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Generalized eigenvalue problem

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Mads Svendsen-Tune
Mads Svendsen-Tune on 19 Aug 2011
Hi all.
Can someone tell me how to change the normalization of the generalized eigenvalue problem such that VBV = I, from the statement: [V,D] = eig(A,B).

Answers (2)

Chaowei Chen
Chaowei Chen on 21 Aug 2011
If V'*B*V = I, This indicates B is identity matrix, therefore, simply
[V,D] = eig(A)

Mads Svendsen-Tune
Mads Svendsen-Tune on 22 Aug 2011
If B were an identity it would not be a generalized eigenvalue problem?

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