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rmatlabeigenvalue
sdittmar
sdittmar

Reputation: 365

Joint eigenvalues of two matrices in R

How can I calculate the joint eigenvalues of matrices A and B defined as the roots of the equation det(lambda * A - B) = 0 in R?

In Matlab, the function [V,D] = eig(A,B) accepts one or two matrices as input parameters (example: How can I find the joint eigenvalues of two matrices in MATLAB?). The R function e=eigen(A) does not seem to have the same feature. Are there alternative ways to calculate the joint eigenvalues in R?

Upvotes: 1

Views: 167

Answers (1)

Stéphane Laurent
Stéphane Laurent

Reputation: 84529

You can do that with the geigen package.

library(geigen)

A <- toeplitz(c(2,1))
B <- toeplitz(c(4,3))

jointEigen <- geigen(B, A)

lambda <- jointEigen$values[1]
det(lambda*A - B)
# 0

Upvotes: 1

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