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## Re: Generalized eigenvalue problem

**From**: |
A. Scottedward Hodel |

**Subject**: |
Re: Generalized eigenvalue problem |

**Date**: |
Fri, 19 Jun 1998 09:18:24 -0500 |

octave:1> help qzval
qzval is a builtin function
X = qzval (A, B)
compute generalized eigenvalues of the matrix pencil (A - lambda B).
A and B must be real matrices.
I put the generalized eigenvalue routines from EISPACK are callable
from Octave; the LAPACK routines have not been integrated and
so the generalized eigenvectors are not directly available.
It would probably be a good project for me to get the LAPACK
calls in there too:
- allow for complex and real data
- include balancing switches
- integrate into the eig() function (for those who hunger for a
modicum of matlab compatibility)
I just started a new job, so I don't know how quickly I
can get that done.
A S Hodel Dept Elect Eng, Auburn Univ,AL 36849-5201
On leave at NASA Marshall Space Flight Center
----------
>*From: Dirk Laurie <address@hidden>*
>*To: address@hidden (Thomas Hoffmann)*
>*Cc: address@hidden*
>*Subject: Re: Generalized eigenvalue problem*
>*Date: Fri, Jun 19, 1998, 5:18 AM*
>
>*Thomas Hoffmann wrote:*
>*> *
>*> Does anybody of you know a way to solve a generalized eigenvalue problem*
with
>*> Octave?*
>*> *
>*> It is, e.g. , of the form M A = k N A,*
>*> *
>*> M and N are known and I want to compute the eigenvalues k and the*
>*> eigenvectors A.*
>*> *
>*That equation holds when k is a scalar and A is a vector.*
>*The matrix equation is M A = N A K where A is a matrix and K is*
>*a diagonal matrix.*