Re: [eigen] generalized eigenvalue problem with complex matrices |

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On 08.08.2013 23:04, Manav Bhatia wrote:

I need to solve the eigenproblem A x = \lambda B x, where A and B are
complex matrices. I noticed that the GeneralizedEigenSolver supports only
real A and B.
Is there any other class available to support complex A& B, or anything
else in the works?

`If A and B were selfadjoint, you could instead use
``GeneralizedSelfAdjointEigenSolver.
`

`If B is invertible, you can solve the equivalent (but numerically less
``stable) problem (using the normal EigenSolver):
` (A*B.inverse()) * x = lambda * x.
Equivalently, if A is invertible:
recip_lambda * x = (A.inverse()*B) * x

`Of course, the best way would be to find someone able (and willing) to
``implement GeneralizedEigenSolver for complex matrices ^^
`
Regards,
Christoph
--
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Dipl.-Inf., Dipl.-Math. Christoph Hertzberg
Cartesium 0.049
Universität Bremen
Enrique-Schmidt-Straße 5
28359 Bremen
Tel: +49 (421) 218-64252
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