public static INDArray symmetricGeneralizedEigenvalues ( INDArray A , INDArray B ) { assert A . rows ( ) == A . columns ( ) ; assert B . rows ( ) == B . columns ( ) ; INDArray W = Nd4j . create ( A . rows ( ) ) ; A = InvertMatrix . invert ( B , false ) . mmuli ( A ) ; Nd4j . getBlasWrapper ( ) . syev ( ' ' , ' ' , A , W ) ; return W ; }
Compute generalized eigenvalues of the problem A x = L B x . The data will be unchanged no eigenvectors returned .