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Driver dndrv3 uses the regular inverse mode to solve the
generalized eigenvalue problem. This mode should be used
if is symmetric and positive definite but it is not
possible to factor into a Cholesky factorization or
if there is reason to think that is ill-conditioned.
To use dndrv3 the user must supply the action of
The action of is typically done with an iterative
solver such as pre-conditioned conjugate gradient.
If can be factored
then direct conversion to a standard problem is recommended.
This driver is appropriate for which = 'LM','LR', 'SR','LI','SI'
settings. If interior eigenvalues are sought then driver dndrv4
is probably more appropriate. If convergence is slower than
desired then one of the shift-invert modes described below should be used.