Dear all,

I would like to know if eigen supports the following features:
given two matrices A and B, and knowing a matrix U exists such as:
U^-1 A U is diagonal
U^-1 B U is diagonal
(not the same diagonal matrix)

Can eigen estime the matrix U ?

Thanks in advance,
Pierre

Eigen does not proposes any joint diagonalization algorithm, and as far as I know this requires special algorithms.

ok thanks for the answer.