Hi everyone!

I have a program in C using the GSL Library to do some matrix operations.
The most time consuming part of all the code is a call to a function to solve a generalized eigenvalue problem with hermitian matrices implemented in the GSL library:

gsl_eigen_genhermv(ham, over, eival, eivec, w);

with:
gsl_matrix_complex *ham, *over, *eivec;
gsl_vector *eival;

is there a simple way to use eigen instead of GSL?
Is there any advantage (performance) in doing so?

Thanks in advance to everyone!

Use:

Map<MatrixXd> A(dataA,size,size);
Map<MatrixXd> A(dataB,size,size);
Eigen::SelfAdjointEigenSolver<Eigen::MatrixXd> eig(A,B);
eig.eigenvalues(); // returns a VectorXd
eig.eigenvectors(); // returns a MatrixXd

where dataA is a call to your GSL matrix to get the address of the first element.