IMSL C Math Library
Chapter 2: Eigensystem Analysis
Functions
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 Eigensystem Problems
Real Symmetric Matrices and B Positive Definite
Eigenvalues and eigenvector, eig_symgen
Real matrices, geneig
Complex matrices, geneig (complex)