using System; public class GEVD{ public matrix V; public vector e; public matrix L; public GEVD(matrix A, matrix B){ L=B.cholesky(); V = new matrix(A.size1,A.size1); var Li=L.L_inverse(); var A1=Li*A*Li.T; e=new vector(A.size1); jacobi.cyclic(A1,e,V); V=Li.T*V; } }