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15.5 Complex Generalized Hermitian-Definite Eigensystems

The complex generalized hermitian-definite eigenvalue problem is to find eigenvalues \lambda and eigenvectors x such that 

     A x = \lambda B x

where A and B are hermitian matrices, and B is positive-definite. Similarly to the real case, this can be reduced to C y = \lambda y where C = L^{-1} A L^{-H} is hermitian, and y = L^H x. The standard hermitian eigensolver can be applied to the matrix C. The resulting eigenvectors are backtransformed to find the vectors of the original problem. The eigenvalues of the generalized hermitian-definite eigenproblem are always real.

— Function: gsl_eigen_genherm_workspace * gsl_eigen_genherm_alloc (const size_t n)

This function allocates a workspace for computing eigenvalues of n-by-n complex generalized hermitian-definite eigensystems. The size of the workspace is O(3n).

— Function: void gsl_eigen_genherm_free (gsl_eigen_genherm_workspace * w)

This function frees the memory associated with the workspace w.

— Function: int gsl_eigen_genherm (gsl_matrix_complex * A, gsl_matrix_complex * B, gsl_vector * eval, gsl_eigen_genherm_workspace * w)

This function computes the eigenvalues of the complex generalized hermitian-definite matrix pair (A, B), and stores them in eval, using the method outlined above. On output, B contains its Cholesky decomposition and A is destroyed.

— Function: gsl_eigen_genhermv_workspace * gsl_eigen_genhermv_alloc (const size_t n)

This function allocates a workspace for computing eigenvalues and eigenvectors of n-by-n complex generalized hermitian-definite eigensystems. The size of the workspace is O(5n).

— Function: void gsl_eigen_genhermv_free (gsl_eigen_genhermv_workspace * w)

This function frees the memory associated with the workspace w.

— Function: int gsl_eigen_genhermv (gsl_matrix_complex * A, gsl_matrix_complex * B, gsl_vector * eval, gsl_matrix_complex * evec, gsl_eigen_genhermv_workspace * w)

This function computes the eigenvalues and eigenvectors of the complex generalized hermitian-definite matrix pair (A, B), and stores them in eval and evec respectively. The computed eigenvectors are normalized to have unit magnitude. On output, B contains its Cholesky decomposition and A is destroyed.