Calculation of eigenvalues : Generalized eigenvalue problem

Generalized eigenvalue problem
Calculation of eigenvalues

Authors : Bernard PHILIPPE, Yousef SAAD

Publication date: October 10, 2008 | Lire en français

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6. Generalized eigenvalue problem

6.1 Problem definition and properties

In some applications, the eigenvalue problem is not expressed in the classical form Ax = λx, but in generalized forms. For example, in solid or structural mechanics, the problem is often in the form :

Ax = λBx

where $A, B \in ℝ^{n \times n}$ and where B can...

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Generalized eigenvalue problem

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page Methods for large matrices

Singular value decomposition

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References

(1) - ANDERSON (E.), BAI (Z.), BISCHOF (C.), BLACKFORD (L.S.), DEMMEL (J.), DONGARRA (J.J.), DU CROZ (J.), HAMMARLING (S.), GREENBAUM (A.), McKENNEY (A.), SORENSEN (D.) - LAPACK Users' guide (3e éd.). - Society for Industrial and Applied Mathematics, Philadelphia, PA, USA (1999).

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Generalized eigenvalue problem Calculation of eigenvalues

6. Generalized eigenvalue problem

6.1 Problem definition and properties

Bibliography

References

Generalized eigenvalue problem
Calculation of eigenvalues