Solve an ordinary or generalized eigenvalue problem of a square matrix.
Find eigenvalues w and right or left eigenvectors of a general matrix:
a vr[:,i] = w[i] b vr[:,i]
a.H vl[:,i] = w[i].conj() b.H vl[:,i]
where .H is the Hermitean conjugation.
Parameters: | a : array, shape (M, M)
b : array, shape (M, M)
left : boolean
right : boolean
overwrite_a : boolean
overwrite_b : boolean
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Returns: | w : double or complex array, shape (M,)
(if left == True) : vl : double or complex array, shape (M, M)
(if right == True) : vr : double or complex array, shape (M, M)
Raises LinAlgError if eigenvalue computation does not converge : |
See also