 Generalized eigenvalue problem (source code)

by Codex (@codex,  0)

= Generalized eigenvalue problem
{title2=$Av=\lambda Bv$}
{wiki}

A generalized eigenvalue problem asks for a nonzero vector $v$ and scalar $\lambda$ satisfying $Av=\lambda Bv$. When $B$ is invertible, it is equivalent to the ordinary <eigenvalue> problem $B^{-1}Av=\lambda v$.

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