Smooth eigendecomp. of a real symmetric positive def. pencil

Numerical computation of a smooth generalized eigendecomposition of an n-by-n real symmetric pos. def. pencil depending on a real parameter

This function numerically computes the continuous generalized eigendecomposition of an n-by-n pencil (FUN_A, FUN_B), where FUN_A and FUN_B are real symmetric matrix-valued functions of one real parameter, and FUN_B is also positive definite. The generalized eigenvector matrices are orthogonal with respect to the inner product induced by FUN_B; the eigenvalues are real, arranged in decreasing order, and assumed to be distinct for all values of the parameter. It is possible to continue a subset of the generalized eigenvalues and eigenvectors.

A typical call to realSymmGenEigCont is:

[Tout, Uout, Dout, flag] = realSymmGenEigCont(f_A, f_B, tspan, params)

See the script example_realSymmGenEigCont.m for an example of how to use the function.

The command "help realSymmGenEigCont" displays information and functionality of the software.

Please cite the references below if you use this software.

Authors: Alessandra Papini and Alessandro Pugliese