问题
If the joint eigenvalues of matrices A and B are defined as the roots of the equation det(lambda * A - B) = 0, how can I solve this in MATLAB?
In particular, I am not sure how exactly lambda is defined - it obviously needs to be a matrix or vector, as otherwise there would only be one joint eigenvalue. Also, I am not sure if there is any in-built function, or if, say, fzero for finding the roots of nonlinear functions needs to be used.
回答1:
There is a built-in function for this.
http://www.mathworks.com/help/matlab/ref/eig.html
[V,D] = eig(B,A);
[V,D] = eig(A,B) solves the system det(A - lambda*B) == 0. However, the desired system to solve is det(A*lambda - B) == 0 and so the inputs are reversed to respect solving this system.
来源：https://stackoverflow.com/questions/36551182/how-can-i-find-the-joint-eigenvalues-of-two-matrices-in-matlab