[Numpy-discussion] Generalized Eigenvalue problem

[Vanroose Wim]

Dear NumPythoneers,

            I have to solve the generalized Eigenvalue problem      A u = lambda B
u
There are lapack procedures http://netlib2.cs.utk.edu/lapack/lug/node37.html.

These procedures are not present in the lite versions included in the NumPy
distribution.

            Did somebody already treat such problems??  Within Numpy or outside
Numpy. Do I have to install the full blown version of Lapack??


Wim Vanroose