public sealed class GeneralizedEigenvalueDecomposition : ICloneable
Public NotInheritable Class GeneralizedEigenvalueDecomposition Implements ICloneable
Thetype exposes the following members.
Constructs a new generalized eigenvalue decomposition.
Returns the beta values.
Returns the block diagonal eigenvalue matrix.
Returns the eigenvector matrix.
Returns the imaginary parts of the alpha values.
Returns the imaginary parts of the eigenvalues.
Returns true if the eigenvalue problem is degenerate (ill-posed).
Returns true if matrix B is singular.
Returns the real parts of the alpha values.
Returns the real parts of the eigenvalues.
Creates a new object that is a copy of the current instance.
Determines whether the specified object is equal to the current object.(Inherited from .)
Serves as the default hash function.(Inherited from .)
Gets the(Inherited from of the current instance. .)
Returns a string that represents the current object.(Inherited from .)
Checks whether an object implements a method with the given name.(Defined by ExtensionMethods.)
Compares two objects for equality, performing an elementwise comparison if the elements are vectors or matrices.(Defined by Matrix.)
Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime.(Defined by ExtensionMethods.)
Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime.(Defined by Matrix.)
A generalized eigenvalue problem is the problem of finding a vector v that obeys A * v = λ * B * v where A and B are matrices. If v obeys this equation, with some λ, then we call v the generalized eigenvector of A and B, and λ is called the generalized eigenvalue of A and B which corresponds to the generalized eigenvector v. The possible values of λ, must obey the identity det(A - λ*B) = 0.
Part of this code has been adapted from the original EISPACK routines in Fortran.