Generalized Eigen Values and Vectors in Eigen Library

Question

How do I find generalized Eigen Values, Vectors using Eigen3 library?

In octave, matlab, the eigen value function is of the form: [V, lambda] = eig (A, B).

I could only find this Class in Eigen3 lib but was not helpful in validating the results from above matlab/octave code.

Answer 1

You'll want to use the EigenSolver class which is located in the Eigen/Eigenvalues header. Either use the EigenSolver constructor that takes a matrix parameter or of or call the compute method with a matrix and it will solve for that matrix's eigenvalues and eigenvectors. Then you can use the eigenvalues() and eigenvectors() methods to retrieve the eigenvalues and eigenvectors.

Answer 2

This question is old. Anyway, if someone here is looking for it, they should consider the GeneralizedEigenSolver (http://eigen.tuxfamily.org/dox-devel/classEigen_1_1GeneralizedEigenSolver.html) that is available in the Eigen library. Although, at this time, as far as I know, it is not completely ready.