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Physical problems often give rise to eigenvalue problems of the form Ax = .Bx, where A and B are symmetric n xn matrices. Such

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Physical problems often give rise to eigenvalue problems of the form Ax = .Bx, where A and B are symmetric n xn matrices. Such problems must be transformed to a standard form Hz = z before we can solve it with Jacobian Rotation. We can assume that B is positive definite matrix. Using Choleski's decomposition, derive the relationship between H and A, x and z.

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