Eigensystem Analysis

CNLMath : Eigensystem Analysis

Eigensystem Analysis

Functions

Ordinary Linear Eigensystem Problems

General Matrices

Eigenvalues and eigenvectors, eig_gen

Eigenvalues and eigenvectors, eig_gen (complex)

Real Symmetric Matrices

Eigenvalues and eigenvectors, eig_sym

Complex Hermitian Matrices

Eigenvalues and eigenvectors, eig_herm (complex)

Generalized Linear Eigensystem Problems

Real Symmetric Matrices and B Positive Definite

Eigenvalues and eigenvector, eig_symgen

General Matrices

Real matrices, geneig

Complex matrices, geneig (complex)

Eigenvalues and Eigenvectors computed with ARPACK

Symmetric and General Problems

Real Symmetric Problem Ax = λBx arpack_symmetric

Real General Problem Ax = λBx arpack_general