LAPACK  3.4.2
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dspgvd.f File Reference

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Functions/Subroutines

subroutine dspgvd (ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO)
 DSPGST

Function/Subroutine Documentation

subroutine dspgvd ( integer  ITYPE,
character  JOBZ,
character  UPLO,
integer  N,
double precision, dimension( * )  AP,
double precision, dimension( * )  BP,
double precision, dimension( * )  W,
double precision, dimension( ldz, * )  Z,
integer  LDZ,
double precision, dimension( * )  WORK,
integer  LWORK,
integer, dimension( * )  IWORK,
integer  LIWORK,
integer  INFO 
)

DSPGST

Download DSPGVD + dependencies [TGZ] [ZIP] [TXT]
Purpose: 
 DSPGVD computes all the eigenvalues, and optionally, the eigenvectors
 of a real generalized symmetric-definite eigenproblem, of the form
 A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.  Here A and
 B are assumed to be symmetric, stored in packed format, and B is also
 positive definite.
 If eigenvectors are desired, it uses a divide and conquer algorithm.

 The divide and conquer algorithm makes very mild assumptions about
 floating point arithmetic. It will work on machines with a guard
 digit in add/subtract, or on those binary machines without guard
 digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
 Cray-2. It could conceivably fail on hexadecimal or decimal machines
 without guard digits, but we know of none.
Parameters:
[in]ITYPE
          ITYPE is INTEGER
          Specifies the problem type to be solved:
          = 1:  A*x = (lambda)*B*x
          = 2:  A*B*x = (lambda)*x
          = 3:  B*A*x = (lambda)*x
[in]JOBZ
          JOBZ is CHARACTER*1
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.
[in]UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangles of A and B are stored;
          = 'L':  Lower triangles of A and B are stored.
[in]N
          N is INTEGER
          The order of the matrices A and B.  N >= 0.
[in,out]AP
          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the symmetric matrix
          A, packed columnwise in a linear array.  The j-th column of A
          is stored in the array AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.

          On exit, the contents of AP are destroyed.
[in,out]BP
          BP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the symmetric matrix
          B, packed columnwise in a linear array.  The j-th column of B
          is stored in the array BP as follows:
          if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
          if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.

          On exit, the triangular factor U or L from the Cholesky
          factorization B = U**T*U or B = L*L**T, in the same storage
          format as B.
[out]W
          W is DOUBLE PRECISION array, dimension (N)
          If INFO = 0, the eigenvalues in ascending order.
[out]Z
          Z is DOUBLE PRECISION array, dimension (LDZ, N)
          If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
          eigenvectors.  The eigenvectors are normalized as follows:
          if ITYPE = 1 or 2, Z**T*B*Z = I;
          if ITYPE = 3, Z**T*inv(B)*Z = I.
          If JOBZ = 'N', then Z is not referenced.
[in]LDZ
          LDZ is INTEGER
          The leading dimension of the array Z.  LDZ >= 1, and if
          JOBZ = 'V', LDZ >= max(1,N).
[out]WORK
          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the required LWORK.
[in]LWORK
          LWORK is INTEGER
          The dimension of the array WORK.
          If N <= 1,               LWORK >= 1.
          If JOBZ = 'N' and N > 1, LWORK >= 2*N.
          If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2.

          If LWORK = -1, then a workspace query is assumed; the routine
          only calculates the required sizes of the WORK and IWORK
          arrays, returns these values as the first entries of the WORK
          and IWORK arrays, and no error message related to LWORK or
          LIWORK is issued by XERBLA.
[out]IWORK
          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
          On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
[in]LIWORK
          LIWORK is INTEGER
          The dimension of the array IWORK.
          If JOBZ  = 'N' or N <= 1, LIWORK >= 1.
          If JOBZ  = 'V' and N > 1, LIWORK >= 3 + 5*N.

          If LIWORK = -1, then a workspace query is assumed; the
          routine only calculates the required sizes of the WORK and
          IWORK arrays, returns these values as the first entries of
          the WORK and IWORK arrays, and no error message related to
          LWORK or LIWORK is issued by XERBLA.
[out]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  DPPTRF or DSPEVD returned an error code:
             <= N:  if INFO = i, DSPEVD failed to converge;
                    i off-diagonal elements of an intermediate
                    tridiagonal form did not converge to zero;
             > N:   if INFO = N + i, for 1 <= i <= N, then the leading
                    minor of order i of B is not positive definite.
                    The factorization of B could not be completed and
                    no eigenvalues or eigenvectors were computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA

Definition at line 210 of file dspgvd.f.

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