generalized_eigenvalues_symmetric_matrixT_generalized_eigenvalues_symmetric_matrixGeneralizedEigenvaluesSymmetricMatrixGeneralizedEigenvaluesSymmetricMatrixgeneralized_eigenvalues_symmetric_matrix (算子)

名称

generalized_eigenvalues_symmetric_matrixT_generalized_eigenvalues_symmetric_matrixGeneralizedEigenvaluesSymmetricMatrixGeneralizedEigenvaluesSymmetricMatrixgeneralized_eigenvalues_symmetric_matrix — 计算对称输入矩阵的广义特征值和可选的广义特征向量。

签名

描述

算子 generalized_eigenvalues_symmetric_matrixgeneralized_eigenvalues_symmetric_matrixGeneralizedEigenvaluesSymmetricMatrixGeneralizedEigenvaluesSymmetricMatrixGeneralizedEigenvaluesSymmetricMatrixgeneralized_eigenvalues_symmetric_matrix computes all generalized eigenvalues and, optionally, generalized eigenvectors of the symmetric matrix MatrixA and the symmetric positive definite matrix MatrixB. Both matrices must have identical dimensions. The matrices are defined by the matrix handles MatrixAIDMatrixAIDMatrixAIDMatrixAIDmatrixAIDmatrix_aid and MatrixBIDMatrixBIDMatrixBIDMatrixBIDmatrixBIDmatrix_bid. On output, a new matrix Eigenvalues with the generalized eigenvalues in ascending order and, optionally, a new matrix Eigenvectors with the generalized eigenvectors is created. Each jth column of the matrix Eigenvectors contains the related eigenvector to the jth eigenvalue. The operator returns the matrix handles EigenvaluesIDEigenvaluesIDEigenvaluesIDEigenvaluesIDeigenvaluesIDeigenvalues_id and EigenvectorsIDEigenvectorsIDEigenvectorsIDEigenvectorsIDeigenvectorsIDeigenvectors_id of the matrices Eigenvalues and Eigenvectors. Access to the elements of the matrices is possible, e.g., with the operator get_full_matrixget_full_matrixGetFullMatrixGetFullMatrixGetFullMatrixget_full_matrix or get_sub_matrixget_sub_matrixGetSubMatrixGetSubMatrixGetSubMatrixget_sub_matrix。

The computation of generalized eigenvectors can be selected via ComputeEigenvectorsComputeEigenvectorsComputeEigenvectorsComputeEigenvectorscomputeEigenvectorscompute_eigenvectors = 'true'"true""true""true""true""true". The formula for the calculation of the result is with representing the th eigenvalue and represents the corresponding eigenvector.

If ComputeEigenvectorsComputeEigenvectorsComputeEigenvectorsComputeEigenvectorscomputeEigenvectorscompute_eigenvectors = 'false'"false""false""false""false""false", no generalized eigenvectors are computed. For this, the matrix handle EigenvectorsIDEigenvectorsIDEigenvectorsIDEigenvectorsIDeigenvectorsIDeigenvectors_id is invalid.

示例：

ComputeEigenvectorsComputeEigenvectorsComputeEigenvectorsComputeEigenvectorscomputeEigenvectorscompute_eigenvectors = 'true'"true""true""true""true""true"

注意

The upper triangular parts of the input matrices MatrixA and MatrixB must contain the relevant information of the matrices. The strictly lower triangular parts of the matrices are not referenced. If the referenced parts of the input matrices MatrixA or MatrixB are not of the specified type, an exception is raised.

执行信息

• 多线程类型：可重入（与非独占算子并行运行）。
• 多线程作用域：全局（可从任何线程调用）。
• 未采用并行化处理。

参数

结果

如果参数有效，算子 generalized_eigenvalues_symmetric_matrixgeneralized_eigenvalues_symmetric_matrixGeneralizedEigenvaluesSymmetricMatrixGeneralizedEigenvaluesSymmetricMatrixGeneralizedEigenvaluesSymmetricMatrixgeneralized_eigenvalues_symmetric_matrix 返回值 2 ( H_MSG_TRUE )。如有必要，则抛出异常。

可能的前趋

create_matrixcreate_matrixCreateMatrixCreateMatrixCreateMatrixcreate_matrix

可能的后继

get_full_matrixget_full_matrixGetFullMatrixGetFullMatrixGetFullMatrixget_full_matrix, get_value_matrixget_value_matrixGetValueMatrixGetValueMatrixGetValueMatrixget_value_matrix

替代

generalized_eigenvalues_general_matrixgeneralized_eigenvalues_general_matrixGeneralizedEigenvaluesGeneralMatrixGeneralizedEigenvaluesGeneralMatrixGeneralizedEigenvaluesGeneralMatrixgeneralized_eigenvalues_general_matrix

另见

eigenvalues_symmetric_matrixeigenvalues_symmetric_matrixEigenvaluesSymmetricMatrixEigenvaluesSymmetricMatrixEigenvaluesSymmetricMatrixeigenvalues_symmetric_matrix, eigenvalues_general_matrixeigenvalues_general_matrixEigenvaluesGeneralMatrixEigenvaluesGeneralMatrixEigenvaluesGeneralMatrixeigenvalues_general_matrix

参考文献

David Poole: “Linear Algebra: A Modern Introduction”; Thomson; Belmont; 2006.
Gene H. Golub, Charles F. van Loan: “Matrix Computations”; The Johns Hopkins University Press; Baltimore and London; 1996.

模块

基础

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