XLPack 6.1
Excel Worksheet Function Numerical Library Reference Manual
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◆ WZgeev2()

Function WZgeev2 ( JobVl As  String,
JobVr As  String,
N As  Long,
A As  Variant 
)

Eigenvalues and left and/or right eigenvectors of a complex matrix (complex numbers in pairs of cells)

Purpose
WZgeev2 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, a real part and an imaginary part are stored in a pair of adjacent cells (a real part in a left cell, and an imaginary part in a right cell). The computed results are stored in the same way.
Returns
N+1 x 2 (JobVl = "N", JobVr = "N")
Column 1Column 2
Rows 1 to NReal part of the computed eigenvalues (Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first)Imaginary part of the computed eigenvalues (Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first)
Row N+1Return code0
N+1 x 2N+2 (JobVl = "V", JobVr = "N")
Column 1Column 2Column 3 to 2N+2
Rows 1 to NReal part of the computed eigenvalues (Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first)Imaginary part of the 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+1Return code00
N+1 x 2N+2 (JobVl = "N", JobVr = "V")
Column 1Column 2Column 3 to 2N+2
Rows 1 to NReal part of the computed eigenvalues (Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first)Imaginary part of the 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+1Return code00
N+1 x 4N+2 (JobVl = "V", JobVr = "V")
Column 1Column 2Column 3 to 2N+2Column 2N+3 to 4N+2
Rows 1 to NReal part of the computed eigenvalues (Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first)Imaginary part of the 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+1Return code000

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 2N) 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 )

WZgeev2