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[Lapack] zheevr()

Dear Jun Zhao,

I think that you should be able to call the computational routine ZHETRD 
to do the tridiagonalization and then call the computational routines 
ZSTEMR twice to obtain the required eigenvalues and eigenvectors of the 
tridiagonal matrix.  You then need to call ZUNMTR twice to recover the 
eigenvectors of the original matrix.

I realise that it is not as nice as calling a single black box routine, 
but hopefully you can achieve what you are after.

Good luck,

Sven Hammarling.

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