Three types of generalized eigenvalue problems can be solved:
(4.2)
with and real symmetric or complex Hermitian, and 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.