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Part of #1651.
Dhgeqz's eigenvalues do not seem to be a solution for the GNEP using input or resulting H and T matrices as far as I can tell. I'm guessing I need direct input from Dggbal? I've run comparisons of eigenvalues with reference and I'm getting identical up to
tol=1e-14
results.This is how I tried to test the solution no GNEP: