[lapacke] add dsygv for generalized eigenvalue problems

dune/xt/common/lapacke.cc

@@ -452,6 +452,26 @@ int dpocon(int DXTC_LAPACKE_ONLY(matrix_layout),
 }
 
 
+int dsygv(int DXTC_LAPACKE_ONLY(matrix_layout),
+          int DXTC_LAPACKE_ONLY(itype),
+          char DXTC_LAPACKE_ONLY(jobz),
+          char DXTC_LAPACKE_ONLY(uplo),
+          int DXTC_LAPACKE_ONLY(n),
+          double* DXTC_LAPACKE_ONLY(a),
+          int DXTC_LAPACKE_ONLY(lda),
+          double* DXTC_LAPACKE_ONLY(b),
+          int DXTC_LAPACKE_ONLY(ldb),
+          double* DXTC_LAPACKE_ONLY(w))
+{
+#if HAVE_MKL || HAVE_LAPACKE
+  return LAPACKE_dsygv(matrix_layout, itype, jobz, uplo, n, a, lda, b, ldb, w);
+#else
+  DUNE_THROW(Exceptions::dependency_missing, "You are missing lapacke or the intel mkl, check available() first!");
+  return 1;
+#endif
+}
+
+
 int dtrcon(int DXTC_LAPACKE_ONLY(matrix_layout),
            char DXTC_LAPACKE_ONLY(norm),
            char DXTC_LAPACKE_ONLY(uplo),

dune/xt/common/lapacke.hh

@@ -254,6 +254,15 @@ int dptcon(int n, const double* d, const double* e, double anorm, double* rcond)
 int dpocon(int matrix_layout, char uplo, int n, const double* a, int lda, double anorm, double* rcond);
 
 
+/**
+ * \brief Wrapper around LAPACKE_dsygv
+ *
+ * \sa    LAPACKE_dsygv
+ * \sa    https://software.intel.com/en-us/mkl-developer-reference-c-sygv
+ */
+int dsygv(int matrix_layout, int itype, char jobz, char uplo, int n, double* a, int lda, double* b, int ldb, double* w);
+
+
 /**
  * \brief Wrapper around LAPACKE_dtrcon
  * \sa    LAPACKE_dtrcon