Legacy Documentation

9. Generalized Eigenvalue Problem

The functions GeneralizedEigenvalues, GeneralizedEigenvectors, and GeneralizedEigensystem compute the generalized eigenvalues and the eigenvectors of a matrix pair by finding the generalized Schur decomposition of the pair. The generalized Schur decomposition and the ordered generalized Schur decomposition by themselves are needed in certain control applications, such as in the solutions of Riccati equations. Advanced Numerical Methods contains two functions, GeneralizedSchurDecomposition and GeneralizedSchurDecompositionOrdered, to compute them.