NLA MT25, Eigenvalue problems
Other relevant general content is covered in:
- [[Notes - Numerical Analysis HT24, Eigenvalue problems]]U
- [[Notes - Linear Algebra II HT23, Eigenvectors and eigenvalues]]U
Flashcards
@State the general setup of a generalised eigenvalue problem.
Suppose:
- $A, B \in \mathbb C^{n \times n}$
We want to find $x \ne 0$ and $\lambda \in \mathbb C$ such that
\[Ax = \lambda B x\]