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Implement generalized eigenvalue solver for general square matrices (LAPACK's ?ggev) - #403

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Dirreke merged 6 commits into
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bangconghuynh:bch/implement_eig_generalized
Aug 6, 2025
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Implement generalized eigenvalue solver for general square matrices (LAPACK's ?ggev)#403
Dirreke merged 6 commits into
rust-ndarray:masterfrom
bangconghuynh:bch/implement_eig_generalized

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@bangconghuynh

@bangconghuynhbangconghuynh commented Jul 17, 2025

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Implemented EigGeneralized which calls LAPACK's ?ggev for solving the generalised eigenvalue problem $AC = \lambda BC$ for general square matrices $A$ and $B$.

This PR closes#267 and is a more up-to-date version of #280.

@bangconghuynhbangconghuynh changed the title Bch/implement eig generalizedImplement generalized eigenvalue solver for general square matrices (LAPACK's ?ggev)Jul 17, 2025
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codecovBot commented Aug 3, 2025

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Codecov Report

❌ Patch coverage is 96.01594% with 10 lines in your changes missing coverage. Please review.
✅ Project coverage is 87.44%. Comparing base (c7ff9dc) to head (3b555d5).
⚠️ Report is 2 commits behind head on master.

Files with missing linesPatch %Lines
lax/src/eig_generalized.rs96.55%8 Missing ⚠️
ndarray-linalg/src/eig.rs81.81%2 Missing ⚠️
Additional details and impacted files
@@ Coverage Diff @@## master #403 +/- ##
==========================================
+ Coverage 86.92% 87.44% +0.51% 
==========================================
Files 64 65 +1 Lines 3649 3895 +246 ==========================================
+ Hits 3172 3406 +234 - Misses 477 489 +12 

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@Dirreke
Dirreke merged commit e4bfc42 into rust-ndarray:masterAug 6, 2025
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@DirrekeDirreke mentioned this pull request Nov 3, 2025
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How to do eig(A,B)?

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@bangconghuynh@Dirreke