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

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@bangconghuynh bangconghuynh commented Jul 17, 2025

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.

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

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 1 commits behind head on master.

Files with missing lines Patch % Lines
lax/src/eig_generalized.rs 96.55% 8 Missing ⚠️
ndarray-linalg/src/eig.rs 81.81% 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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How to do eig(A,B)?
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