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I want to solve a generalized eigenvalue problem for multiprecision in Python ( A.C = (lam).B.C where A and B are 3000x3000 matrices and C is 3000x1 vector. (lam) is the eigenvalue.). So I have installed MPMATH. But I can't find a Python program for a generalized eigenvalue problem. How can I solve a generalized eigenvalue problem for multiprecision in Python?

Stefan Gruenwald
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Yılmaz Eser
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2 Answers2

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Use scipy.linalg.eig, which will solve ordinary or generalized eigenvalue problems.

jme
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mpmath version 0.19 includes some functions related to eigenvalues. See http://mpmath.org/doc/0.19/matrices.html#linear-algebra

casevh
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