fortran-lang/stdlib

linalg: add generalized eigenvalue problem to `eig`

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Motivation

I'm opening a issue to discuss the addition of the generalized eigenvalue problem:

A⋅x=λ⋅B⋅x

as an extension of eig, that currently only handles the standard eigenvalue problem:

A⋅x=λ⋅x

Prior Art

Scipy is the only package that offers this option

Additional Information

Fortran Discourse thread where the feature was recently requested