I've been using the Eigen C++ linear algebra library to solve various eigenvalue problems with complex matrices. I've recently had to use a generalized eigenvalue solution process, only to be disappointed by the fact that Eigen's
Eigen::GeneralizedEigenSolver< _MatrixType >
routine can't handle complex matrices. My matrices are generally not self-adjoint, so it appears I can't use its
Eigen::GeneralizedSelfAdjointEigenSolver< _MatrixType >
Is there some workaround using only C++ and Eigen that would allow me to solve this problem? For example, can I convert a pair of complex, non-Hermitian matrices into a pair of self-adjoint matrices for the generalized problem without any loss of information?