 Generalized Rayleigh quotient (source code)

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= Generalized Rayleigh quotient
{title2=$\dfrac{x^TAx}{x^TBx}$}

For symmetric $A$ and positive-definite $B$, the generalized Rayleigh quotient is $x^TAx/(x^TBx)$. Its stationary values are the <generalized eigenvalue problem>[generalized eigenvalues] of $Av=\lambda Bv$, and its maximum is the largest such eigenvalue.

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