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Next: DSPGVD Example Up: Real Generalized Symmetric Eigenvalue Previous: DSBGVX Example

DSPGV Example

To find all the eigenvalues and eigenvectors of the generalized symmetric eigenproblem Ax = $ \lambda$Bx, where

A = $\displaystyle \left(\vphantom{ \begin{array}{rrrr} 0.24 & 0.39 & 0.42 & -0.16... ...2 & 0.79 & -0.25 & 0.48 \\ -0.16 & 0.63 & 0.48 & -0.03 \end{array} }\right.$$\displaystyle \begin{array}{rrrr} 0.24 & 0.39 & 0.42 & -0.16 \\ 0.39 & -0.1... ...\\ 0.42 & 0.79 & -0.25 & 0.48 \\ -0.16 & 0.63 & 0.48 & -0.03 \end{array}$$\displaystyle \left.\vphantom{ \begin{array}{rrrr} 0.24 & 0.39 & 0.42 & -0.16... ...2 & 0.79 & -0.25 & 0.48 \\ -0.16 & 0.63 & 0.48 & -0.03 \end{array} }\right)$   and  B = $\displaystyle \left(\vphantom{ \begin{array}{rrrr} 4.16 & -3.12 & 0.56 & -0.1... ...56 & -0.83 & 0.76 & 0.34 \\ -0.10 & 1.09 & 0.34 & 1.18 \end{array} }\right.$$\displaystyle \begin{array}{rrrr} 4.16 & -3.12 & 0.56 & -0.10 \\ -3.12 & 5.... ... \\ 0.56 & -0.83 & 0.76 & 0.34 \\ -0.10 & 1.09 & 0.34 & 1.18 \end{array}$$\displaystyle \left.\vphantom{ \begin{array}{rrrr} 4.16 & -3.12 & 0.56 & -0.1... ...56 & -0.83 & 0.76 & 0.34 \\ -0.10 & 1.09 & 0.34 & 1.18 \end{array} }\right)$,

together with an estimate of the condition number of B, and approximate error bounds for the computed eigenvalues and eigenvectors.

The example program for DSPGVD illustrates solving a generalized symmetric eigenproblem of the form ABx = $ \lambda$x.

Example program
Example data
Example results