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Re: Eigensystems

  • To: mathgroup at
  • Subject: [mg18899] Re: [mg18875] Eigensystems
  • From: Hugh Walker <hwalker at>
  • Date: Mon, 26 Jul 1999 14:27:44 -0400
  • Sender: owner-wri-mathgroup at

Tony Harker <ahh at> wrote

>  Can anybody recommend an efficient method for solving the modified
>       A x = lambda B x
>numerically in Mathematica?

If Binv,the inverse of B exists, left-multiply through resulting in
(Binv.A).x = lambda x. This is then soluble by eigensystems. If B is not
invertable, then do the analogous thing with Ainv. In this case the
eigenvalue is 1/lambdq. If neither inverse exists, you have a bigger


Hugh Walker
Gnarly Oaks

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