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Example 1 (from Program LA_SBGV_EXAMPLE)


\begin{displaymath}
A = \left( \begin{array}{rrrrr}
6 & 5 & -4 & 0 & 0\\
5 &...
...
0 & 2 & 2 & 8 & 3\\
0 & 0 & 0 & 3 & 10
\end{array} \right)
\end{displaymath}

Arrays ${\bf AB}$ and ${\bf BB}$ on entry:

\begin{displaymath}
\begin{array}{cc} {\bf AB} \\
\begin{array}{\vert rrrrr\v...
...& 3 \\
10 & 8 & 8 & 8 & 10 \\
\hline \end{array} \end{array}\end{displaymath}

The call:
CALL LA_SBGV( AB, BB, W )

${\bf BB}$ and ${\bf W}$ on exit:

\begin{displaymath}
\begin{array}{cc} {\bf BB} \\
\begin{array}{\vert lllll\ve...
...es 10^{-1} \\ \;\;\; 1.12617 \\
\hline \end{array} \end{array}\end{displaymath}

The eigenvalues of the problem $A\, z=\lambda \, B\, z$ are:

\begin{displaymath}
\left( \begin{array}{l}
-2.95028 \\ -2.60316 \times 10^{-1...
...341 \times 10^{-1} \\ \;\;\; 1.12617 \\
\end{array} \right).
\end{displaymath}

The split Cholesky factor S is:


\begin{displaymath}
\left( \begin{array}{lllll}
0.00000 & 0.00000 & -1.58114 &...
...& \;\;\; 2.15849 & 2.66458 & 3.16228 \\
\end{array} \right).
\end{displaymath}



Susan Blackford 2001-08-19