Question
Consider the generalized eigenvalue problem Ax = Bx where B is symmetric positive definite. Show that this problem can be reduced to the usual eigenvalue
Consider the generalized eigenvalue problemAx=BxwhereBis symmetric positive definite. Show that this problem can be reduced to the usual eigenvalue problemAx=xwith propertyA=AT(A)T=A. Hint: consider the Cholesky factorization.
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Geometry
Authors: David A Brannan, Matthew F Esplen, Jeremy J Gray
2nd Edition
1139200658, 9781139200653
