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.