Purpose

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

$$A\,z=\lambda\,B\,z, \;\;\; A\,Bz=\lambda\,z, \;\;\; \mbox{and} \;\;\; B\,A\,z=\lambda\,z,$$

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.