[SciPy-dev] help: wrapping generalized symmetric evp functions

[Robert Cimrman]

Hi,

I am now trying to add the following LAPACK functions into scipy:
ssygv, dsygv, chegv, zhegv, to be able to solve 'Ax = lambda Bx' with 
symmetric or Hermitian matrices efficiently (cf. 
http://www.netlib.org/lapack/lug/node34.html).

Having those functions is necessary for adding the lobpcg solver to 
scipy. It must use symeig package (LGPL) for now, which prevents its 
proper inclusion.

I am getting familiar with scipy.linalg implementation right now, slowly 
getting lost :[

It seems to me that the wrappers should go into generic_flapack.pyf, as 
there are already other similar functions (*heev etc.). the file claims, 
however, that it is generated automatically - how do I regenerate it so 
that it contains the missing functions? Is that really true? 
interface_gen.py seems just reading the file and tranforming it into the 
module in the build directory.

Google does not help much as I do not know what exactly to look for. Can 
someone point me to a documentation on this, or give advice?


thanks!
r.