I am using
to solve a generalized eigenvalue problem, AX = lambda BX, by using row major orientation.
My A matrix is almost identity matrix, there are numerically really small entries off-diagonal(on the order of 1e-17) and My B matrix is also close to symmetric. The terms close to the diagonal seems to be symmetrix, however there are again small entries apart from the diagonal and the orders of these terms are also the same as the ones(1e-17). So I guess using a symmetric solver in this case is ok.
If I use a symmetric solver, I can find the eigenvalues correctly. But my eigenvectors are not right. I compare them with MATLAB and the ratio of the terms in the two vectors(MATLAB and the one compute with dsygv) are not the same.
Since I use the ROW_MAJOR_FORMAT for my matrices, I am assuming that the output eigenvector array is also in ROW_MAJOR_ORDER, is this right?
If that is correct then there is an ambuiguity on the computations that I could not solve. I use the ROW_MAJOR_FORMAT but I input whole arrays for A and B. I guess MKL takes care of the Upper/Lower selection issue correctly and since the eigenvalues are computed correctly, I am assuming that the input matrix operations are correct. Now, what could be going wrong in the eigenvector computation, or phrased differently where could be my problem on the ordering?
Any help is appreciated,