Generalized eigenvalue problem

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

Réponses (2)

Chaowei Chen
Chaowei Chen le 21 Août 2011

0 votes

If V'*B*V = I, This indicates B is identity matrix, therefore, simply
[V,D] = eig(A)
Mads Svendsen-Tune
Mads Svendsen-Tune le 22 Août 2011

0 votes

If B were an identity it would not be a generalized eigenvalue problem?

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