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Bug in general eigenvalue problem?

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Seb
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Bug in general eigenvalue problem?

Wed Jun 09, 2010 4:25 pm
Hi, I am using Eigen 2.0.11

I want to compute the eigenvalues of the (dense+symmetric) general eigenvalue problem

det( A-lambda*B ) =0

I expect the following:
Phi = eigenvectors
Lambda = diag(lambda)

Phi'*A*Phi = Lambda
Phi'*B*Phi = Identity

I tested it with A = something and B = diagonal
I obtain the solution

Phi'*A*Phi = Mu
Phi'*B*Phi = D

D is diagonal, but NOT identity!
Mu is diagonal, but NOT Lambda. Instead it contains the eigenvalues of the standard eigenvalue problem det(A-mu)=0

best regards
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ggael
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Indeed, the eigenvectors were wrongly normalized. This is fixed in the devel branch.
Seb
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Cool. Thanks


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