lapgeig

Purpose

Computes generalized eigenvalues for a pair of real or complex general matrices.

Format

{ va1, va2 } = lapgeig(A, B)
Parameters:
  • A (NxN matrix) – real or complex general matrix.
  • B (NxN matrix) – real or complex general matrix.
Returns:
  • va1 (Nx1 vector) – numerator of eigenvalues.
  • va2 (Nx1 vector) – denominator of eigenvalues.

Remarks

va1 and va2 are the vectors of the numerators and denominators respectively of the eigenvalues of the solution of the generalized symmetric eigenproblem of the form \(Aw = eBw\) where A and B are real or complex general matrices and \(w = va1./va2\). The generalized eigenvalues are not computed directly because some elements of va2 may be zero, i.e., the eigenvalues may be infinite. This procedure calls the LAPACK routines DGGEV and ZGGEV.

See also

Functions lapgeig(), lapgeigh()