JuliaLang/julia — pull request #1523 by andreasnoackjensen (2012-11-09 10:59:01+00:00)
Title: Added syevr! and fixed syev!

Added solver ```syevr!``` for hermitian/symmetric eigen problems and fixed ```syev!``` for complex matrices.

The new solver is faster for large problems and does not seem slower on small problems, but they are hard to measure. As an example on the speed difference
```
julia> mBig=randn(500,500);mBigSym=mBig'mBig;
julia> @elapsed for i = 1:10 Lapack.syev!('V','U',copy(mBigSym)) end
3.046833038330078

julia> @elapsed for i = 1:10 Lapack.syevr!('V',copy(mBigSym)) end
0.9477250576019287
```