# Generalized eigenvalue problem

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Posted by Nils on July 28, 1998 at 12:47:01:

I'm looking for a FORTRAN routine
which solves the generalized eigenvalue
problem

A x = \lambda B x

A, B \in R^{n \times n}

The eigenvectors should be orthogonalized with
respect to B especially for the case of multiple
eigenvalues.