How can I generate the left eigenvector for the generalized eigenvalue problem in MATLAB 7.11 (R2010b)?
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I am interested in calculating the left eigenvector of the generalized
eigenvalue problem but am not sure on how to do that in MATLAB.
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MathWorks Support Team
2011-3-30
In order to calculate the left eigenvector of the generalized eigenvalue problem use the function QZ with six output arguments as follows:
[AA,BB,Q,Z,V,W] = qz(A,B)
The eigenvalues are
diag(AA)./diag(BB)
provided that none of these ratios is effectively 0/0. The columns of V are the right eigenvectors.
The rows of W' are the left eigenvectors.
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