CODEWITHSUNDEEP
pythoneigenvalue
Dogan_79
Dogan_79

Reputation: 41

Generalised Eigenvalues in Python

I am trying to solve the generalized eigenvalue problem A.c = (lam).B.c where A and B are nxn matrices and c is nx1 vector. (lam) is the eigenvalue.

I am using python. I tried something like eig(dot(inv(B),A)) from numpy.linalg but it turns out to be VERY unstable in my problem since it involves inversion. So I have been reading that it is possible to do it in MATLAB but I couldn't find any function or method to do it in python. Any ideas would be greatly appreciated. Thanks...

Upvotes: 2

Views: 3841

Answers (1)

Nolen Royalty
Nolen Royalty

Reputation: 18653

Why don't you try using scipy? It has a method in it's linear algebra module scipy.linalg.eig that can be used to "solve an ordinary or generalized eigenvalue problem."

scipy.linalg.eig(a, b=None, left=False, right=True, overwrite_a=False, overwrite_b=False)[source]

    Solve an ordinary or generalized eigenvalue problem of a square matrix.

    Find eigenvalues w and right or left eigenvectors of a general matrix:

    a   vr[:,i] = w[i]        b   vr[:,i]
    a.H vl[:,i] = w[i].conj() b.H vl[:,i]

    where .H is the Hermitean conjugation.

Upvotes: 6

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