[SciPy-user] ?ggev linalg.eig

[Pearu Peterson]

On Wed, 18 Sep 2002, Nils Wagner wrote:

> > For further details concerning the generalized Rayleigh quotient, please
> > have a look at
> > 
> > http://etna.mcs.kent.edu/vol.7.1998/pp182-189.dir/pp182-189.pdf
> > 
> > Nils
> 
> If I use 
> 
>   z = dot(conjugate(vl[:,i]),dot(A,vr[:,i]))
>   n = dot(conjugate(vl[:,i]),dot(B,vr[:,i]))
>   R = z/n
> 
> everything is o.k., but I don't know why ?
> A and B are real in my example.
> Why shall I use conjugate of vl in that case ?

Read your own reference ;)

..^H is transpose(conjugate(..))

Pearu