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◆ WZgeev()
| Function WZgeev |
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JobVl As |
String, |
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JobVr As |
String, |
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N As |
Long, |
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A As |
Variant |
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Eigenvalues and left and/or right eigenvectors of a complex matrix (complex number representation in Excel format)
- Purpose
- WZgeev computes for an N x N complex nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors.
The right eigenvector v(j) of A satisfies where λ(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies u(j)^H * A = λ(j) * u(j)^H
where u(j)^H denotes the conjugate transpose of u(j).
The computed eigenvectors are normalized to have Euclidean norm equal to 1 and largest component real.
To represent complex numbers in Excel cells, complex number format in Excel (e.g. 2.5+1i) is used. Worksheet function Complex can be used to input complex numbers into cells.
- Returns
- N+1 x 1 (JobVl = "N", JobVr = "N")
| Column 1 |
| Rows 1 to N | Computed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first |
| Row N+1 | Return code |
N+1 x N+1 (JobVl = "V", JobVr = "N")
| Column 1 | Column 2 to N+1 |
| Rows 1 to N | Computed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first | Left eigenvectors are stored one after another in the same order as their eigenvalues |
| Row N+1 | Return code | 0 |
N+1 x N+1 (JobVl = "N", JobVr = "V")
| Column 1 | Column 2 to N+1 |
| Rows 1 to N | Computed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first | Right eigenvectors are stored one after another in the same order as their eigenvalues |
| Row N+1 | Return code | 0 |
N+1 x 2N+1 (JobVl = "V", JobVr = "V")
| Column 1 | Column 2 to N+1 | Column N+2 to 2N+1 |
| Rows 1 to N | Computed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first | Left eigenvectors are stored one after another in the same order as their eigenvalues | Right eigenvectors are stored one after another in the same order as their eigenvalues |
| Row N+1 | Return code | 0 | 0 |
Return code.
= 0: Successful exit.
= i > 0: Failed to converge for first to i-th eigenvalues, and no eigenvectors have been computed.
- Parameters
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| [in] | JobVl | = "N": Left eigenvectors of A are not computed.
= "V": Left eigenvectors of A are computed. |
| [in] | JobVr | = "N": Right eigenvectors of A are not computed.
= "V": Right eigenvectors of A are computed. |
| [in] | N | Order of the matrix A. (N >= 1) |
| [in] | A | (N x N) N x N complex matrix A. |
- Reference
- LAPACK
- Example
- Compute all eigenvalues and eigenvectors of the general matrix A, where
( 0.20-0.11i -0.93-0.32i 0.81+0.37i )
A = ( -0.80-0.92i -0.29+0.86i 0.64+0.51i )
( 0.71+0.59i -0.15+0.19i 0.20+0.94i )
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