TMtx.EigSymGen Method (TMtx, TVec, TMtx, TEigGenType)

Computes all the eigenvalues, and optionally, the eigenvectors of a generalized symmetric-definite eigenproblem.

Pascal

procedure EigSymGen(const B: TMtx; const D: TVec; const V: TMtx; const EigGenType: TEigGenType = etAzBz); overload;

Description

It can find solution to either of the following problems:

A*x = lambda*B*x, A*B*x = lambda*x, or B*A*x = lambda*x

Here A and B are assumed to be symmetric (Hermitian) and B is also positive definite. Eigenvector are stored within V in columns.

See Also

Eig

Example

var D: TVec; A,B,C: TMtx; begin CreateIt(D); CreateIt(A,B,C); try D.SetIt(2 ,False,[0,2]); // vector, length 2, real A.SetIt(2,2,False,[1,2, 2,4]); // 2x2, real matrix // A must be symmetric B.SetIt(2,2,False,[1,1, 1,2]); // 2x2, real matrix // B must be symmetric and positive definite A.EigSymGen(B,D); // Use A and B to find eigenvalues finally FreeIt(A,B,C); FreeIt(D); end; end;

TMtx Class, TMtx Members, MtxVec Namespace, EigSymGen Method, Example, See Also

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