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Re: Generalized Eigenvalue problem

Posted by Md Tamjidul Hoque on Feb 26, 2010; 12:08am
URL: http://imagej.273.s1.nabble.com/Generalized-Eigenvalue-problem-tp3689188p3689192.html

David,

  I am not sure about the mathematical formulation of this problem using
pseudo inverse.
So far I know, cholesky decomposition is used for B when (inv(B)*A) is
not symmetric.

In MATLAB, [V, D] = eig(A, B, flag) can be used, where flag ='chol' is
by default for 'cholesky decomposition'
for symmetric A and symmetric positive definite B.

Otherwise, flag='qz' ignore any symmetry and works for non-symmetric A & B,
which is mostly likely same as in LAPACK function that Arttu provided
before:

http://netlib.org/lapack/double/dggev.f


Thank you all
Tamjid



David Webster wrote:

> Tamjid,Micheal,
>
> If the inverse of B in Av=LBv doesn't work, how about the psuedo inverse?
> On Thu, Feb 25, 2010 at 11:54 AM, Doube, Michael <[hidden email]>wrote:
>
>  
>> David,
>>
>> It was me who asked last time, and no, there wasn't a solution then.
>>
>> https://list.nih.gov/cgi-bin/wa?A2=ind1001&L=IMAGEJ&P=R2093&I=-3
>>
>> Hopefully Arttu's suggestion will work.
>>
>> Michael
>> ________________________________________
>> Subject: Re: Generalized Eigenvalue problem
>>
>> Tamjid,
>>
>> This question seems familiar. I think someone asked it with the last few
>> months. So, if it wasn't you, try searching the list to see if there was a
>> solution.
>>
>> David
>>
>> On Wed, Feb 24, 2010 at 3:48 PM, Md Tamjidul Hoque <
>> [hidden email]
>>    
>>> wrote:
>>>      
>>> Dear All
>>>
>>>      in an ImageJ application, I am after solving generalized eigenvalue
>>> problem.
>>>
>>> I was trying to find it in JAMA, JAMPACK, JLAPACK ... to use - but could
>>> not find it.
>>>
>>> I can only use it in MATLAB (e.g. [V, D] = eig (A, B) ) and most likely
>>> LAPACK has it.
>>>
>>> But, is there a java package or java code available for solving
>>>      
>> generalized
>>    
>>> eigenvalue problem?  - Any help is much appreciated.
>>>
>>> Thanks
>>> Tamjid
>>>
>>>      
>
>