matlab - From generalized eigen values problem to classical eigen values problem

Question

In Matlab, how could I convert, if possible, this solving of generalized eigen values problem :

[V,D,W] = EIG(A,B) also produces a full matrix W whose columns are the
    corresponding left eigenvectors so that `W'*A = D*W'*B eq(1)`.

Into the following classical problem, that is, to find a passing matrix W such that :

A*W = D1*W and B*W = D2*W where D1 and D2 coming directly from diagonlisation of A and B ??

I would have thought that multiplying (eq 1) on the right by B^-1 would be enough but I wonder if I can conclude on a common basis for both matrices A and B.

If someone could give an advise, I would be grateful

question from:https://stackoverflow.com/questions/65844244/from-generalized-eigen-values-problem-to-classical-eigen-values-problem

Answer 1

Waitting for answers