Generalized Eigenvalues about arpack-eigen HOT 3 OPEN

I haven't implemented the generalized eigen solver yet, but as you pointed out, you can define your own matrix operation class and pass it to a standard solver.

I created an issue in yixuan/spectra#1 to mark it as a future enhancement.

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It will be nice to support this. Eigen has GeneralizedSelfAdjointEigenSolver but ofcourse computes all the the eigen values.

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Nice work.
Right now I'm using my own C++ interface to ARPACK-NG based on Arpack++ and in-house code. But your code looks quite light and easy to integrate (we are using Eigen for our project), the only thing missing is Generalized Eigenvalue support.
Any plans on doing this ?

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