XLPack 6.1
Excel Worksheet Function Numerical Library Reference Manual
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◆ WZhbgv2()

Function WZhbgv2 ( Jobz As  String,
Uplo As  String,
N As  Long,
Ka As  Long,
Kb As  Long,
Ab As  Variant,
Bb As  Variant 
)

Generalized eigenvalue problem of Hermitian band matrices (complex numbers in pairs of cells)

Purpose
WZhbgv2 computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite banded eigenproblem, of the form
A*x = λ*B*x.
Here A and B are assumed to be Hermitian and banded, and B is also positive definite.

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 1 (if Jobz = "N"), N+1 x 2N+1 (if Jobz = "V" and Info = 0)
Column 1Columns 2 to 2N+1
Rows 1 to NEigenvalues in ascending orderEigenvectors (if Jobz = "V" and Info = 0) (a real part and an imaginary part are stored in a pair of adjacent columns (a real part is left and an imaginary part is right)). The eigenvectors are normalized so that (Z^H)BZ = I.
Row N+1Return code0

Return code
= 0: Successful exit
= i (0 < i <= N): The i off-diagonal elements of an intermediate tridiagonal form did not converge to zero.
= i (N < i): The leading minor of order (i - N) of B is not positive definite. The factorization of B could not be completed.
Parameters
[in]Jobz= "N": Compute eigenvalues only.
= "V": Compute eigenvalues and eigenvectors.
[in]Uplo= "U": Upper triangles of A and B are stored.
= "L": Lower triangles of A and B are stored.
[in]NOrder of the matrices A and B. (N >= 1)
[in]KaThe number of superdiagonals or subdiagonals of the matrix A. (Ka >= 0)
[in]KbThe number of superdiagonals or subdiagonals of the matrix B. (Kb >= 0)
[in]Ab(Ka + 1 x 2N) Hermitian band matrix A. (Symmetric band matrix form)
[in]Bb(Kb + 1 x 2N) Hermitian positive definite band matrix B. (Symmetric band matrix form)
Reference
LAPACK
Example
Compute the eigenvalues and the eigenvectors of a generalized Hermitian-definite eigenproblem of the form Ax = λBx, where A is an Hermitian band matrix and B is an Hermitian positive definite band matrix.
( -0.20 -0.32-0.81i 0 )
A = ( -0.32+0.81i 0.11 0.37+0.80i )
( 0 0.37-0.80i -0.93 )
( 2.20 -0.32-0.81i 0 )
B = ( -0.32+0.81i 2.11 0.37-0.80i )
( 0 0.37-0.80i 2.93 )

WZhbgv2