Generalized eigenvalue problem

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Yeti

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Jul 23, 2017, 11:10:38 AM7/23/17
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mpmath is able to solve the ordinary eigenvalue problem (from the documentation):

"The routine eig solves the (ordinary) eigenvalue problem for a real or complex square matrix A."

Is there planned support for the generalized eigenvalue problem with two input matrices?

-Yeti

Fredrik Johansson

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Jul 23, 2017, 11:12:26 AM7/23/17
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I'm not aware that anyone is working on this (or plans to).

It would certainly be a welcome addition.

Fredrik
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