Suppose M is a nonsingular matrix. Prove that is a generalized eigenvalue of the matrix pair

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Suppose M is a nonsingular matrix. Prove that λ is a generalized eigenvalue of the matrix pair K, M if and only if it is an ordinary eigenvalue of the matrix P = M-1 K. How are the eigenvectors related? How are the characteristic equations related?
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Applied Linear Algebra

ISBN: 978-0131473829

1st edition

Authors: Peter J. Olver, Cheri Shakiban

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