XLPack 6.1
Excel Worksheet Function Numerical Library Reference Manual
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◆ WZgeev()

Function WZgeev ( JobVl As  String,
JobVr As  String,
N As  Long,
A As  Variant 
)

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
A * v(j) = λ(j) * v(j)
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 NComputed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first
Row N+1Return code
N+1 x N+1 (JobVl = "V", JobVr = "N")
Column 1Column 2 to N+1
Rows 1 to NComputed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part firstLeft eigenvectors are stored one after another in the same order as their eigenvalues
Row N+1Return code0
N+1 x N+1 (JobVl = "N", JobVr = "V")
Column 1Column 2 to N+1
Rows 1 to NComputed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part firstRight eigenvectors are stored one after another in the same order as their eigenvalues
Row N+1Return code0
N+1 x 2N+1 (JobVl = "V", JobVr = "V")
Column 1Column 2 to N+1Column N+2 to 2N+1
Rows 1 to NComputed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part firstLeft eigenvectors are stored one after another in the same order as their eigenvaluesRight eigenvectors are stored one after another in the same order as their eigenvalues
Row N+1Return code00

Return code.
= 0: Successful exit.
= i > 0: Failed to converge for first to i-th eigenvalues, and no eigenvectors have been computed.
Parameters
[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]NOrder 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 )

WZgeev