On Aug 19, 2:28 pm, "Reza " <bag...@gmail.com> wrote: > I'm trying to find smallest eigenvalue of A & B matrices by > solving (Ax=LBx) using eig(A,B) command. The only special > thing about my problem is that elements of A have a large > range from -10^13 to 10^13. It seems that Matlab procedure > is not so efficient for the problems of this type. I'm > pretty sure that it's missing some of the smaller eigenvalues.
You can rescale the problem.
You don't give the range of B, so what follows is rather general:
Any matrix, D can be factored into the form
U = R*V*C
Where R (row multiplier) and C (column multiplier) are nonsingular diagonal matrices with elements that are exact powers of 2 and abs(V) <= 1 (or any other power of 2).