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! Eigendecomposition of a real square matrix for the generalized eigenproblem
program example_eig_generalized
use stdlib_linalg, only: eig, eye
implicit none
integer :: i
real, allocatable :: A(:,:), B(:,:)
complex, allocatable :: lambda(:), vectors(:,:)
! Matrices for the generalized eigenproblem: A * v = lambda * B * v
! NB Fortran is column-major -> transpose input
A = transpose(reshape([ [2, 2, 4], &
[1, 3, 5], &
[2, 3, 4] ], [3,3]))
B = eye(3)
! Allocate eigenvalues and right eigenvectors
allocate(lambda(3), vectors(3,3))
! Get eigenvalues and right eigenvectors for the generalized problem
call eig(A, B, lambda, right=vectors)
do i = 1, 3
print *, 'Eigenvalue ', i, ': ', lambda(i)
print *, 'Eigenvector ', i, ': ', vectors(:,i)
end do
end program example_eig_generalized
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