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IMSL Mathematics Reference Guide
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Eigensystem Analysis
Eigensystem Analysis
This section contains the following topics:
Linear Eigensystem Problems
EIG Function
—General and symmetric matrices.
Generalized Eigensystem Problems
EIGSYMGEN Function
—Real symmetric matrices and
B
positive definite.
GENEIG Procedure
—General eigenexpansion of A
x
=
λ
B
x
.
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