Up: Generalized Symmetric Eigenvalue Problems
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LA_SYGV, LA_SYGVD, LA_HEGV and LA_HEGVD
compute all eigenvalues and,
optionally, all eigenvectors of generalized eigenvalue problems of the form
where and are real symmetric in the cases of LA_SYGV and
LA_SYGVD and complex Hermitian in the cases of LA_HEGV
and LA_HEGVD. In all four cases is positive definite.
LA_SYGVD and LA_HEGVD use a divide and conquer algorithm.
If eigenvectors are desired, they can be much faster than
LA_SYGV and LA_HEGV for large matrices but use more workspace.