Rewriting Matlab eig(A,B) (Generalized eigenvalues/eigenvectors) to C/C++

Question

Do anyone have any idea how can I rewrite eig(A,B) from Matlab used to calculate generalized eigenvector/eigenvalues? I\'ve been struggling with this problem la

Answer 1

The eigenvector scaling in Matlab seems to be based on normalizing them to 1.0 (ie. the absolute value of the biggest term in each vector is 1.0). In the application I was using it also returns the left eigenvector rather than the more commonly used right eigenvector. This could explain the differences between Matlab and the eigensolvers in Lapack MKL.