Performs the reduction of the symmetric-definite generalized eigenvalues/eigenvectors problem to the normal eigenvalue case.
Performs the reduction of the symmetric-definite generalized eigenvalues/eigenvectors problem to the normal eigenvalue case.
Example 1
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.EigGen(B,D); // Use A and B to find eigenvalues
finally
FreeIt(A,B,C);
FreeIt(A);
end;
end;