Intel® Math Kernel Library

?tpqrt

Computes a blocked QR factorization of a real or complex "triangular-pentagonal" matrix, which is composed of a triangular block and a pentagonal block, using the compact WY representation for Q.

?steqr

Computes all eigenvalues and eigenvectors of a symmetric or Hermitian matrix reduced to tridiagonal form (QR algorithm).

Nonsymmetric Eigenvalue Problems: LAPACK Computational Routines

This topic describes LAPACK routines for solving nonsymmetric eigenvalue problems, computing the Schur factorization of general matrices, as well as performing a number of related computational tasks.

A nonsymmetric eigenvalue problem is as follows: given a nonsymmetric (or non-Hermitian) matrix A, find the eigenvaluesλ and the corresponding eigenvectorsz that satisfy the equation

?heevd

Computes all eigenvalues and, optionally, all eigenvectors of a complex Hermitian matrix using divide and conquer algorithm.

?spgvx

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

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