Example: Eigensystem Analysis

using System;
using Imsl.Math;

public class EigenEx1
{
    public static void  Main(String[] args)
    {
        double[,] a = {
            {8, - 1, - 5},
            {- 4, 4, - 2},
            {18, - 5, - 7}
        };
        Eigen eigen = new Eigen();
        eigen.Solve(a, true);
        new PrintMatrix("Eigenvalues").SetPageWidth(80).Print(eigen.GetValues());
        new PrintMatrix("Eigenvectors").SetPageWidth(80).Print(eigen.GetVectors());
    }
}

Output

       Eigenvalues
            0            
0                  2+4i  
1                  2-4i  
2  0.999999999999997     

                Eigenvectors
                      0                     
0     0.316227766016838-0.316227766016838i  
1     0.632455532033676                     
2  1.66533453693773E-16-0.632455532033676i  

                      1                     
0     0.316227766016838+0.316227766016838i  
1     0.632455532033676                     
2  1.66533453693773E-16+0.632455532033676i  

           2          
0  0.408248290463863  
1  0.816496580927725  
2  0.408248290463864