From: Jason Riedy
Date: Thu, 07 Aug 2008 15:55:13 -0400
And ?? writes:
Test ratio | A Z - B Z D | / ( |A| |Z| n ulp ) is calculated for DSYGV with
itype = 1 and uplo = 'U'.
In "dsg.out", it said that "For each pair (A,B), where A is of the
given type and B is a random well-conditioned matrix. D is diagonal,
and Z is orthogonal."
In DSYGV, the input parameters are A, B, lda, ldb, etc, but without D
and Z. And I couldn't find out the exact definition of Matrix D and
Z. I just wonder how D and Z are calculated. Can anyone give me an
D is the diagonal matrix of generalized eigenvalues, and Z is the
orthogonal set of generalized eigenvectors. The eigenvalues are
returned in W, and the eigenvectors are returned in A if requested by
JOBZ. Note that both input matrices A and B are overwritten by working
data regardless of JOBZ.