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Purpose


LA_SYGVX and LA_HEGVX compute selected eigenvalues and, optionally, the corresponding eigenvectors of generalized eigenvalue problems of the form

\begin{displaymath}A\,z=\lambda\,B\,z, \;\;\; A\,Bz=\lambda\,z, \;\;\; \mbox{and} \;\;\;
B\,A\,z=\lambda\,z,\end{displaymath}

where $A$ and $B$ are real symmetric in the case of LA_SYGVX and complex Hermitian in the case of LA_HEGVX. In both cases $B$ is positive definite. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.




Susan Blackford 2001-08-19