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Added eigg function which is a wrapper to ggev #280

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@selvavm selvavm commented Apr 18, 2021

This is to resolve #267. It is equivalent of eig(A,B) in Matlab

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Added doc comments for eigg function
Added testcase
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codecov bot commented Apr 18, 2021
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Codecov Report

❗ No coverage uploaded for pull request base (master@a561e5a). Click here to learn what that means.
The diff coverage is 85.71%.

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@@ Coverage Diff @@
## master #280 +/- ##
=========================================
 Coverage ? 88.86% 
=========================================
 Files ? 71 
 Lines ? 3727 
 Branches ? 0 
=========================================
 Hits ? 3312 
 Misses ? 415 
 Partials ? 0 
Impacted Files Coverage Δ
lax/src/eig.rs 84.72% <81.66%> (ø)
ndarray-linalg/src/eig.rs 81.81% <100.00%> (ø)
ndarray-linalg/tests/eig.rs 100.00% <100.00%> (ø)

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selvavm commented Apr 19, 2021

@termoshtt - could you please review this?

@termoshtt termoshtt self-requested a review April 24, 2021 05:57
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selvavm commented Apr 25, 2021

@termoshtt - I noticed that eigh is using (a,b).eigh() and my implementation is a.eigg(&b). For the former there is no documentation, so it is hard to find.

I can change my implementation to be consistent with it. That is change mine to (a,b).eig(). How do you prefer?

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How to do eig(A,B)?
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