Dear All,

I wish to know which procedure should I follow if I have the generalized eigenvalue problem A*X = lambda*B*X, where B matrix is singular? Instead of performing the full eigenvalue analysis, generally B is reordered in statically condensed form, where it will not have zero products in its diagonal, so the same procedure is applied to the A matrix. And since B doesn't have any zero values on diagonal problem can be solved.

My difficulty is I can't write the matrices in the condensed form is there any intrinsic technique in Lapack. I'm not even sure that this is called statical condensation in math world, so your enlightment will be appreciated.

Regards,