pub struct GeneralizedEigen<T: Scalar, D: Dim>where
    DefaultAllocator: Allocator<T, D> + Allocator<T, D, D>,
{ /* private fields */ }
Expand description

Generalized eigenvalues and generalized eigenvectors (left and right) of a pair of N*N real square matrices.

Each generalized eigenvalue (lambda) satisfies determinant(A - lambda*B) = 0

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).

Implementations§

Attempts to compute the generalized eigenvalues, and left and right associated eigenvectors via the raw returns from LAPACK’s dggev and sggev routines

Panics if the method did not converge.

Attempts to compute the generalized eigenvalues (and eigenvectors) via the raw returns from LAPACK’s dggev and sggev routines

Returns None if the method did not converge.

Calculates the generalized eigenvectors (left and right) associated with the generalized eigenvalues

Outputs two matrices. The first output matrix contains the left eigenvectors of the generalized eigenvalues as columns. The second matrix contains the right eigenvectors of the generalized eigenvalues as columns.

Outputs the unprocessed (almost) version of generalized eigenvalues ((alphar, alphai), beta) straight from LAPACK

Trait Implementations§

Returns a copy of the value. Read more
Performs copy-assignment from source. Read more
Formats the value using the given formatter. Read more

Auto Trait Implementations§

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