I would like to solve a generalized eigenvalue problem A x=lambda M x using the Arnoldi Algorithm (ARPACK package). The problem is that my M matrix is not hermitian, as required by the scipy.sparse.linalg.eigs() docs (https://docs.scipy.org/doc/scipy/reference/generated/scipy.sparse.linalg.eigs.html).
Is there a way to solve the problem?
If I try to use scipy.sparse.linalg.eigs(), the program doesn't show any warning, but the results are incorrect.