To solve a generalized eigenvalue problem of the kind
AX = lambda BX
, say I use dpotrf -> dsygst -> dsyevd path, then the eigenvectors should be transformed back, right?
Because this is the definition when it is converted to a standart problem. And the vectors are not directly the vectors of the original generalized problem. However, I have difficulty in locating the transformation routine. Could you help me with this?