DSBGVD Example

To find all the eigenvalues of the generalized band symmetric eigenproblem Ax = $\lambda$Bx, where

A = $$\left(\vphantom{ \begin{array}{rrrr} 0.24 & 0.39 & 0.42 & 0 \\ ... ... 0.42 & 0.79 & -0.25 & 0.48 \\ 0 & 0.63 & 0.48 & -0.03 \end{array} }\right.$$$$\begin{array}{rrrr} 0.24 & 0.39 & 0.42 & 0 \\ 0.39 & -0.11 & ... ....63 \\ 0.42 & 0.79 & -0.25 & 0.48 \\ 0 & 0.63 & 0.48 & -0.03 \end{array}$$$$\left.\vphantom{ \begin{array}{rrrr} 0.24 & 0.39 & 0.42 & 0 \\ ... ... 0.42 & 0.79 & -0.25 & 0.48 \\ 0 & 0.63 & 0.48 & -0.03 \end{array} }\right)$$   and  B = $$\left(\vphantom{ \begin{array}{rrrr} 2.07 & 0.95 & 0 & 0 \\ ... ...\\ 0 & -0.29 & 0.65 & -0.33 \\ 0 & 0 & -0.33 & 1.17 \end{array} }\right.$$$$\begin{array}{rrrr} 2.07 & 0.95 & 0 & 0 \\ 0.95 & 1.69 & -0.29 & 0 \\ 0 & -0.29 & 0.65 & -0.33 \\ 0 & 0 & -0.33 & 1.17 \end{array}$$$$\left.\vphantom{ \begin{array}{rrrr} 2.07 & 0.95 & 0 & 0 \\ ... ...\\ 0 & -0.29 & 0.65 & -0.33 \\ 0 & 0 & -0.33 & 1.17 \end{array} }\right)$$.

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