You can extract parallelism from LAPACK on a multiprocessor machine by
using a multithreaded BLAS. I do not know how to do this on a Windows
machine though. Julie might help you. The routine DGGEV solves the
generalized eigenvalue problem.
ScaLAPACK is the parallel distributed version of LAPACK, it works on top
of MPI. Unfortunatey, there is currently no parallel generalized
eigenvalue problem routine in ScaLAPACK.
On Wed, 29 Aug 2007, Mahdi Samadzad wrote:
My question is :
Is LAPACK supposed to implement a parallel processing on a windows system
with multiprocessors or a MPI network of parallel machines on Windows
What I really need is to solve a generalized eigenvalue problem using