Generalized Symmetric-Definite Eigen Problems

This section describes ScaLAPACK routines that allow you to reduce the generalized symmetric-definite eigenvalue problems (see LAPACK Generalized Symmetric-Definite Eigenvalue Problems ) to standard symmetric eigenvalue problem Cy = λy, which you can solve by calling ScaLAPACK routines (see Symmetric Eigenproblems).

Table "Computational Routines for Reducing Generalized Eigenproblems to Standard Problems" lists these routines.

Computational Routines for Reducing Generalized Eigenproblems to Standard Problems
Operation Real symmetric matrices Complex Hermitian matrices
Reduce to standard problems p?sygst p?hegst