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dimforge / nalgebra

Linear algebra library for Rust.
https://nalgebra.org
Apache License 2.0
4.03k stars 481 forks source link

Feature request: generalized eigenvalues / QZ decomposition #1056

Closed mkeeter closed 2 years ago

mkeeter commented 2 years ago

I'm looking into implementing a particular numerical algorithm using nalgebra, and it requires solving for the generalized eigenvalues of a pair of matrices.

This is related to QZ decomposition, which SciPy implements using gges from LAPACK.

It would be great if nalgebra exposed a similar function (or if there's a way to do it already and I haven't found it)!

metric-space commented 2 years ago

@mkeeter Haven't worked with the LAPACK part of nalgebra, so am interested in making a PR exposing said function and willing to do the work (assuming you aren't in the process of doing so). If you can wait for 2 weeks from now, can have the PR up (again if you haven't already)

On a side note: big fan of your work

mkeeter commented 2 years ago

Awesome – I'm not in the process of writing my own PR, so I'd say to go for it!