Generalized eigenvalue problem
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Hi all.
Can someone tell me how to change the normalization of the generalized eigenvalue problem such that VBV = I, from the statement: [V,D] = eig(A,B).
Thanks
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Chaowei Chen
2011-8-21
If V'*B*V = I, This indicates B is identity matrix, therefore, simply
[V,D] = eig(A)
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