Rev | Line | |
---|
[136] | 1 | MatrixXd X = MatrixXd::Random(5,5);
|
---|
| 2 | MatrixXd A = X + X.transpose();
|
---|
| 3 | cout << "Here is a random symmetric matrix, A:" << endl << A << endl;
|
---|
| 4 | X = MatrixXd::Random(5,5);
|
---|
| 5 | MatrixXd B = X * X.transpose();
|
---|
| 6 | cout << "and a random postive-definite matrix, B:" << endl << B << endl << endl;
|
---|
| 7 |
|
---|
| 8 | GeneralizedSelfAdjointEigenSolver<MatrixXd> es(A,B);
|
---|
| 9 | cout << "The eigenvalues of the pencil (A,B) are:" << endl << es.eigenvalues() << endl;
|
---|
| 10 | cout << "The matrix of eigenvectors, V, is:" << endl << es.eigenvectors() << endl << endl;
|
---|
| 11 |
|
---|
| 12 | double lambda = es.eigenvalues()[0];
|
---|
| 13 | cout << "Consider the first eigenvalue, lambda = " << lambda << endl;
|
---|
| 14 | VectorXd v = es.eigenvectors().col(0);
|
---|
| 15 | cout << "If v is the corresponding eigenvector, then A * v = " << endl << A * v << endl;
|
---|
| 16 | cout << "... and lambda * B * v = " << endl << lambda * B * v << endl << endl;
|
---|
Note:
See
TracBrowser
for help on using the repository browser.