Contents

releigenvals()

Usage:

releigenvals(h,e [,maxit:N, nonconvok:T]), h and e symmetric REAL
  matrices with no MISSING values, e positive definite, integer N > 0

Keywords: matrix algebra

releigenvals(H,E) computes the eigenvalues of the p by p symmetric
matrix h relative to the symmetric positive definite matrix E of the
same size.

The value returned is vector(v1,v2,...,vp), where vj are the relative
eigenvalues with v1 >= v2 >= ... >= vp.  See releigen() for a summary of
the properties of relative eigenvlues.

See eigen() for information on keyword phrases 'maxit:N' and
'nonconvok:T'.

See also det(), eigen(), eigenvals() and trideigen().