solve the standard and generalized eigenvalue problems for symmetric
(hermitian) positive definite matrices. Those specialized algorithms give
an important speed-up with respect to the generic LAPACK eigenvalue
problem solver used by NumPy (linalg.eig and linalg.eigh).
WWW: http://mdp-toolkit.sourceforge.net/symeig.html
PR: ports/127336
Submitted by: Li-Lun Wang <llwang at infor.org>