Approximates the Hessian using forward differences and a user-supplied gradient.

Generates points in an N-dimensional space.

Uses restarted GMRES with reverse communication to generate an approximate solution of Ax = b.

Computes the performance index for a generalized complex eigensystem Az = λBz.

Computes the performance index for a generalized real eigensystem Az = λBz.

Computes the performance index for a generalized real symmetric eigensystem problem.

Computes a Gauss, Gauss-Radau or Gauss-Lobatto quadrature rule given the recurrence coefficients for the monic polynomials orthogonal with respect to the weight function.

Computes a Gauss, Gauss-Radau, or Gauss-Lobatto quadrature rule with various classical weight functions.

Computes all of the eigenvalues and eigenvectors of a generalized complex eigensystem Az = λBz.

Computes all of the eigenvalues and eigenvectors of a generalized real eigensystem Az = λBz.

Computes all of the eigenvalues and eigenvectors of the generalized real symmetric eigenvalue problem Az = λBz, with B symmetric positive definite.

Computes all of the eigenvalues of a generalized complex eigensystem Az = λBz.

Computes all of the eigenvalues of a generalized real eigensystem Az = λBz.

Computes all of the eigenvalues of the generalized real symmetric eigenvalue problem Az = λBz, with B symmetric positive definite.