I have fallowing eigen equation:
$$ C_{\tau}r_i = C_0r_i\lambda_i $$ where $C_{\tau}r_i$ and $C_0$ are non-positive definitive matrices and $r_i$ and $\lambda_i$ are eigenvectors and eigenvalues. Nevertheless in my software (https://www.tensorflow.org/api_docs/python/tf/linalg/eig) I can only input o one matrix, not two. How should I transform the equation to work with one matrix, is like fallowing, okay ?
$$ C_{\tau}r_i = C_0r_i\lambda_i \rightarrow C_0^{-1}C_{\tau}r_i = r_i\lambda_i$$ and then I perform eigendecomposition on $C_0^{-1}C_{\tau}$ ?