| 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