DSPGVX Example

To find the eigenvalues in the half-open interval $\left(\vphantom{-1.0, 1.0}\right.$ -1.0, 1.0$\left.\vphantom{-1.0, 1.0}\right]$, and corresponding eigenvectors, of the generalized symmetric eigenproblem Ax = $\lambda$Bx, where

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

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

Example program
Example data
Example results