lapgeigh¶
Purpose¶
Computes generalized eigenvalues for a pair of real symmetric or Hermitian matrices.
Format¶
-
ve =
lapgeigh
(A, B)¶ - Parameters:
A (NxN matrix) – real or complex symmetric or Hermitian matrix.
B (NxN matrix) – real or complex positive definite symmetric or Hermitian matrix.
- Returns:
ve (Nx1 vector) – eigenvalues.
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 \(Ax = λBx\).
See also
Functions lapgeig()
, lapgeighv()