广义特征值问题与标准特征值问题

The generalized eigenvalue problems and the standard eigenvalue problems

针对广义特征值的相关问题(A-λB)X=O,给出了当B为半正定矩阵时,广义特征值可以转化为标准特征值求解的结论,并得到具体求解的算法.

For the generalized eigenvalue problem related （A-λB）X =O ,obtained a conclusion that the generalized eigenvalue solution can be converted into standard eigenvalue when B is positive semi-definite,and gave the specific solving algorithm.