[SciPy-dev] eigh implementation inconsistency

Tiziano Zito opossumnano at gmail.com
Tue Apr 10 08:08:46 EDT 2007


you can also have a look at the symeig module:
http://mdp-toolkit.sourceforge.net/symeig.html
it is a wrapper of all the generalized symmetric eigenvalues problem
routines in lapack, i.e. EVR, GV, GVD, GVX, including those for
extracting only a subset of eigenvalues.

cheers,
tiziano

On 4/10/07, Robert Cimrman <cimrman3 at ntc.zcu.cz> wrote:
>
> I need to solve a symmetric generalized eigenvalue problem, so I have
> looked at the linalg module and found a thing that seems inconsistent to me.
>
> For general (unsymmetric) problems there is the 'eig' function which
> allows for solving both the regular (via *geev) and generalized (via
> *ggev) eigenvalue problems.
>
> On the other hand, the function 'eigh' for symmetric (or hermitian)
> problems does not allow the generalized problems, even though there are
> functions in lapack to do it (dsygv, chegv).
>
> I would modify eigh to accept an optional 'b' argument just like eig
> does. What must be done to have dsygv, chegv wrappers generated? They
> are not generated now, IMHO.
>
> r.
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