Tag: Eigenvalue Problem
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Polynomial Eigenvalue Problems
A polynomial(high-order) eigenvalue problem is a variation of the standard eigenvalue problem, where the equation $Ax=\lambda x$ is replaced by a polynomial equation of the form where $A_0,A_1,…,A_n$ are matrices and n is an integer greater than 2. The problem is to find the scalars $\lambda$ and non-zero vectors $x$ that are solutions of this…
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Generalized Eigenvalue Problem
How to Solve Generalized Eigenvalue Problem A generalized eigenvalue problem is a variation of the standard eigenvalue problem, where the matrix $A$ is replaced by two matrices $A$ and $B$. The problem is to find the scalars $\lambda$ and non-zero vectors $x$ such that the equation holds. The matrix $B$ is called the generalized eigenvalue…