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generalized eigenvalue

Jun 30, 2011 at 3:20 PM

Is there a solver for the generalized eigenvalue problem in this library?

I tried to find one, but all I found was the basic eigenvalue decomposition.



Jul 1, 2011 at 11:22 AM

Our eigenvalue decomposition class will only solve Ax=b where A is symetrric.

var A = some sysmetric matrkx
var b = some vector or matrx
var x = A.Evd.Solve(b);

Jul 1, 2011 at 12:37 PM

This is not what I asked. A generalized eigenvalue problem is: given the matrices A and B, find scalar a and vector v such that Av = aBv (when B=I this is the simple eigenvalue problem that your library can solve using EVD).

I want to know if there are any plans to include a generalized eigenvalue solver in addition to the simple eigenvalue solver.