The values of s that satisfy the equation are the generalized eigenvalues and the corresponding values of x are the generalized right eigenvectors . If B is nonsingular, the problem could be solved by reducing it to a standard eigenvalue problem Because B can be singular, an alternative algorithm, called the QZ method, is necessary. The eigenvectors are scaled so that the norm of each is 1.0. It is an example for which the nobalance option is necessary to compute the eigenvectors correctly. HQR2 finds the eigenvalues and eigenvectors of a real upper Hessenberg matrix by the QR method.
Modifications handle the complex case.
10, No. 2, April 1973. Copyright 1994 by The MathWorks, Inc.