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Driver dsdrv3 uses the regular inverse mode to solve the
generalized eigenvalue problem. This mode is appropriate when
is symmetric and positive definite but it is not
feasible to compute a sparse direct
Cholesky factorization . It might also be appropriate if can be factored but
there is reason to think that is ill-conditioned.
To use dsdrv3 the user must supply the action of
The action of is typically done with an iterative
solver such as pre-conditioned conjugate gradient. The use
of -inner products restores symmetry. If can be factored
and is reasonably well conditioned,
then direct conversion to a standard problem is recommended.
Also, note that if A is positive definite and the smallest
eigenvalues are sought, then it is best to reverse the roles of
and and compute the largest eigevalues of . The reciprocals of these will then be the eigenvalues of interest.