Home »
Public Forums »
archive »
Eigenvalue problem
| Eigenvalue problem [message #31419] |
Fri, 05 July 2002 02:27 |
Georg Wiora
Messages: 13
Registered: November 2001
|
Junior Member |
|
|
Hi!
I have a mathematical problem with eigenvalues and -vectors.
I need a special solution for the usual eigenvalue problem A*x = lambda*x where x is a vector and A a
positive definite and symmetric real matrix.
Using the EIGENQL function in IDL you can easily compute the eigenvectors and eigenvalues for that
equation.
My problem is that I need a constrained solution in the form
A*v = B*v*D
A is again the matrix to find the eigenvalues for, B is the constraint matrix and v is the vector of
eigenvalues and D the matrix of eigenvectors.
Matlab offers a function for that. Here is the excerpt from their online help:
[V,D] = eig(A,B) produces a diagonal matrix D of generalized eigenvalues and
a full matrix V whose columns are the corresponding eigenvectors so
that A*V = B*V*D.
(see http://www.mathworks.com/access/helpdesk/help/techdoc/ref/ei g.shtml for the full documentation)
Does anyone have an IDL-function that does the same job? Or does anyone know how to do it with the IDL
matrix tools?
Thanx for any advice!
Georg Wiora
DaimlerChrysler AG
Research and Technology
Ulm
Germany
|
|
|
|
Current Time: Wed Oct 08 13:43:20 PDT 2025
Total time taken to generate the page: 0.00478 seconds
comp.lang.idl-pvwave archive
Members
Search
Help
Login
Home
