MatrixXd X = MatrixXd::Random(5,5); | |
MatrixXd A = X * X.transpose(); | |
X = MatrixXd::Random(5,5); | |
MatrixXd B = X * X.transpose(); | |
GeneralizedSelfAdjointEigenSolver<MatrixXd> es(A,B,EigenvaluesOnly); | |
cout << "The eigenvalues of the pencil (A,B) are:" << endl << es.eigenvalues() << endl; | |
es.compute(B,A,false); | |
cout << "The eigenvalues of the pencil (B,A) are:" << endl << es.eigenvalues() << endl; |