Re: Left eigenvector of generalized eigenvalue problem
- To: mathgroup at smc.vnet.net
- Subject: [mg76888] Re: Left eigenvector of generalized eigenvalue problem
- From: hereislookingatyoukid at gmail.com
- Date: Tue, 29 May 2007 05:03:05 -0400 (EDT)
- References: <f3e6ie$it3$1@smc.vnet.net>
On 5月28日, 午前4:14, KFUPM <hussain.alqaht... at gmail.com> wrote:
> Dear group members,
>
> I am wondering how to compute the LEFT eigenvector of the GENERALIZED
> eigenvalue problem:
>
> A x = lambda B x
>
> Thanks in anticipation for prompt reply.
>
> Regards,
cEigensystem[a_, b_] := Module[{u, lam, e1, e}, u =
CholeskyDecomposition[b];
{lam, e} = Eigensystem[Inverse[Transpose[u]].a.Inverse[u]];
e1 = Transpose[Inverse[u].Transpose[e]];
{lam, Map[#/Sqrt[#.b.#] &, e1]}]