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.