vprgen.m

计量工具箱

function [v, d] = vprgen(a,b)
% PURPOSE: Eigenvalues of the problem max(x'ax / x'bx) 
%--------------------------------------------------------------
% USAGE: [v, d] = vprgen(a,b)
%   where:   a =  matrix that appears in the numerator
%            b =  matrix that appears in the denominator
%--------------------------------------------------------------
% OUTPUTS: v = matrix of the eigenvectors
%          d = sorted eigenvalues (from the maximun to the minimum)
%--------------------------------------------------------------
%------------------------------------------------------------------------
% Yves Aragon, June 2003
% Universit