 |
LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
|
|
LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
|
| subroutine chpgvx | ( | integer | itype, |
| character | jobz, | ||
| character | range, | ||
| character | uplo, | ||
| integer | n, | ||
| complex, dimension( * ) | ap, | ||
| complex, dimension( * ) | bp, | ||
| real | vl, | ||
| real | vu, | ||
| integer | il, | ||
| integer | iu, | ||
| real | abstol, | ||
| integer | m, | ||
| real, dimension( * ) | w, | ||
| complex, dimension( ldz, * ) | z, | ||
| integer | ldz, | ||
| complex, dimension( * ) | work, | ||
| real, dimension( * ) | rwork, | ||
| integer, dimension( * ) | iwork, | ||
| integer, dimension( * ) | ifail, | ||
| integer | info | ||
| ) |
CHPGVX
Download CHPGVX + dependencies [TGZ] [ZIP] [TXT]
CHPGVX computes selected eigenvalues and, optionally, eigenvectors of a complex generalized Hermitian-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 Hermitian, stored in packed format, and B is also positive definite. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.
| [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] | RANGE | RANGE is CHARACTER*1
= 'A': all eigenvalues will be found;
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found;
= 'I': the IL-th through IU-th eigenvalues will be found. |
| [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 COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the Hermitian 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 COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the Hermitian 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**H*U or B = L*L**H, in the same storage
format as B. |
| [in] | VL | VL is REAL
If RANGE='V', the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'. |
| [in] | VU | VU is REAL
If RANGE='V', the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'. |
| [in] | IL | IL is INTEGER
If RANGE='I', the index of the
smallest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'. |
| [in] | IU | IU is INTEGER
If RANGE='I', the index of the
largest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'. |
| [in] | ABSTOL | ABSTOL is REAL
The absolute error tolerance for the eigenvalues.
An approximate eigenvalue is accepted as converged
when it is determined to lie in an interval [a,b]
of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ) ,
where EPS is the machine precision. If ABSTOL is less than
or equal to zero, then EPS*|T| will be used in its place,
where |T| is the 1-norm of the tridiagonal matrix obtained
by reducing AP to tridiagonal form.
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*SLAMCH('S'), not zero.
If this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*SLAMCH('S'). |
| [out] | M | M is INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. |
| [out] | W | W is REAL array, dimension (N)
On normal exit, the first M elements contain the selected
eigenvalues in ascending order. |
| [out] | Z | Z is COMPLEX array, dimension (LDZ, N)
If JOBZ = 'N', then Z is not referenced.
If JOBZ = 'V', then if INFO = 0, the first M columns of Z
contain the orthonormal eigenvectors of the matrix A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
The eigenvectors are normalized as follows:
if ITYPE = 1 or 2, Z**H*B*Z = I;
if ITYPE = 3, Z**H*inv(B)*Z = I.
If an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, and the
index of the eigenvector is returned in IFAIL.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = 'V', the exact value of M
is not known in advance and an upper bound must be used. |
| [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 COMPLEX array, dimension (2*N) |
| [out] | RWORK | RWORK is REAL array, dimension (7*N) |
| [out] | IWORK | IWORK is INTEGER array, dimension (5*N) |
| [out] | IFAIL | IFAIL is INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvectors that failed to converge.
If JOBZ = 'N', then IFAIL is not referenced. |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: CPPTRF or CHPEVX returned an error code:
<= N: if INFO = i, CHPEVX failed to converge;
i eigenvectors failed to converge. Their indices
are stored in array IFAIL.
> N: if INFO = N + i, for 1 <= i <= n, then the leading
principal minor of order i of B is not positive.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed. |
Definition at line 274 of file chpgvx.f.
1.9.7