CADability dotNET
Eigenvalues and eigenvectors of a real matrix.

Namespace: CADability.LinearAlgebra
Assembly: CADability (in CADability.dll) Version: 1.1.4254.24737 (1.1.*)

Syntax

C#
[SerializableAttribute]
public class EigenvalueDecomposition
Visual Basic
<SerializableAttribute> _
Public Class EigenvalueDecomposition
Visual C++
[SerializableAttribute]
public ref class EigenvalueDecomposition

Remarks

If A is symmetric, then A = V*D*V' where the eigenvalue matrix D is diagonal and the eigenvector matrix V is orthogonal. I.e. A = V.Multiply(D.Multiply(V.Transpose())) and V.Multiply(V.Transpose()) equals the identity matrix. If A is not symmetric, then the eigenvalue matrix D is block diagonal with the real eigenvalues in 1-by-1 blocks and any complex eigenvalues, lambda + i*mu, in 2-by-2 blocks, [lambda, mu; -mu, lambda]. The columns of V represent the eigenvectors in the sense that A*V = V*D, i.e. A.Multiply(V) equals V.Multiply(D). The matrix V may be badly conditioned, or even singular, so the validity of the equation A = V*D*Inverse(V) depends upon V.cond().

Inheritance Hierarchy

System..::..Object
  CADability.LinearAlgebra..::..EigenvalueDecomposition

See Also