nd4j-backends/nd4j-api-parent/nd4j-api/src/main/java/org/nd4j/linalg/eigen/Eigen.java
public static INDArray symmetricGeneralizedEigenvalues(INDArray A, INDArray B) {
        assert A.rows() == A.columns();
        assert B.rows() == B.columns();
        INDArray W = Nd4j.create(A.rows());

        A = InvertMatrix.invert(B, false).mmuli(A);
        Nd4j.getBlasWrapper().syev('V', 'L', A, W);
        return W;
    }
public static INDArray symmetricGeneralizedEigenvalues(INDArray A, INDArray B) {
        assert A.rows() == A.columns();
        assert B.rows() == B.columns();
        INDArray W = Nd4j.create(A.rows());

        A = InvertMatrix.invert(B, false).mmuli(A);
        Nd4j.getBlasWrapper().syev('V', 'L', A, W);
        return W;
    }
Compute generalized eigenvalues of the problem A x = L B x.
The data will be unchanged, no eigenvectors returned.

@param A symmetric Matrix A.
@param B symmetric Matrix B.
@return a vector of eigenvalues L.