Eigen values Form : A*[phi] = beta*B*[phi]

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Raphaël
Raphaël 2017년 12월 11일
댓글: Raphaël 2017년 12월 14일
Hi, I'm trying to find the eigen values and vectors of a two matrix system. Where A and B are two matrix that I have, beta is a constant (my eigen value that I'm searching) and [phi] is a vector (my eigen vector that I'm searching). I obtain the following equation : A*[phi] = beta*B*[phi] How do I, with matlab, find my eigen values and vectors? I'm not sure how to use the eig function. Thanks
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John D'Errico
John D'Errico 2017년 12월 11일
Did you read the help for eig? Does it allow more than one argument?
Raphaël
Raphaël 2017년 12월 11일
Yes but I'm not sure what he does with his second matrix. I'm also not sure how to extract the eigen vectors from such a problem.

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Christine Tobler
Christine Tobler 2017년 12월 12일
[U, D] = eig(A, B);
gives you what you are looking for. All possible values of beta (eigenvalues of (A, B)) are on the diagonal of D, and the associated eigenvectors are the column vectors of U.

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