Library: | math |
See also: | eisrg eisrs |
Quantlet: | eiscg | |
Description: | Computes the eigenvalues and eigenvectors of a complex general matrix |
Usage: | {wr, wi, zr, zi} = eiscg(ar{, ai}) | |
Input: | ||
ar | n x m matrix, user-defined real data | |
ai | n x m matrix, optional, user-defined imaginary data | |
Output: | ||
wr | n x 1 vector of real eigenvalues | |
wi | n x 1 vector of imaginary eigenvalues | |
zr | n x m matrix of real eigenvectors | |
zi | m x m matrix of imaginary eigenvectors |
library("math") randomize(0) ar = #(3, 1)~#(-10, 9) ai = #(2, 1)~#(1, 1) {wr, wi, zr, zi} = eiscg(ar, ai) wr ;real eigenvalues wi ;imaginary eigenvalues zr ;real eigenvectors zi ;imaginary eigenvectors
Contents of wr [1,] 3.7685 [2,] 8.2315 Contents of wi [1,] 4.1888 [2,] -1.1888 Contents of zr [1,] -5.2597 1.0883 [2,] -0.06684 -0.33493 Contents of zi [1,] -1.5739 -0.99698 [2,] 1.2655 0.8351