IMSL Mathematics Reference Guide
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Eigensystem Analysis
Eigensystem Analysis
This section contains the following topics:
Linear Eigensystem Problems
EIG Function (PV-WAVE Advantage)
—General and symmetric matrices.
Generalized Eigensystem Problems
EIGSYMGEN Function (PV-WAVE Advantage)
—Real symmetric matrices and
B
positive definite.
GENEIG Procedure (PV-WAVE Advantage)
—General eigenexpansion of A
x
=
λ
B
x
.
Version 2017.0
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Linear Eigensystem ProblemsLinear Eigensystem Problems
EIG Function (PV-WAVE Advantage)—General and symmetric matrices.Generalized Eigensystem Problems