lapgeigh ============================================== Purpose ---------------- Computes generalized eigenvalues for a pair of real symmetric or Hermitian matrices. Format ---------------- .. function:: ve = lapgeigh(A, B) :param A: real or complex symmetric or Hermitian matrix. :type A: NxN matrix :param B: real or complex positive definite symmetric or Hermitian matrix. :type B: NxN matrix :return ve: eigenvalues. :rtype ve: Nx1 vector Examples ---------------- :: // Assign A A = { 3 4 5, 2 5 2, 3 2 4 }; // Assign B B = { 4 2 2, 2 6 1, 2 1 8 }; // Find eigenvalues of the solution of the generalized // symmetric eigenproblem Ax = gBx ve = lapgeigh(A, B); // Print eigenvalues print ve; The code above returns: :: 0.1219 0.6787 0.9494 This procedure calls the LAPACK routines *DSYGV* and *ZHEGV*. Remarks ------- *ve* is the vector of eigenvalues of the solution of the generalized symmetric eigenproblem of the form :math:`Ax = λBx`. .. seealso:: Functions :func:`lapgeig`, :func:`lapgeighv`