, int cA);
int IEigen(MATRIX mA, int cA, VECTOR vEr, VECTOR vEi, MATRIX mE);
vPoly[cA] in: coefficients of polynomial a
1
...a
m
(a
0
=1).
out: unchanged.
mA[cA][cA]in: unsymmetric matrix.
out: used as working space. IEigVecReal: holds eigenvecs in
rows (eigenvalue i is complex: row i is real, row i +1is
imaginary part).
vEr[cA] out: real part of eigenvalues
vEi[cA] out: imaginary part of eigenvalues
mE[cA][cA]in: NULL or matrix.
out: if !NULL: holds eigenvecs in rows (eigenvalue i is complex:
row i is real, row i +1is imaginary part).
Return value
0 success
1 maximum no of iterations (50) reached
2 NULL pointer arguments or memory allocation not succeeded.
Description
IEigValPoly computes the roots of a polynomial, see polyroots().
IEigen computes the eigenvalues and optionally the eigenvectors of a double un-
symmetric matrix. On output, the eigenvectors are not standardized by the largest
element. EigVecDiv can be used for standardization: it takes the eigenvectors
and values from IEigen as input, and gives the standardized eigenvectors on
output.
IEigenSym
int IEigenSym(MATRIX mA, int cA, VECTOR vEval, int fDoVectors);
mA[cA][cA] in: symmetric matrix.
out: work space.
if fDoVectors 6=0:
the rows contain the
normalized eigenvectors
(ordered).
vEv[cA] out: ordered eigenvalues (smallest first)
fDoVectors in: eigenvectors are to be computed
- Ox Appendices 1
- Contents 3
- Appendix A1 9
- Extending Ox 9
- A1.2 Adding C/C 10
- A1.3 Adding C/C 14
- A1.7 Linking Fortran code 28
- Appendix A2 29
- Exported Function Summary 29
- A2.2 Ox function summary 30
- FOxLibAddFunction 31
- FOxSetDataMember 32
- IOxRunInit 32
- IOxVersion 32
- OxFreeByValue 33
- OxDeleteObject 33
- OxLibArgError 34
- OxLibArgTypeError 34
- OxLibCheckArrayMatrix 34
- OxLibCheckMatrixSize 35
- OxLibCheckSquareMatrix 35
- OxLibCheckType 35
- OxLibValArrayCalloc 35
- OxLibValMatDup 36
- OxLibValMatMalloc 36
- OxMain,OxMainCmd 36
- OxMainExit 37
- OxMainInit 37
- OxMakeByValue 37
- OxMessage 38
- OxRunAbort 38
- OxRunError 38
- OxRunErrorMessage 38
- OxRunExit 38
- OxRunMainExitCall 39
- OxRunMessage 39
- OxValColumns 39
- OxValGet 39
- OxValHasType, OxValHasFlag 40
- OxValRows 40
- OxValSet 40
- OxValType 41
- SetOxExit 42
- SetOxGets 42
- SetOxMessage 43
- SetOxPipe 43
- SetOxPuts 43
- SetOxRunMessage 43
- SOxGetTypeName 43
- SOxIntFunc 44
- OxGiveWinFinish 47
- VeccCopyMat 54
- VecrCopyMat 54
- DBessel01, DBesselNu 55
- DBetaFunc 55
- DDens 55
- DecQRtMul 56
- DDiagXSXt, DDiagXtSXtt 56
- DQuan. . 58
- DTail 59
- DTrace, DTraceAB 59
- EigVecDiv 59
- FCubicSpline 60
- FIsInf, FIsNaN 60
- FPeriodogram, FPeriodogramAcf 61
- IDecQRt 61
- IEigValPoly,IEigen 63
- IEigenSym 63
- IGenEigVecSym 64
- IInvert, IInvDet 64
- ILDLbandDec 65
- ILUPlogdet 66
- IMatRank 66
- INullSpace 67
- IOlsNorm, IOlsQR, OlsQRacc 67
- ISymInv,ISymInvDet 69
- LDLbandSolve 69
- LDLsolve 70
- LDLsolveInv 70
- LUPsolve, LUPsolveInv 70
- MatBtBVec 71
- MatAlloc, MatAllocBlock 72
- MatCopy.. 73
- MatFree, MatFreeBlock 73
- MatGenInvert 73
- MatGetAt 74
- MatRan, MatRanNormal 74
- MatReflect, MatTranspose 74
- MatSetAt 75
- MatStandardize 75
- MatVariance 75
- RanDirichlet 76
- RanGetSeed 76
- RanNewRan, RanSetRan 76
- RanSetSeed 76
- SetFastMath 77
- SetInvertEps 77
- SetInf, SetNaN 77
- ToeplitzSolve 78
- VecAlloc 78
- VecrCopyMat, VeccCopyMat 78
- VecDiscretize 79
- VecTranspose 79
- Appendix A3 80
- Modelbase and OxPack 80
- OxPackDialog 83
- { 1,1,2,0 } 84
- OxPackGetData 85
- OxPackReadProfile 86
- OxPackSetMarker 86
- OxPackStore 86
- OxPackWriteProfile 87
- Modelbase::IsCrossSection 88
- Modelbase::LoadOptions 88
- Modelbase::GetModelSettings 88
- Modelbase::ReceiveData 89
- Modelbase::ReceiveDialog 89
- Modelbase::ReceiveModel 90
- Modelbase::SaveOptions 90
- Modelbase::SendDialog 90
- Modelbase::SendFunctions 91
- Modelbase::SendMenu 91
- Modelbase::SendMethods 93
- Modelbase::SendResults 93
- Modelbase::SendSpecials 93
- Modelbase::SendVarStatus 94
- Modelbase::SetModelSettings 95
- Modelbase::Batch 95
- Modelbase::BatchMethod 96
- Modelbase::BatchVarStatus 96
- A3.4 Adding support for Help 97
- A3.5 An example 99
- A3.5 An example 93 101
- A3.5 An example 95 103
- A3.5 An example 97 105
- A3.5 An example 99 107
- Appendix A4 108
- Using OxGauss 108
- A4.4 Calling OxGauss from Ox 109
- A4.5 How does it work? 110
- A4.6 Some large projects 110
- A4.7 Known limitations 112
- Appendix A5 113
- OxGauss Function Summary 113
- Appendix A6 136
- OxGauss Language Reference 136
- A6.3 Constants 137
- A6.4 Objects 139
- A6.5 OxGauss Program 140
- A6.6 External declarations 140
- A6.7 Statements 144
- A6.8 Expressions 148
- A6.9 Preprocessing 157
- Appendix A7 160
- Comparing Gauss and Ox syntax 160
- A7.3 G2Ox 165
- Appendix A8 166
- Random Number Generators 166
- A8.3 L’Ecuyer’s generator 167
- References 169
- Subject Index 170
- SUBJECT INDEX 163 171
- 164 SUBJECT INDEX 172
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