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