XLPack 7.0
XLPack Numerical Library (Excel Worksheet Functions) Reference Manual
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◆ WDsbgv()

Function WDsbgv ( 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 symmetric band matrices

Purpose
WDsbgv computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite banded eigenproblem, of the form A*x = λ*B*x.
Here A and B are assumed to be symmetric and banded, and B is also positive definite.
Returns
N+1 x 1 (if Jobz = "N"), N+1 x N+1 (if Jobz = "V" and Info = 0)
Column 1Columns 2 to N+1
Rows 1 to NEigenvalues in ascending orderEigenvectors (if Jobz = "V" and Info = 0). The eigenvectors are normalized so that (Z^T)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 N) Symmetric band matrix A. (Symmetric band matrix form)
[in]Bb(Kb + 1 x N) Symmetric positive definite band matrix B. (Symmetric band matrix form)
Reference
LAPACK
Example
Compute the eigenvalues and the eigenvectors of a generalized symmetric-definite eigenproblem of the form Ax = λBx, where A is a symmetric matrix and B is a symmetric positive definite matrix.
( 0.31 0.69 0 ) ( 2.58 -0.99 0 )
A = ( 0.69 2.71 0.57 ) B = ( -0.99 0.69 -0.03 )
( 0 0.57 -0.13 ) ( 0 -0.03 0.18 )

WDsbgv