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
.
http://www.netlib.org/lapack/explore-html/d2/d8a/group__double_s_yeigen_ga77dfa610458b6c9bd7db52533bfd53a1.html
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?