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How to compute eigenvalues and eigenvectors of real symmetric matrix
multiplied by diagonal matrix?
Posted:
Apr 25, 2012 8:53 PM
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Hello,
there exist efficient algorithms to compute the eigenvalues and eigenvectors of a real symmetric matrix A. But how about a real symmetric matrix which has been multiplied by a diagonal matrix D (all diagonal elements are real and >0), thus destroying the symmetry of A?
Are eigenvectors and eigenvalues of A and of D*A related in a way which can be exploited to efficiently compute the eigensystem of D*A?
Many thanks, Tom
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