Hi I am wondering if anyone has figured out a way to solve the generalized eigenvalue problem as presented in this paper: https://arxiv.org/abs/1511.04707 43. The original work was done in theano using theano.tensor.slinalg.Eigvalsh . but in pytorch there is not an easy way of solving this generalized eigenvalue problem with a similar function. I’m wondering if anyone has any tips on how to either recast the problem or if there is another way of solving this.
Thanks!