Re: Left eigenvector of generalized eigenvalue problem
- To: mathgroup at smc.vnet.net
- Subject: [mg76862] Re: Left eigenvector of generalized eigenvalue problem
- From: "Eckhard Hennig" <aidev at n-o-s-p-a-m.kaninkolo.de>
- Date: Tue, 29 May 2007 04:49:35 -0400 (EDT)
- References: <f3e6ie$it3$1@smc.vnet.net>
"KFUPM" <hussain.alqahtani at gmail.com> schrieb im Newsbeitrag news:f3e6ie$it3$1 at smc.vnet.net... > Dear group members, > > I am wondering how to compute the LEFT eigenvector of the GENERALIZED > eigenvalue problem: > > A x = lambda B x A left eigenvector y satisfies the equation y* A = lambda y* B where y* denotes the Hermitian conjugate (= complex conjugate transpose) of y. Thus, y can be determined as right eigenvector of the Hermitian conjugate of the GEP: (A* - lambda B*) y = 0 Best regards, Eckhard -- Dr.-Ing. Eckhard Hennig www.kaninkolo.de/ai aidev \at kaninkolo \dot de