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

[antoine monmayrant]

Thank you Stéphane!


Antoine


Le 07/09/2018 à 16:48, Stéphane Mottelet a écrit :
> 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
>>
>>
>