Hi,(adsbygoogle = window.adsbygoogle || []).push({});

Can anyone recommend a freely available library in C or C++ that is able to calculate eigenvalues and eigenvectors of generalized eigenvalue problems. e.g. of the type:

Au = LBu

where A and B are matrices, L is the eigenvalue, and u is the eigenvector.

N.B. the GNU Scientific library was my first thought, but it can only do standard eigenvalue problems, not those of the generalized type.

**Physics Forums | Science Articles, Homework Help, Discussion**

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Programming libraries for C linear algebra

**Physics Forums | Science Articles, Homework Help, Discussion**