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TMtx.EigGen Method ([In] TMtx, [In] TVec, [In] TVec, [In] TMtx, [In] TMtx)
TMtx Class  TMtx Members  Dew.Math Namespace  EigGen Method
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Computes generalized eigenvalues and eigenvectors of a non-symmetric matrix.

Syntax
C#
Visual Basic
public void EigGen([In] TMtx B, [In] TVec DAlpha, [In] TVec DBeta, [In] TMtx VL, [In] TMtx VR);
Remarks

A generalized eigenvalue for a pair of matrices (A = Self,B) is a scalar lambda or a ratio alpha/beta := lambda, such that A - lambda*B is singular. It is usually represented as the pair (alpha,beta), as there is a reasonable interpretation for beta = 0, and even for both being zero. 

The right eigenvector v(j) corresponding to the eigenvalue lambda(j) of (A,B) satisfies: 

 

A * v(j) = lambda(j) * B * v(j).

 

The left eigenvector u(j) corresponding to the eigenvalue lambda(j) of (A,B) satisfies: 

 

u(j)**H * A = lambda(j) * u(j)**H * B .

 

where u(j)**H is the conjugate-transpose of u(j). The individual eigevalues can be computed as: 

 

lambda(j) = dAlpha(j)/dBeta(j);
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