In the LinearAlgebra package, functions
LAPACK.syevr! for solving the eigenvalue problem are present. But,
LAPACK.syevd! is absent.
As I understand, the
?syevd (and its Hermitian counterpart,
zheevd) also solves the eigenvalue problem but uses different algorithms than
Their performances also differ: http://www.netlib.org/lapack/lawnspdf/lawn183.pdf
It is also different from
sygvd solves generalized eigenvalue problem, while
syevd solves eigenvalue problem.
Is there a simple way to use
syevd? Or is this a limitation of the