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generalized eigenvalue problem
- From: Harald Wiedemann <wiedemann dot harald at litef dot de>
- To: gsl-discuss at sources dot redhat dot com
- Date: Mon, 6 Oct 2003 07:27:05 +0200
- Subject: generalized eigenvalue problem
Hello everybody,
what is the easiest way to calculate the eigenvectors/eigenvalues
of the generalized eigenvalue problem
A x = alpha B x
A, B = real symmetric matrices
alpha = eigenvalue
x = eigenvector?
Thanks in advance,
Harald Wiedemann
--
Dr. Harald Wiedemann
LITEF GmbH Phone: +49 761 4901-380
Lörracher Str. 18 E-Mail: Wiedemann.Harald@litef.de
79115 Freiburg