Generalized Symmetric Definite Eigenproblems (GSEP)

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Generalized Symmetric Definite Eigenproblems (GSEP)


   Simple drivers are provided to compute all the eigenvalues and (optionally) the eigenvectors of the following types of problems:

where A and B are symmetric or Hermitian and B is positive definite. For all these problems the eigenvalues  are real. The matrices Z of computed eigenvectors  satisfy (problem types 1 and 3) or (problem type 2), where is a diagonal matrix with the eigenvalues on the diagonal. Z also satisfies (problem types 1 and 2) or (problem type 3).

The routines are listed in Table 2.6.

Tue Nov 29 14:03:33 EST 1994