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Eigenvalues
| Re: Eigenvalues [message #17733 is a reply to message #17679] |
Fri, 12 November 1999 00:00  |
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Messages: 3
Registered: August 1998
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In article <38299C7E.B9CAE41B@gbt.tfo.upm.es>, Javier Sanchez Gonzalez
<jsanchez@gbt.tfo.upm.es> wrote:
> Hi all,
> I would like to know if there are some procedure to extract complex
> matrix�s eigenvalues when this matrix is complex.
I guess you will have to use a trick to do an SVD on a complex matrix.
The trick I used is from Numerical Recipes:
[A + iC]
is your complex matrix,A real part and C the imaginary. Do the SVD on the
real matrix:
[ A -C ]
[ C A ]
To solve a system of linear equations for example:
[A + iC] [x + iy] = [b + id]
[ A -C ] [ x ] = [ b ]
[ C A ] [ y ] [ d ]
You lose a factor of two in efficiency solving the big real matrix instead
of the smaller complex one, the alternative is however interfacing a
complex SVD c routine to IDL. Also a lot of work.
--
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