Matrix pencils play an important role in numerical linear algebra. The problem of finding the eigenvalues of a pencil is called the generalized eigenvalue problem. The most popular algorithm for this task is the QZ algorithm, which is an implicit version of the QR algorithm to solve the associated eigenvalue problem B − 1Ax = λx without forming explicitly the matrix B − 1A (which could be impossible or ill-conditioned if B is singular or near-singular)

Matrix_Pencil.m

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