Example (from Program LA_SYGVX_EXAMPLE)

The results below are computed with $\epsilon = 1.19209 \times 10^{-7}$.
Matrices $A$ and $B$ are the same as in Example 1 for LA_SYGV.

The call:
CALL LA_SYGVX( A, B, W, 3, 'V', VL=-10.0_wp, VU=10.0_wp, M=M, IFAIL=IFAIL )^8.1

${\bf W, M}$ and IFAIL on exit:

$$\begin{array}{cc} {\bf W} \\ \begin{array}{\vert r\vert} ... ...hline 0 \\ 0 \\ 0 \\ 0 \\ 0 \\ \hline \end{array} \end{array}$$

The only eigenvalue of the problem $B\,A\,z = \lambda \, z$ in the range $[-10, 10]$ is: 5.14902

The corresponding eigenvector converged successfully and is:

$$\left( \begin{array}{ccccc} 8.35024 \times {10}^{-1} & -1.715... ...89412 \times {10}^{-1} & 1.08019 & 1.32203 \end{array} \right)$$