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The Generalized eigenvalue problem

megatron242
in Linear Algebra and Group Theory

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Hi,

 

I'm trying to find a simple algorithm/sourcecode for the generalized eigenvalue problem, which means finding eigenvectors for:

 

Ax = \lambda Bx

 

I'm aware to the QZ algorithm, but since I'm only intrested in the 3x3 matrices case, I wonder if there's an easier way.

 

thanks in advace,

Vince

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