Hello,
I really need to implement into C++ code calculation of EigenValues and EigenVectors using same algorithm as Matlab function:
[V,D] = eig(A,B) produces a diagonal matrix D of generalized
eigenvalues and a full matrix V whose columns are the corresponding
eigenvectors so that A*V = B*V*D.
First of all, when I check at available constructors at Intel IPP documentation: https://software.intel.com/en-us/node/505270 I can't find any constructor that makes usage of complex numbers (I am interested in Ipp64fc).
Furthermore all constructors take only one matrix as an argument. Do you have any idea how can I get similar effect to Matlab eig(A,B) with usage of Intel IPP?
I am using Intel IPP 7.1.