Thank you Stéphane!
Antoine
Le 07/09/2018 à 16:48, Stéphane Mottelet a écrit :
Le 07/09/2018 à 16:40, [email protected] a écrit :
Hello,
I need to solve a generalized eigenvalue problem, but I am not sure I
am trying to use the right scilab function for that.
Here is my generalized eigenvalue problem:
Sb*w=lambda*Sw*w
// Sb and Sw are matrices and I want to find the eigenvectors w
and eigenvalues lambda
Is "[alpha,beta,R] = spec(Sb,Sw)" the function I am supposed to call?
Yes, in terms of you notations:
[alpha,beta,R] = spec(Sb,Sw)
lambda = alpha./beta
each R(:,i) is a candidate for your w and lambda(i) the associated
geenralize eigenvalue
S.
I tried my best at understanding the spec() help page, but I am too
far away from my area of expertise.
If someone more knowledgeable than me can tell me whether I am on the
right track or not and how to interpret [alpha,beta,R, I'll be more
than grateful.
Cheers,
Antoine
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