ILMatheigGen Method (InArraycomplex, InArraycomplex, OutArraycomplex, GenEigenType, Boolean)

public static RetArray<double> eigGen(
	InArray<complex> A,
	InArray<complex> B,
	OutArray<complex> V = null,
	GenEigenType type = GenEigenType.Ax_eq_lambBx,
	bool skipSymmCheck = false
)

Public Shared Function eigGen ( 
	A As InArray(Of complex),
	B As InArray(Of complex),
	Optional V As OutArray(Of complex) = Nothing,
	Optional type As GenEigenType = GenEigenType.Ax_eq_lambBx,
	Optional skipSymmCheck As Boolean = false
) As RetArray(Of Double)

Dim A As InArray(Of complex)
Dim B As InArray(Of complex)
Dim V As OutArray(Of complex)
Dim type As GenEigenType
Dim skipSymmCheck As Boolean
Dim returnValue As RetArray(Of Double)

returnValue = ILMath.eigGen(A, B, V, 
	type, skipSymmCheck)

Parameters

A

Type: ILNumericsInArraycomplex
Square, symmetric/hermitian input matrix, size [n x n].

B

Type: ILNumericsInArraycomplex
Square, symmetric/hermitian and positive definite matrix, size [n x n].

V (Optional)

Type: ILNumericsOutArraycomplex
[Output, optional] Returns the eigenvectors in columns (size [n x n]). Default: (null) eigenvectors are not returned.

type (Optional)

Type: ILNumericsGenEigenType
[Optional] Determines the eigen problem type. Default: (null) Ax_eq_lambBx: A*V = r*B*V.

skipSymmCheck (Optional)

Type: SystemBoolean
[Optional] true: skip tests for A and B being hermitian. Default: false.

Return Value

This function solves the generalized eigenproblem A*V=lamda*B*V or the problem as specified by type.

Eigenvectors in V are not normalized! See details about the normalization performed by the underlying Lapack routines.

Internally, the generalized eigenproblem A*V = r*B*V will be reduced to B^-1*A*V = r*V using cholesky factorization. The computations are handled by LAPACK functions DSYGV,SSYGV,CHEGV and ZHEGV respectively.

[ILNumerics Computing Engine]

Reference