AUXIL\
gen_eigenproblem.pro
top gen_eigenproblem
gen_eigenproblem, C, B, A, lambda
Solve the generalized eigenproblem C##a = lambda*B##a using Cholesky factorization
Parameters
- C in required
symmetric matrix
- B in required
symmetric positive definite matrix
- A out required
matrix of eigenvectors (columns)
- lambda out required
eigenvalues, largest to smallest
Author information
- Author:
Mort Canty (2009)
File attributes
| Modification date: | Fri Oct 19 14:33:17 2012 |
| Lines: | 40 |
| Docformat: | rst rst |