Theano/Theano — pull request #1846 by rmcgibbo (2014-05-09 10:32:25+00:00)
Title: [ENH] Hermitian generalized eigenvalues and gradient

This is a new function to sandbox.linalg for generalized eigenvalues of a hermitian positive definite eigenproblems, using scipy.linalg.eigh. And also the gradients of the eigenvalues.

I asked about this on the [mailing list](https://groups.google.com/forum/#!topic/theano-dev/WZU5quAzxsA) a couple weeks ago, but this is my first PR for theano, so I'm not really sure if I'm doing everything correctly.