lapgeigh
==============================================

Purpose
----------------

Computes generalized eigenvalues for a pair of real symmetric or Hermitian matrices.

Format
----------------
.. function:: ve = lapgeigh(A, B)

    :param A: real or complex symmetric or Hermitian matrix.
    :type A: NxN matrix

    :param B: real or complex positive definite symmetric or Hermitian matrix.
    :type B: NxN matrix

    :return ve: eigenvalues.

    :rtype ve: Nx1 vector

Examples
----------------

::

    // Assign A
    A = { 3 4 5,
          2 5 2,
          3 2 4 };

    // Assign B
    B = { 4 2 2,
          2 6 1,
          2 1 8 };

    // Find eigenvalues of the solution of the generalized
    // symmetric eigenproblem  Ax = gBx 
    ve = lapgeigh(A, B);

    // Print eigenvalues
    print ve;

The code above returns:

::

    0.1219
    0.6787
    0.9494

This procedure calls the LAPACK routines *DSYGV* and *ZHEGV*.

Remarks
-------

*ve* is the vector of eigenvalues of the solution of the generalized
symmetric eigenproblem of the form :math:`Ax = λBx`.


.. seealso:: Functions :func:`lapgeig`, :func:`lapgeighv`