| generalized eigenvectors [message #30237] |
Mon, 15 April 2002 07:53  |
Tron Darvann
Messages: 2
Registered: October 1997
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Junior Member |
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I have a question concerning solving a GENERALIZED EIGENVALUE PROBLEM in
IDL.
Description of the problem:
I need to find the eigenvalues and eigenvectors of
Ax = kBx
where both A and B are nXn matrices and k is a scalar.
The solution to this can be computed in MATLAB by their "eig" function,
which, according to their documentation uses a math/statistics software
called lanpack.
Question: Does IDL have a similar routine? Do you have any suggestions
as to how to solve a generalized eigenvalue problem in IDL?
Thanks in advance,
Tron Darvann
tdarvann@lab3d.odont.ku.dk
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| Re: generalized eigenvectors [message #30317 is a reply to message #30237] |
Tue, 16 April 2002 08:43  |
Randall Skelton
Messages: 169
Registered: October 2000
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Senior Member |
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This is a good point. Instead of Ax = kx you have Ax = kBx or (B^-1 A) x =
kx for the "generalized" form. I certainly hope B is nonsingular...
Cheers,
Randall
On 16 Apr 2002, Mirko Vukovic wrote:
> Randall,
>
> the generalized eigenvalue problem involves two matrices, while the
> routines you suggest will solve the ``ordinary'' eigenvalue problem
> that deals with one matrix only. Take a look at the original post
> (included below), and you will see what I mean. (BTW, that is about
> the extent of my expertise on the subject).
>
> Mirko
> ... stuff deleted
>>> Description of the problem:
>>> I need to find the eigenvalues and eigenvectors of
>>> Ax = kBx
>>> where both A and B are nXn matrices and k is a scalar.
>
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