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la.eigenvalues.eigGeneralizedSymmetric
Solve the symmetric generalized eigenvalue problem.
Syntax
la.eigenvalues.eigGeneralizedSymmetric(A, B, options?)
Description
Solve the symmetric generalized eigenvalue problem. Computes eigenvalues and eigenvectors of one of three forms: - itype=1: A*x = λ*B*x - itype=2: A*B*x = λ*x - itype=3: B*A*x = λ*x where A is symmetric and B is symmetric positive definite. All eigenvalues are guaranteed to be real.
Parameters
| Name | Description |
|---|---|
| A | - Symmetric matrix (n × n) |
| B | - Symmetric positive definite matrix (n × n) |
| options(optional) | - Computation options |
Returns
EigGeneralizedSymmetricResult