ILMatheig Method (InArraySingle, OutArrayfcomplex, MatrixProperties, Boolean)

public static RetArray<fcomplex> eig(
	InArray<float> A,
	OutArray<fcomplex> V,
	ref MatrixProperties propsA,
	bool balance
)

Public Shared Function eig ( 
	A As InArray(Of Single),
	V As OutArray(Of fcomplex),
	ByRef propsA As MatrixProperties,
	balance As Boolean
) As RetArray(Of fcomplex)

Dim A As InArray(Of Single)
Dim V As OutArray(Of fcomplex)
Dim propsA As MatrixProperties
Dim balance As Boolean
Dim returnValue As RetArray(Of fcomplex)

returnValue = ILMath.eig(A, V, propsA, 
	balance)

Parameters

A

Type: ILNumericsInArraySingle
Input: square matrix, size [n x n].

V

Type: ILNumericsOutArrayfcomplex
[Optional] Output, matrix of eigenvectors of A. Size [n x n]. If null: do not compute. If not null on entry V returns the Eigenvectors.

propsA

Type: ILNumericsMatrixProperties
Matrix properties, on input - if specified, will be used to choose an advantageous path to the solution. On exit will be filled according to the properties of A (symmetric | hermitian).

balance

Type: SystemBoolean
True: permute A in order to increase the numerical stability, false: do not permute A.

Return Value

The eigenvalues of A are found by use of the Lapack functions dgeevx, sgeevx, cgeevx and zgeevx.

The matrices returned will be fcomplex, since A may be nonsymmetric. Use eigSymm(InArraySingle) for computing real eigenvalues of symmetric matrices.

Depending on the parameter balanceA will be balanced first. This includes permutations and scaling of A in order to improve the conditioning of the eigenvalues.

[ILNumerics Computing Engine]

Reference