Eigen values Form : A*[phi] = beta*B*[phi]

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Raphaël
Raphaël 2017-12-11
评论： Raphaël 2017-12-14
Hi, I'm trying to find the eigen values and vectors of a two matrix system. Where A and B are two matrix that I have, beta is a constant (my eigen value that I'm searching) and [phi] is a vector (my eigen vector that I'm searching). I obtain the following equation : A*[phi] = beta*B*[phi] How do I, with matlab, find my eigen values and vectors? I'm not sure how to use the eig function. Thanks
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John D'Errico
John D'Errico 2017-12-11
Did you read the help for eig? Does it allow more than one argument?
Raphaël
Raphaël 2017-12-11
Yes but I'm not sure what he does with his second matrix. I'm also not sure how to extract the eigen vectors from such a problem.

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Christine Tobler
Christine Tobler 2017-12-12
[U, D] = eig(A, B);
gives you what you are looking for. All possible values of beta (eigenvalues of (A, B)) are on the diagonal of D, and the associated eigenvectors are the column vectors of U.

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