MATLAB: How to generate the left eigenvector for the generalized eigenvalue problem in MATLAB 7.11 (R2010b)

MATLAB

I am interested in calculating the left eigenvector of the generalized
eigenvalue problem but am not sure on how to do that in MATLAB.

Best Answer

In order to calculate the left eigenvector of the generalized eigenvalue problem use the function QZ with six output arguments as follows:
    [AA,BB,Q,Z,V,W] = qz(A,B)
The eigenvalues are
   diag(AA)./diag(BB)
provided that none of these ratios is effectively 0/0. The columns of V are the right eigenvectors.
The rows of W' are the left eigenvectors.
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