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 = $\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)$.

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

Example program
Example data
Example results