[Numpy-discussion] generalized eigenvector problem

Manuel Metz mmetz at astro.uni-bonn.de
Fri Aug 22 09:04:36 EDT 2008


Jonathan Wright wrote:
> Manuel Metz wrote:
>>    are there any plans to implement a routine to solve the "generalized 
>> eigenvector problem" as is done in matlab ?
>> see http://www.mathworks.com/access/helpdesk/help/techdoc/ref/eig.html
> 
>  >>> import numpy
>  >>> help(numpy.linalg.eig)
> 
> Is it what you wanted?

Not, but I found a solution just a few minutes ago...
I was looking for a routine to solve

   A x = l * B x

A,B are NxN matrices, l are the eigenvalues and x the eigenvectors. But 
I've just found out that this is possible with scipy.linalg.eig, which 
supports the "generalized eigenvector problem" ...

mm



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