Go to the documentation of this file.00001 MatrixXd X = MatrixXd::Random(5,5);
00002 MatrixXd A = X + X.transpose();
00003 cout << "Here is a random symmetric matrix, A:" << endl << A << endl;
00004 X = MatrixXd::Random(5,5);
00005 MatrixXd B = X * X.transpose();
00006 cout << "and a random postive-definite matrix, B:" << endl << B << endl << endl;
00007
00008 GeneralizedSelfAdjointEigenSolver<MatrixXd> es(A,B);
00009 cout << "The eigenvalues of the pencil (A,B) are:" << endl << es.eigenvalues() << endl;
00010 cout << "The matrix of eigenvectors, V, is:" << endl << es.eigenvectors() << endl << endl;
00011
00012 double lambda = es.eigenvalues()[0];
00013 cout << "Consider the first eigenvalue, lambda = " << lambda << endl;
00014 VectorXd v = es.eigenvectors().col(0);
00015 cout << "If v is the corresponding eigenvector, then A * v = " << endl << A * v << endl;
00016 cout << "... and lambda * B * v = " << endl << lambda * B * v << endl << endl;