Operator Reference
generalized_eigenvalues_symmetric_matrix (Operator)
generalized_eigenvalues_symmetric_matrix
— Compute the generalized eigenvalues and optionally generalized
eigenvectors of symmetric input matrices.
Signature
generalized_eigenvalues_symmetric_matrix( : : MatrixAID, MatrixBID, ComputeEigenvectors : EigenvaluesID, EigenvectorsID)
Description
The operator generalized_eigenvalues_symmetric_matrix
computes all generalized eigenvalues and, optionally, generalized
eigenvectors of the symmetric matrix MatrixA
and the
symmetric positive definite matrix MatrixB
. Both
matrices must have identical dimensions. The matrices are
defined by the matrix handles MatrixAID
and
MatrixBID
. On output, a new matrix Eigenvalues
with the generalized eigenvalues in ascending order and,
optionally, a new matrix
Eigenvectors
with the generalized eigenvectors is
created. Each jth column of the matrix Eigenvectors
contains the related eigenvector to the jth eigenvalue. The
operator returns the matrix handles EigenvaluesID
and
EigenvectorsID
of the matrices Eigenvalues
and
Eigenvectors
. Access to the elements of the matrices is
possible, e.g., with the operator get_full_matrix
or
get_sub_matrix
.
The computation of generalized eigenvectors can be selected via
ComputeEigenvectors
= 'true' . The formula for
the calculation of the result is
with representing the th eigenvalue and
represents the corresponding eigenvector.
If ComputeEigenvectors
= 'false' , no generalized
eigenvectors are computed. For this, the matrix handle
EigenvectorsID
is invalid.
Example:
ComputeEigenvectors
= 'true'
Attention
The upper triangular parts of the input matrices MatrixA
and MatrixB
must contain the relevant information of the
matrices. The strictly lower triangular parts of the matrices are
not referenced. If the referenced parts of the input matrices
MatrixA
or MatrixB
are not of the specified
type, an exception is raised.
Execution Information
- Multithreading type: reentrant (runs in parallel with non-exclusive operators).
- Multithreading scope: global (may be called from any thread).
- Processed without parallelization.
Parameters
MatrixAID
(input_control) matrix →
(handle)
Matrix handle of the symmetric input matrix A.
MatrixBID
(input_control) matrix →
(handle)
Matrix handle of the symmetric positive definite input matrix B.
ComputeEigenvectors
(input_control) string →
(string)
Computation of the eigenvectors.
Default: 'false'
List of values: 'false' , 'true'
EigenvaluesID
(output_control) matrix →
(handle)
Matrix handle with the eigenvalues.
EigenvectorsID
(output_control) matrix →
(handle)
Matrix handle with the eigenvectors.
Result
If the parameters are valid, the operator
generalized_eigenvalues_symmetric_matrix
returns the value
2 (
H_MSG_TRUE)
. If necessary, an exception is raised.
Possible Predecessors
Possible Successors
get_full_matrix
,
get_value_matrix
Alternatives
generalized_eigenvalues_general_matrix
See also
eigenvalues_symmetric_matrix
,
eigenvalues_general_matrix
References
David Poole: “Linear Algebra: A Modern Introduction”; Thomson;
Belmont; 2006.
Gene H. Golub, Charles F. van Loan: “Matrix Computations”; The
Johns Hopkins University Press; Baltimore and London; 1996.
Module
Foundation