Three types of generalized eigenvalue problems can be solved:
![]() | (4.2) |
with A and B real symmetric or complex Hermitian, and B positive definite. The matrix of eigenvectors is normalized as follows:
sygv(A, B, W[, itype=1[, jobz=’N’[, uplo=’L’]]])
Solves the generalized eigenproblem (4.2) for real symmetric matrices of order n, stored in real matrices A and B. itype is an integer with possible values 1, 2, 3, and specifies the type of eigenproblem. W is a real matrix of length at least n. On exit, it contains the eigenvalues in ascending order. On exit, B contains the Cholesky factor of B. If jobz is ’V’, the eigenvectors are computed and returned in A. If jobz is ’N’, the eigenvectors are not returned and the contents of A are destroyed.
hegv(A, B, W[, itype=1[, jobz=’N’[, uplo=’L’]]])
Generalized eigenvalue problem (4.2) of real symmetric or complex Hermitian matrix of order n. The calling sequence is identical to sygv(), except that A and B can be real or complex.