The symeig module contains a Python wrapper for the LAPACK functions to
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