Intel® Math Kernel Library

?steqr

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

?heevr

Computes selected eigenvalues and, optionally, eigenvectors of a Hermitian matrix using the Relatively Robust Representations.

?sygv

Computes all eigenvalues and, optionally, eigenvectors of a real generalized symmetric definite eigenproblem.

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