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Re: Generalized eigenvalue problem

From: A. Scottedward Hodel
Subject: Re: Generalized eigenvalue problem
Date: Fri, 19 Jun 1998 09:18:24 -0500

octave:1> help qzval
qzval is a builtin function

X = qzval (A, B)

compute generalized eigenvalues of the matrix pencil (A - lambda B).
A and B must be real matrices.

I put the generalized eigenvalue routines from EISPACK are callable
from Octave; the LAPACK routines have not been integrated and
so the generalized eigenvectors are not directly available.  

It would probably be a good project for me to get the LAPACK
calls in there too:
- allow for complex and real data
- include balancing switches
- integrate into the eig() function (for those who hunger for a
  modicum of matlab compatibility)

I just started a new job, so I don't know how quickly I
can get that done.

A S Hodel Dept Elect Eng, Auburn Univ,AL  36849-5201  
On leave at NASA Marshall Space Flight Center

>From: Dirk Laurie <address@hidden>
>To: address@hidden (Thomas Hoffmann)
>Cc: address@hidden
>Subject: Re: Generalized eigenvalue problem
>Date: Fri, Jun 19, 1998, 5:18 AM

>Thomas Hoffmann wrote:
>> Does anybody of you know a way to solve a generalized eigenvalue problem
>> Octave?
>>  It is, e.g. , of the form   M A = k N A,
>>  M and N are known and I want to compute the eigenvalues k and the
>>  eigenvectors A.
>That equation holds when k is a scalar and A is a vector.
>The matrix equation is   M A = N A K  where A is a matrix and K is
>a diagonal matrix.

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