Generalized eigenvalue problem

Hi!

I'm trying to convert a generalized eigenvalue problem into a normal eigenvalue calculation.

I have this code:

[V,D,flag] = eigs(A, T);

Now I convert it into:

A1 = inv(T)*A;
[V1,D1,flag1] = eigs(A1);

Shouldn't I get the same result? From what I understand in the Matlab documentation, the first equation solves:

A*V = B*V*D

and the second one solves:

A*V = V*D

am I missing something?

Thanks!!

[the cyclist]

Including a small example showing the difference might help.

[Sara]

First, thanks for your help.

This is not the example I have been working with, but it still doesn't give me the same result.

A = [1 2 3; 4 5 6; 7 8 9];

T = [2 0 0; 0 5 0; 0 0 3];

[V,D,flag] = eigs(A, T);

TT = inv(T);

A1 = inv(T)*A;

[V1,D1,flag1] = eigs(A1);

Thanks again!!

Answer 1

[Walter Roberson]

Is there a particular reason you are using eigs() instead of eig() ? eigs() is intended for large sparse matrices, and by default only returns the first 6 eigenvalues.

[Sara]

Yes, I'm working with a sparse matrix.