
Is there a solver for the generalized eigenvalue problem in this library?
I tried to find one, but all I found was the basic eigenvalue decomposition.
Alex.



Our eigenvalue decomposition class will only solve Ax=b where A is symetrric.
var A = some sysmetric matrkx
var b = some vector or matrx
var x = A.Evd.Solve(b);



This is not what I asked. A generalized eigenvalue problem is: given the matrices A and B, find scalar a and vector v such that Av = aBv (when B=I this is the simple eigenvalue problem that your library can solve using EVD).
I want to know if there are any plans to include a generalized eigenvalue solver in addition to the simple eigenvalue solver.
Alex.

