LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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◆ chbgv()

subroutine chbgv ( character jobz,
character uplo,
integer n,
integer ka,
integer kb,
complex, dimension( ldab, * ) ab,
integer ldab,
complex, dimension( ldbb, * ) bb,
integer ldbb,
real, dimension( * ) w,
complex, dimension( ldz, * ) z,
integer ldz,
complex, dimension( * ) work,
real, dimension( * ) rwork,
integer info )

CHBGV

Download CHBGV + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!>
!> CHBGV computes all the eigenvalues, and optionally, the eigenvectors
!> of a complex generalized Hermitian-definite banded eigenproblem, of
!> the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian
!> and banded, and B is also positive definite.
!> 
Parameters
[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]KA
!>          KA is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'. KA >= 0.
!> 
[in]KB
!>          KB is INTEGER
!>          The number of superdiagonals of the matrix B if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'. KB >= 0.
!> 
[in,out]AB
!>          AB is COMPLEX array, dimension (LDAB, N)
!>          On entry, the upper or lower triangle of the Hermitian band
!>          matrix A, stored in the first ka+1 rows of the array.  The
!>          j-th column of A is stored in the j-th column of the array AB
!>          as follows:
!>          if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
!>          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+ka).
!>
!>          On exit, the contents of AB are destroyed.
!> 
[in]LDAB
!>          LDAB is INTEGER
!>          The leading dimension of the array AB.  LDAB >= KA+1.
!> 
[in,out]BB
!>          BB is COMPLEX array, dimension (LDBB, N)
!>          On entry, the upper or lower triangle of the Hermitian band
!>          matrix B, stored in the first kb+1 rows of the array.  The
!>          j-th column of B is stored in the j-th column of the array BB
!>          as follows:
!>          if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
!>          if UPLO = 'L', BB(1+i-j,j)    = B(i,j) for j<=i<=min(n,j+kb).
!>
!>          On exit, the factor S from the split Cholesky factorization
!>          B = S**H*S, as returned by CPBSTF.
!> 
[in]LDBB
!>          LDBB is INTEGER
!>          The leading dimension of the array BB.  LDBB >= KB+1.
!> 
[out]W
!>          W is REAL array, dimension (N)
!>          If INFO = 0, the eigenvalues in ascending order.
!> 
[out]Z
!>          Z is COMPLEX array, dimension (LDZ, N)
!>          If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
!>          eigenvectors, with the i-th column of Z holding the
!>          eigenvector associated with W(i). The eigenvectors are
!>          normalized so that Z**H*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 >= N.
!> 
[out]WORK
!>          WORK is COMPLEX array, dimension (N)
!> 
[out]RWORK
!>          RWORK is REAL array, dimension (3*N)
!> 
[out]INFO
!>          INFO is INTEGER
!>          = 0:  successful exit
!>          < 0:  if INFO = -i, the i-th argument had an illegal value
!>          > 0:  if INFO = i, and i is:
!>             <= N:  the algorithm 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 CPBSTF
!>                    returned INFO = i: 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.

Definition at line 179 of file chbgv.f.

182*
183* -- LAPACK driver routine --
184* -- LAPACK is a software package provided by Univ. of Tennessee, --
185* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
186*
187* .. Scalar Arguments ..
188 CHARACTER JOBZ, UPLO
189 INTEGER INFO, KA, KB, LDAB, LDBB, LDZ, N
190* ..
191* .. Array Arguments ..
192 REAL RWORK( * ), W( * )
193 COMPLEX AB( LDAB, * ), BB( LDBB, * ), WORK( * ),
194 $ Z( LDZ, * )
195* ..
196*
197* =====================================================================
198*
199* .. Local Scalars ..
200 LOGICAL UPPER, WANTZ
201 CHARACTER VECT
202 INTEGER IINFO, INDE, INDWRK
203* ..
204* .. External Functions ..
205 LOGICAL LSAME
206 EXTERNAL lsame
207* ..
208* .. External Subroutines ..
209 EXTERNAL chbgst, chbtrd, cpbstf, csteqr, ssterf,
210 $ xerbla
211* ..
212* .. Executable Statements ..
213*
214* Test the input parameters.
215*
216 wantz = lsame( jobz, 'V' )
217 upper = lsame( uplo, 'U' )
218*
219 info = 0
220 IF( .NOT.( wantz .OR. lsame( jobz, 'N' ) ) ) THEN
221 info = -1
222 ELSE IF( .NOT.( upper .OR. lsame( uplo, 'L' ) ) ) THEN
223 info = -2
224 ELSE IF( n.LT.0 ) THEN
225 info = -3
226 ELSE IF( ka.LT.0 ) THEN
227 info = -4
228 ELSE IF( kb.LT.0 .OR. kb.GT.ka ) THEN
229 info = -5
230 ELSE IF( ldab.LT.ka+1 ) THEN
231 info = -7
232 ELSE IF( ldbb.LT.kb+1 ) THEN
233 info = -9
234 ELSE IF( ldz.LT.1 .OR. ( wantz .AND. ldz.LT.n ) ) THEN
235 info = -12
236 END IF
237 IF( info.NE.0 ) THEN
238 CALL xerbla( 'CHBGV', -info )
239 RETURN
240 END IF
241*
242* Quick return if possible
243*
244 IF( n.EQ.0 )
245 $ RETURN
246*
247* Form a split Cholesky factorization of B.
248*
249 CALL cpbstf( uplo, n, kb, bb, ldbb, info )
250 IF( info.NE.0 ) THEN
251 info = n + info
252 RETURN
253 END IF
254*
255* Transform problem to standard eigenvalue problem.
256*
257 inde = 1
258 indwrk = inde + n
259 CALL chbgst( jobz, uplo, n, ka, kb, ab, ldab, bb, ldbb, z, ldz,
260 $ work, rwork( indwrk ), iinfo )
261*
262* Reduce to tridiagonal form.
263*
264 IF( wantz ) THEN
265 vect = 'U'
266 ELSE
267 vect = 'N'
268 END IF
269 CALL chbtrd( vect, uplo, n, ka, ab, ldab, w, rwork( inde ), z,
270 $ ldz, work, iinfo )
271*
272* For eigenvalues only, call SSTERF. For eigenvectors, call CSTEQR.
273*
274 IF( .NOT.wantz ) THEN
275 CALL ssterf( n, w, rwork( inde ), info )
276 ELSE
277 CALL csteqr( jobz, n, w, rwork( inde ), z, ldz,
278 $ rwork( indwrk ), info )
279 END IF
280 RETURN
281*
282* End of CHBGV
283*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine chbgst(vect, uplo, n, ka, kb, ab, ldab, bb, ldbb, x, ldx, work, rwork, info)
CHBGST
Definition chbgst.f:164
subroutine chbtrd(vect, uplo, n, kd, ab, ldab, d, e, q, ldq, work, info)
CHBTRD
Definition chbtrd.f:161
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
subroutine cpbstf(uplo, n, kd, ab, ldab, info)
CPBSTF
Definition cpbstf.f:151
subroutine csteqr(compz, n, d, e, z, ldz, work, info)
CSTEQR
Definition csteqr.f:130
subroutine ssterf(n, d, e, info)
SSTERF
Definition ssterf.f:84
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