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]}]