In the LinearAlgebra package, functions LAPACK.syev!
and 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 ?syev
and ?syevr
.
Their performances also differ: http://www.netlib.org/lapack/lawnspdf/lawn183.pdf
It is also different from LAPACK.sygvd!
because 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 LinearAlgebra
package?