IMSL_GENEIG

The IMSL_GENEIG procedure computes the generalized eigenexpansion of a system Ax = λBx.

Note: This routine requires an IDL Analyst license. For more information, contact your Exelis VIS sales or technical support representative.

The IMSL_GENEIG function uses the QZ algorithm to compute the eigenvalues and eigenvectors of the generalized eigensystem Ax = λBx, where A and B are matrices of order n. The eigenvalues for this problem can be infinite, so α and β are returned instead of λ. If β is nonzero, λ = α/β.

The QZ algorithm first simultaneously reduces A to upper-Hessenberg form and B to upper-triangular form, then it uses orthogonal transformations to reduce A to quasiupper- triangular form while keeping B upper triangular. The generalized eigenvalues and eigenvectors for the reduced problem are then computed.

The IMSL_GENEIG function is based on the QZ algorithm due to Moler and Stewart (1973), as implemented by the EISPACK routines QZHES, QZIT, and QZVAL; see Garbow et al. (1977).

Examples

For additional information on using IMSL_GENEIG, see Additional Examples.

This example computes the eigenvalue, λ, of system Ax = λBx, where:

a = TRANSPOSE([[1.0, 0.5, 0.0], [-10.0, 2.0, 0.0], $

[5.0, 1.0, 0.5]])

b = TRANSPOSE([[0.5, 0.0, 0.0], [3.0, 3.0, 0.0], $

[4.0, 0.5, 1.0]])

; Compute eigenvalues

IMSL_GENEIG, a, b, alpha, beta

; Print eigenvalues

PM, alpha/beta, Title = 'Eigenvalues'

Eigenvalues

( 0.833334, 1.99304)

( 0.833333, -1.99304)

( 0.500000, 0.00000)

Syntax

IMSL_GENEIG, a, b, alpha, beta [, /DOUBLE] [, VECTORS=variable]

Arguments

a

Two-dimensional array of size n-by-n containing coefficient matrix A.

alpha

One-dimensional array of size n containing scalars α_i. If β_i ≠ 0, λ_i = α_i /β_i for i = 0, ..., n – 1 are the eigenvalues of the system.

b

Two-dimensional array of size n-by-n containing coefficient matrix B.

beta

One-dimensional array of size n.

Keywords

DOUBLE

If present and nonzero, double precision is used.

VECTORS

Named variable into which a two-dimensional array of size n-by-n containing eigenvectors of the problem is stored. Each vector is normalized to have Euclidean length equal to one.

Additional Examples

Example 2

This example finds the eigenvalues and eigenvectors of the same eigensystem given

in the last example.

a = TRANSPOSE([[1.0, 0.5, 0.0], [-10.0, 2.0, 0.0], $

[5.0, 1.0, 0.5]])

b = TRANSPOSE([[0.5, 0.0, 0.0], [3.0, 3.0, 0.0], $

[4.0, 0.5, 1.0]])

; Compute eigenvalues

IMSL_GENEIG, a, b, alpha, beta, Vectors = vectors

; Print eigenvalues

PM, alpha/beta, Title = 'Eigenvalues'

Eigenvalues

( 0.833332, 1.99304)

( 0.833332, -1.99304)

( 0.500000, -0.00000)

; Print eigenvectors

PM, vectors, Title = 'Eigenvectors'

Eigenvectors

( -0.197112, 0.149911)( -0.197112, -0.149911)

( -1.53306e-08, 0.00000)

( -0.0688163, -0.567750)( -0.0688163, 0.567750)

( -4.75248e-07, 0.00000)

( 0.782047, 0.00000)( 0.782047, 0.00000)

( 1.00000, 0.00000)

Example 3

This example solves the eigenvalue, λ, of system Ax = λBx, where:

a = TRANSPOSE([$

[COMPLEX(1.0, 0.0), COMPLEX(0.5, 1.0), COMPLEX(0.0, 5.0)], $

[COMPLEX(-10.0, 0.0), COMPLEX(2.0, 1.0), COMPLEX(0.0, 0.0)], $

[COMPLEX(5.0, 1.0), COMPLEX(1.0, 0.0), COMPLEX(0.5, 3.0)]])

b = TRANSPOSE([$

[COMPLEX(0.5, 0.0), COMPLEX(0.0, 0.0), COMPLEX(0.0, 0.0)], $

[COMPLEX(3.0, 3.0), COMPLEX(3.0, 3.0), COMPLEX(0.0, 1.0)], $

[COMPLEX(4.0, 2.0), COMPLEX(0.5, 1.0), COMPLEX(1.0, 1.0)]])

; Compute eigenvalues

IMSL_GENEIG, a, b, alpha, beta

; Print eigenvalues

PM, alpha/beta, Title = 'Eigenvalues'

Eigenvalues

( -8.18016, -25.3799)

( 2.18006, 0.609113)

( 0.120108, -0.389223)

Example 4

This example finds the eigenvalues and eigenvectors of the same eigensystem given in the last example.

a = TRANSPOSE([$

[COMPLEX(1.0, 0.0), COMPLEX(0.5, 1.0), COMPLEX(0.0, 5.0)], $

[COMPLEX(-10.0, 0.0), COMPLEX(2.0, 1.0), COMPLEX(0.0, 0.0)], $

[COMPLEX(5.0, 1.0), COMPLEX(1.0, 0.0), COMPLEX(0.5, 3.0)]])

b = TRANSPOSE([$

[COMPLEX(0.5, 0.0), COMPLEX(0.0,0.0), COMPLEX(0.0, 0.0)], $

[COMPLEX(3.0,3.0), COMPLEX(3.0,3.0), COMPLEX(0.0, 1.0)], $

[COMPLEX(4.0, 2.0), COMPLEX(0.5, 1.0), COMPLEX(1.0, 1.0)]])

; Compute eigenvalues

IMSL_GENEIG, a, b, alpha, beta, Vectors = vectors

; Print eigenvalues

PM, alpha/beta, Title = 'Eigenvalues'

Eigenvalues

( -8.18018, -25.3799)

( 2.18006, 0.609112)

( 0.120109, -0.389223)

; Print eigenvecters

PM, vectors, Title = 'Eigenvectors'

Eigenvectors

( -0.326709, -0.124509)( -0.300678, -0.244401)

( 0.0370698, 0.151778)

( 0.176670, 0.00537758)( 0.895923, 0.00000)

( 0.957678, 0.00000)

( 0.920064, 0.00000)( -0.201900, 0.0801192)

( -0.221511, 0.0968290)

Version History