Adding Generalized Eigenvalue functions to IT++

I have added a functions call to lapack DGGEV and ZGGEV functions to solve generalized eigenvalue problem. There are three files to modify: lapack.h, eigen.h, and eigen.cpp. The diff files can be obtained from this link.

To test the code, I ran an example for generalized complex eigenvalue problem found in the NAG site. The test program is shown below:

#include 

using namespace itpp;

//These lines are needed for use of cout and endl
using std::cout;
using std::endl;

int main()
{

  cmat cA,cB;
  cA="-21.10-22.50i 53.50-50.50i -34.50+127.50i 7.50+0.50i; 
        -0.46-7.78i -3.50-37.50i -15.50+58.50i -10.50-1.50i; 
        4.30-5.50i 39.70-17.10i -68.50+12.50i -7.50-3.50i; 
        5.50+4.40i 14.40+43.30i -32.50-46.00i -19.00-32.50i";

  cB="1.00-5.00i 1.60+1.20i -3.00+0.00i 0.00-1.00i; 
        0.80-0.60i 3.00-5.00i -4.00+3.00i -2.40-3.20i;  
        1.00+0.00i  2.40+1.80i -4.00-5.00i 0.00-3.00i;  
        0.00+1.00i -1.80+2.40i  0.00-4.00i  4.00-5.00i";

  cout<< "cA = " << cA<<endl;
  cout<< "cB = " << cB<<endl;

  cvec lambda;
  cmat evecs;
  eig(cA,cB,lambda,evecs);
  cout<< "eig(cA,cB)\n";
  cout << "lambda = "<<lambda<<endl;
  cout << "evecs = "<<evecs<<endl;

  //Exit program:
  return 0;

}

And the output is:

cA = [[-21.1-22.5i 53.5-50.5i -34.5+127.5i 7.5+0.5i]
 [-0.46-7.78i -3.5-37.5i -15.5+58.5i -10.5-1.5i]
 [4.3-5.5i 39.7-17.1i -68.5+12.5i -7.5-3.5i]
 [5.5+4.4i 14.4+43.3i -32.5-46i -19-32.5i]]
cB = [[1-5i 1.6+1.2i -3+0i 0-1i]
 [0.8-0.6i 3-5i -4+3i -2.4-3.2i]
 [1+0i 2.4+1.8i -4-5i 0-3i]
 [0+1i -1.8+2.4i 0-4i 4-5i]]
eig(cA,cB)
lambda = [3-9i 2-5i 3-1i 4-5i]
evecs = [[-0.823768-0.176232i 0.639741+0.360259i 
                  0.977535+0.0224645i -0.906234+0.0937662i]
 [-0.152951+0.0706552i 0.0041597-0.000546503i 
                  0.159101-0.11371i -0.0074303+0.00687504i]
 [-0.0706552-0.152951i 0.0402123+0.0226448i 
                  0.120899-0.15371i 0.0302078-0.00312554i]
 [0.152951-0.0706552i -0.0226448+0.0402123i 
                  0.15371+0.120899i -0.0145859-0.14097i]]

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3 Responses

  1. Was this published in IT++ already ?

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