I am asked to solve the generalized eigenvalue problem (B-CA)E=0 where A is a positive definite-matrix C is a generalized eigenvalue and E is a generalized eigenvector of the matrices A and B.

Could someone help me get started on this problem? I'm not sure how to do this type of problem.

Question

I am asked to solve the generalized eigenvalue problem (B-CA)E=0 where A is a positive definite-matrix C is a generalized eigenvalue and E is a generalized eigenvector of the matrices A and B.

Could someone help me get started on this problem?  I'm not sure how to do this type of problem.

anonymous · Answer

$$A=\left[\begin{matrix}2 & 0 & 3 \ 0 & 3 & 0\ 3 & 0 & 6\end{matrix}\right]$$

$$B=\left[\begin{matrix}2 & 0 & 3 \ 0 & 2 & 1\ 3 & 1 & 6\end{matrix}\right]$$

anonymous · Answer

Any help with this would be greatly appreciated!