Merge pull request #285 from maksbotan/add-geig

Add generalized eigenvalues via dggev and zggev

1 files changed, 7 insertions, 0 deletions

diff --git a/packages/tests/src/Numeric/LinearAlgebra/Tests/Properties.hs b/packages/tests/src/Numeric/LinearAlgebra/Tests/Properties.hs
index 6cd3a9e..38aa977 100644
--- a/packages/tests/src/Numeric/LinearAlgebra/Tests/Properties.hs
+++ b/packages/tests/src/Numeric/LinearAlgebra/Tests/Properties.hs
@@ -36,6 +36,7 @@ module Numeric.LinearAlgebra.Tests.Properties (
     svdProp1, svdProp1a, svdProp1b, svdProp2, svdProp3, svdProp4,
     svdProp5a, svdProp5b, svdProp6a, svdProp6b, svdProp7,
     eigProp, eigSHProp, eigProp2, eigSHProp2,
+    geigProp,
     qrProp, rqProp, rqProp1, rqProp2, rqProp3,
     hessProp,
     schurProp1, schurProp2,
@@ -237,6 +238,12 @@ eigProp2 m = fst (eig m) |~| eigenvalues m
 
 eigSHProp2 m = fst (eigSH' m) |~| eigenvaluesSH' m
 
+geigProp a b = a' <> v <> diag betas' |~| b' <> v <> diag alphas
+    where (alphas, betas, v) = geig a b
+          betas' = complex betas
+          a' = complex a
+          b' = complex b
+
 ------------------------------------------------------------------
 
 qrProp m = q <> r |~| m && unitary q && upperTriang r