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Re: generalized eigenvectors [message #30317 is a reply to message #30237] Tue, 16 April 2002 08:43 Go to previous message
Randall Skelton is currently offline  Randall Skelton
Messages: 169
Registered: October 2000
Senior Member
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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