[Eeglablist] generalized EVD in CSP ?

[Cleison Silva]

[V,D] = eig(A,B) produces* a diagonal matrix D of generalized*
*    eigenvalues* and a full matrix V whose columns are the
    corresponding eigenvectors so that A*V = B*V*D.

2016-10-18 9:09 GMT-02:00 Vadlamani Samhitha <vadlamani.samhitha at gmail.com>:

> Hi list , I am performing CSP on EEG data . I have computed covariance
> matrices for class 1 and class 2 ( C1 and C2 ) . Now while obtaining
>  filter coefficients , I  have been suggested to perform generalized
> eigenvalue decomposition to get filter coefficients such that W^T C1 W =
> D and W^T(C1+C2) W = I .(Identity matrix )
> So , I have used [W,D]=eig(C1,C1+C2) ; where W is my filter matrix , *D
> is the  eigenvalue matrix for C1* .
> after doing so , when I manually try to check if the above two conditions
> are satisfied , they don't seem so . I have been struggling to find out
> what went wrong . I would be really grateful if someone could  suggest what
> I am missing here . Thank you in advance .
>
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-- 
Cleison D. Silva
Faculdade de Engenharia Elétrica - FEE
Campus Universitário de Tucuruí - CAMTUC
Universidade Federal do Pará - UFPa
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