HP MLIB User's Guide Vol. 2 7th Ed.

708 HP MLIB LAPACK User’s Guide
ScaLAPACK functionality
Singular value problems (SVD)
A single driver routine, PxGESVD, computes the 'economy size' or 'thin'
singular value decomposition of a general nonsymmetric matrix. Currently,
only
PSGESVD and PDGESVD are provided.
Table 10-5 Symmetric Eigenvalue and Singular Value Problems Driver Routines
Generalized symmetric definite eigenproblems (GSEP)
An expert driver is provided to compute all the eigenvalues and (optionally) the
eigenvectors of the following types of problems:
where A and B are symmetric or Hermitian and B is positive definite. The
routine is shown in Table 10-6.
Table 10-6 Generalized Symmetric Definite Eigenproblems Driver Routines
Type of
Problem
Function
Single Precision Double Precision
Real Complex Real Complex
SEP
Simple Driver PSSYEV PDSYEV
Expert Driver PSSYEVX PCHEEVX PDSYEVX PZHEEVX
SVD
Singular
Values/Vectors
PSGESVD PDGESVD
Az λBz=
ABz λz=
BAz λz=
Type of
problem
Function
Single precision Double precision
Real Complex Real Complex
GSEP Expert driver PSSYGVX PCHEGVX PDSYGVX PZHEGVX