linalg: add generalized eigenvalue problem to `eig`
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perazz commented
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