stdForm.py

## module stdForm
''' h,t = stdForm(a,b).
    Transforms the eigenvalue problem [a]{x} = lam[b]{x}
    to the standard form [h]{z} = lam{z}. The eigenvectors
    are related by {x} = [t]{z}.
'''    
from numarray import dot,matrixmultiply,transpose
from choleski import *

def stdForm(a,b):

    def invert(L): # Inverts lower triangular matrix L
        n = len(L)
        for j in range(n-1):
            L[j,j] = 1.0/L[j,j]
            for i in range(j+1,n):
                L[i,j] = -dot(L[i,j:i],L[j:i,j])/L[i,i]
        L[n-1,n-1] = 1.0/L[n-1,n-1]

    n = len(a)
    L = choleski(b)          
    invert(L)
    h = matrixmultiply(b,matrixmultiply(a,transpose(L)))
    return h,transpose(L)

