generalized eigenvalues

[bbuchsbaum]

I'm trying to play with some algorithms in the graph embedding literature (e.g. locality preserving projections) which need to solve the generalized eigenvalue. The Matlab 'eigs' function has this option, but I notice it's missing in RSpectra.

[yixuan]

I plan to add a generalized eigen solver to RSpectra in the next version. Before that a workaround is as below:

[peekxc]

Has anyone been able to get an example that produces similar results as computed with e.g. the geigen package?

[yixuan]

@peekxc Generalized eigenvalues are not yet implemented in RSpectra. i expect to add it in the next major version release (maybe 0.16-0).