Generalized eigenvalue problem

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Mads Svendsen-Tune
Mads Svendsen-Tune 2011 年 8 月 19 日
Hi all.
Can someone tell me how to change the normalization of the generalized eigenvalue problem such that VBV = I, from the statement: [V,D] = eig(A,B).
Thanks

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回答 (2 件)

Chaowei Chen
Chaowei Chen 2011 年 8 月 21 日
If V'*B*V = I, This indicates B is identity matrix, therefore, simply
[V,D] = eig(A)
Mads Svendsen-Tune
Mads Svendsen-Tune 2011 年 8 月 22 日
If B were an identity it would not be a generalized eigenvalue problem?

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