where V is the right eigenvectors matrix. 
where U is the left eigenvectors matrix. 
represents the generalized eigenvalues of (A, B).Advanced Analysis Library Only
AnalysisLibErrType GenEigenAB (void *inputMatrixA, void *inputMatrixB, int matrixSize, NIComplexNumber eigenvalues[], void *leftEigenvectors, void *rightEigenvectors);
Computes the generalized eigenvalues and, optionally, the left and/or right generalized eigenvectors for a pair of real matrices (A, B). The function computes the following generalized eigenproblems:
where V is the right eigenvectors matrix.
where U is the left eigenvectors matrix.
represents the generalized eigenvalues of (A, B).
| Input | ||
| Name | Type | Description |
| inputMatrixA | numeric array | The input matrix A. |
| inputMatrixB | numeric array | The input matrix B. |
| matrixSize | integer | The order of inputMatrixA and inputMatrixB. |
| Output | ||
| Name | Type | Description |
| eigenvalues | complex number array | The generalized eigenvalues of (inputMatrixA, inputMatrixB). |
| leftEigenvectors | numeric array | The left generalized eigenvectors of (inputMatrixA, inputMatrixB). If leftEigenvectors is NULL, the left generalized eigenvectors are not computed. Each column of leftEigenvectors is a left generalized eigenvector. |
| rightEigenvectors | numeric array | The right generalized eigenvectors of (inputMatrixA, inputMatrixB). If rightEigenvectors is NULL, the right generalized eigenvectors are not computed. Each column of rightEigenvectors is a right generalized eigenvector. |
| Name | Type | Description |
| status | AnalysisLibErrType | A value that specifies the type of error that occurred. Refer to analysis.h for definitions of these constants. |