Up: Generalized Symmetric Eigenvalue Problems
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LA_SBGV, LA_SBGVD, LA_HBGV and LA_HBGVD compute all
eigenvalues and, optionally, all eigenvectors of the generalized
where and are real symmetric in the cases of LA_SBGV
and LA_SBGVD and complex Hermitian in the cases of LA_HBGV
and LA_HBGVD. Matrix is positive definite. Matrices and
are stored in a band format.
LA_SBGVD and LA_HBGVD use a divide and conquer algorithm.
If eigenvectors are desired, they can be much faster than
LA_SBGV and LA_HBGV for large matrices but use more workspace.