[Scilab-users] Solving generalized eigenvalue in scilab: spec()?

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?
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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Le 07/09/2018 à 16:40, [hidden email] 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.
--
Stéphane Mottelet
Ingénieur de recherche
EA 4297 Transformations Intégrées de la Matière Renouvelable
Département Génie des Procédés Industriels
Sorbonne Universités - Université de Technologie de Compiègne
CS 60319, 60203 Compiègne cedex
Tel : +33(0)344234688
http://www.utc.fr/~mottelet

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Thank you Stéphane!


Antoine


Le 07/09/2018 à 16:48, Stéphane Mottelet a écrit :
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By the way, is it just me being completely stupid or the help page for
"spec()" could be enhanced with a 2-line general introduction using
layman terms?


Antoine


Le 07/09/2018 à 16:48, Stéphane Mottelet a écrit :
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