How can I generate the left eigenvector for the generalized eigenvalue problem in MATLAB 7.11 (R2010b)?

I am interested in calculating the left eigenvector of the generalized

eigenvalue problem but am not sure on how to do that in MATLAB.

Answer 1

[MathWorks Support Team]

In order to calculate the left eigenvector of the generalized eigenvalue problem use the function QZ with six output arguments as follows:

    [AA,BB,Q,Z,V,W] = qz(A,B)

The eigenvalues are

   diag(AA)./diag(BB)

provided that none of these ratios is effectively 0/0. The columns of V are the right eigenvectors.

The rows of W' are the left eigenvectors.