00001 MatrixXd X = MatrixXd::Random(5,5); 00002 MatrixXd A = X * X.transpose(); 00003 X = MatrixXd::Random(5,5); 00004 MatrixXd B = X * X.transpose(); 00005 00006 GeneralizedSelfAdjointEigenSolver<MatrixXd> es(A,B,EigenvaluesOnly); 00007 cout << "The eigenvalues of the pencil (A,B) are:" << endl << es.eigenvalues() << endl; 00008 es.compute(B,A,false); 00009 cout << "The eigenvalues of the pencil (B,A) are:" << endl << es.eigenvalues() << endl;