Generalized eigenvalue problem

조회 수: 8 (최근 30일)
Mads Svendsen-Tune
Mads Svendsen-Tune 2011년 8월 19일
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

답변 (2개)

Chaowei Chen
Chaowei Chen 2011년 8월 21일
If V'*B*V = I, This indicates B is identity matrix, therefore, simply
[V,D] = eig(A)

Mads Svendsen-Tune
Mads Svendsen-Tune 2011년 8월 22일
If B were an identity it would not be a generalized eigenvalue problem?

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