Re: generalized eigenvectors

[A Scottedward Hodel]

Some of what you want is in the octave "qz" function.  I implemented
this function strictly as a driver for the dare (discrete algebraic
Riccat equation) routine, and so it does not compute the generalized
eigenvectors.  However, the qz decomposition is available, and you
should be able to write a post-processing m-file to do the job.
[It's not difficult to re-order eigenvalues in order to obtain the
corresponding eigenvectors.]

Note: qz currently only implements the real qz algorithm, so that
real generalized eigenvalue pairs show up as 2x2 blocks in the reduced
A matrix.

At 3:08 PM +0200 5/26/00, Gerald Marewo wrote:
> Hie.
>
> It looks like octave's eig function cannot compute generalized
> eigenvalues and their corresponding eigenvectors in contrast to
> matlab's builtin function 'eig.'
>
> I was wondering if an octave equivalent function exists somewhere
> out there to do the same job?
>
> Your help will be greatly appreciated. The sooner the better.
>
> Thanks in advance.
>
> Gerald.
>
> --
> Gerald Marewo
> Free Unix Systems and their Vi versions
> http://www.math.fu-berlin.de/~guckes/vi/unixdist.html
> FreeBSD; OpenBSD; Linux: Debian, RedHat, Suse
>
>
>
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--
A S Hodel Assoc. Prof. Dept Elect and Computer Eng, Auburn Univ,AL 36849-5201
On leave at NASA Marshall Space Flight Center (256) 544-1426
Address until 31 July 2000:Mail Code TD-55, MSFC, Alabama, 35812
http://www.eng.auburn.edu/~scotte



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