Will support for types MatrixXcf/MatrixXcd be added to GeneralizedEigenSolver soon?

A central computation to the problem I am solving is a generalized eigenvalue problem involving complex matrices. I was disappointed to see Eigen only supports real matrices for this decomposition.

I am currently performing a matrix inversion and solving as a regular eigenvalue problem. The matrices are fixed at 18x18 but this is still costlier than necessary. Are there any recommendations for alternatives?

AFAIK, nobody is working on extending GeneralizedEigenSolver. I guess that your problem is not symmetric, otherwise the class GeneralizedSelfAdjointEigenSolver might do the job. (http://eigen.tuxfamily.org/dox-devel/cl ... olver.html)