Intel® Math Kernel Library

?sygvd

Computes all eigenvalues and, optionally, eigenvectors of a real generalized symmetric definite eigenproblem using a divide and conquer method.

?spgvx

Computes selected eigenvalues and, optionally, eigenvectors of a real generalized symmetric definite eigenproblem with matrices in packed storage.

?geqrt3

Recursively computes a QR factorization of a general real or complex matrix using the compact WY representation of Q.

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