Subject: Solving A*V = B*V*D with Lapack Newsgroups: gmane.comp.lib.boost.ublas Date: Tuesday 31st January 2012 10:04:14 UTC (over 5 years ago) Hi, I'm trying to implement the following MATLAB function with boost ublas lapack bindings: [V,D] = EIG(A,B) Produces a diagonal matrix D of generalized eigenvalues, and a full matrix V whose columns are the corresponding eigenvectors so that A*V = B*V*D. I'm using the bindings from Andreas Klöckner http://mathema.tician.de/dl/software/boost-numeric-bindings Initially I used lapack::hegv (wraps ssygv for single precision) which works fine for real symmetric A, and symmetric positive definite B. The problem is that my B matrix is general (symmetric and not positive definite) so this approach failed. Next I tried sggev, for which I didn't have a lapack binding so I hacked my own. This didn't give me the results I was expecting. I have two questions: 1. Is there another lapack function, or functions, to solve this problem other than ggev or hegv? 2. If ggev is the correct function to apply, where can I obtain the correct binding? The bindings under sourceforge don't seem to include ggev (or even hegv). Thanks in advance |
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