[Scilab-users] Solving generalized eigenvalue in scilab: spec()?

[Stéphane Mottelet]

Le 07/09/2018 à 16:40, antoine.monmayrant at laas.fr a écrit :
> Hello,
>
> I need to solve a generalized eigenvalue problem, but I am not sure I 
> am trying to use the right scilab function for that.
> Here is my generalized eigenvalue problem:
>     Sb*w=lambda*Sw*w
>     // Sb and Sw are matrices and I want to find the eigenvectors w 
> and eigenvalues lambda
> Is "[alpha,beta,R] = spec(Sb,Sw)" the function I am supposed to call?
Yes, in terms of you notations:

[alpha,beta,R] = spec(Sb,Sw)
lambda = alpha./beta

each R(:,i) is a candidate for your w and lambda(i) the associated 
geenralize eigenvalue

S.
> I tried my best at understanding the spec() help page, but I am too 
> far away from my area of expertise.
> If someone more knowledgeable than me can tell me whether I am on the 
> right track or not and how to interpret [alpha,beta,R, I'll be more 
> than grateful.
>
>
> Cheers,
>
>
> Antoine
>
>

-- 
Stéphane Mottelet
Ingénieur de recherche
EA 4297 Transformations Intégrées de la Matière Renouvelable
Département Génie des Procédés Industriels
Sorbonne Universités - Université de Technologie de Compiègne
CS 60319, 60203 Compiègne cedex
Tel : +33(0)344234688
http://www.utc.fr/~mottelet