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

[Pearu Peterson]

Robert Cimrman wrote:
> 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 :[

New wrappers to lapack functions should be defined in scipy.lib.lapack.
Eventually we should get rid of lapack wrappers in scipy.linalg.
Grep for flapack_*.pyf.src files to see in which file the signature
for a given lapack function should be inserted.

Btw, scipy.lib.lapack already has wrappers for sygv and hegv functions.

HTH,
Pearu