Man page - hegvd(3)
Packages contains this manual
- hptrd(3)
- potri(3)
- xerbla_array(3)
- ggsvd_driver_grp(3)
- hfrk(3)
- getsqr_comp_grp(3)
- laed6(3)
- gtrfs(3)
- lasdq(3)
- gglse(3)
- la_xisnan_la_isnan(3)
- unmr2(3)
- hetrs_aa(3)
- tpttr(3)
- gerz_comp_grp(3)
- potrf(3)
- hegv_driver(3)
- laqps(3)
- ggqr_comp_grp(3)
- ilalc(3)
- ung2r(3)
- heevd(3)
- pstf2(3)
- lacn2(3)
- ptrfs(3)
- ungrq(3)
- gelqf(3)
- ppsv_comp(3)
- blas2_full(3)
- gemlqt(3)
- unml2(3)
- tplqt(3)
- tpcon(3)
- getf2(3)
- ggbak(3)
- bdsvd_driver(3)
- lamch(3)
- gelq(3)
- gebal(3)
- laqr1(3)
- ptsvx(3)
- lahr2(3)
- larscl2(3)
- geqrt(3)
- larfb(3)
- gtsv_comp(3)
- gesvd_aux(3)
- hbevx_2stage(3)
- hbgvx(3)
- tprfs(3)
- params_grp(3)
- lahef(3)
- laqr_group(3)
- unmqr(3)
- tgsy2(3)
- tfsv_comp(3)
- ggls_driver_grp(3)
- geev(3)
- latrd(3)
- unbdb4(3)
- bbcsd(3)
- lange(3)
- gelq_comp3(3)
- gttrs(3)
- lasy2(3)
- hetf2_rook(3)
- gtsv(3)
- lalsd(3)
- lanhb(3)
- laqhb(3)
- hgeqz(3)
- gesvj(3)
- gsvj0(3)
- ungtsqr_row(3)
- gelq_comp1(3)
- gemmtr(3)
- pbequ(3)
- heev_driver(3)
- unhr_col(3)
- syconvf_rook(3)
- getc2(3)
- syconv(3)
- norm_grp(3)
- larrc(3)
- laqr4(3)
- posv_comp(3)
- geev_driver_grp(3)
- heev_comp(3)
- pfsv(3)
- trevc3(3)
- gesv_driver_grp(3)
- reflector_aux_grp(3)
- langt(3)
- lacrt(3)
- latdf(3)
- hetrs_aa_2stage(3)
- lamc1(3)
- hpev_driver(3)
- hegvd(3)
- pptri(3)
- geqrt3(3)
- gelqt3(3)
- lasd5(3)
- laeda(3)
- geqr(3)
- lamtsqr(3)
- heev(3)
- hpev_comp(3)
- larfg(3)
- blas2_grp(3)
- hesv_rook(3)
- laexc(3)
- hetrd(3)
- geesx(3)
- ppsvx(3)
- blas_top(3)
- gtts2(3)
- la_herpvgrw(3)
- hpevx(3)
- ggevx(3)
- lahqr(3)
- gelq_comp_grp(3)
- hesv_comp_v3(3)
- tplqt2(3)
- hpev(3)
- hbtrd(3)
- getrs(3)
- hecon_3(3)
- lasrt(3)
- lanhe(3)
- gesv_comp(3)
- gbequ(3)
- hetrf_rk(3)
- laqr3(3)
- heev_comp_grp(3)
- ungtsqr(3)
- ppcon(3)
- ggrq_comp_grp(3)
- larmm(3)
- ieeeck(3)
- geqrf(3)
- solve_aux_grp(3)
- herfs(3)
- posvx(3)
- posvxx(3)
- gges3(3)
- hbgvd(3)
- lantb(3)
- lasd_comp_grp(3)
- hpgvx(3)
- lapy2(3)
- lauu2(3)
- copy(3)
- getsqrhrt(3)
- stev_comp_grp(3)
- laev2(3)
- larfb_gett(3)
- trti2(3)
- laqz4(3)
- hegv_driver_grp(3)
- la_porfsx_extended(3)
- laruv(3)
- ggsvd_comp_grp(3)
- dot(3)
- gehd2(3)
- lanhf(3)
- hetri_rook(3)
- pfsv_comp(3)
- gbtrf(3)
- hpgst(3)
- getri(3)
- trevc(3)
- unmrz(3)
- hsein(3)
- lsamen(3)
- lasd6(3)
- trtri(3)
- ggglm(3)
- las2(3)
- latrs(3)
- lapll(3)
- gemlq(3)
- geqpf_comp_grp(3)
- stemr(3)
- rotm(3)
- disna(3)
- ggrqf(3)
- pptrf(3)
- lasd0(3)
- lals0(3)
- laqz2(3)
- hbev_driver2(3)
- geswlq_comp_grp(3)
- laqr0(3)
- trttp(3)
- stedc(3)
- lasq4(3)
- geev_comp_grp(3)
- ungbr(3)
- lanv2(3)
- hpsv(3)
- pprfs(3)
- gehrd(3)
- ppsv(3)
- lagtm(3)
- hpgv(3)
- trsv_comp(3)
- larfx(3)
- gesv_driver(3)
- gerfsx(3)
- la_geamv(3)
- laed9(3)
- tpqrt2(3)
- uncsd(3)
- gecs_comp_grp(3)
- bdsqr(3)
- hegv_comp_grp(3)
- labad(3)
- geqp3(3)
- gesvdq(3)
- tfttp(3)
- laln2(3)
- uncsd2by1(3)
- blas2_like_grp(3)
- latbs(3)
- hbgst(3)
- larrv(3)
- ilaenv2stage(3)
- bdsvdx(3)
- hegs2(3)
- lasq_comp_grp(3)
- hpr2(3)
- laqhe(3)
- larra(3)
- gemqrt(3)
- hbmv(3)
- hpsv_driver(3)
- lacp2(3)
- lapmt(3)
- gecon(3)
- unbdb5(3)
- la_gerpvgrw(3)
- tgex2(3)
- laqhp(3)
- tftri(3)
- getrf2(3)
- porfs(3)
- lartg(3)
- lagts(3)
- ggev_comp_grp(3)
- lasd3(3)
- geqr_comp2(3)
- laqz_group(3)
- pftri(3)
- hetri2x(3)
- lahef_aa(3)
- svd_driver_grp(3)
- gbsv_driver(3)
- hesv_comp_aasen2(3)
- laqtr(3)
- lag2(3)
- la_porcond(3)
- hbev(3)
- pbtrf(3)
- lascl(3)
- larr_comp_grp(3)
- hecon(3)
- pttrs(3)
- lasd8(3)
- lsame(3)
- unm2l(3)
- potrs(3)
- tptrs(3)
- lartv(3)
- trtrs(3)
- gsvj1(3)
- sum1(3)
- larrj(3)
- gbmv(3)
- posv(3)
- gghd3(3)
- geev_top(3)
- geqr_comp_grp(3)
- laset(3)
- hesvxx(3)
- posv_comp_grp(3)
- lahef_rk(3)
- lasd1(3)
- tprfb(3)
- potf2(3)
- laein(3)
- lamc4(3)
- stevd(3)
- gtsv_driver(3)
- gesvd_comp_grp(3)
- la_constants(3)
- gesvx(3)
- hseqr(3)
- launhr_col_getrfnp2(3)
- trcon(3)
- larre(3)
- gelsy(3)
- ptsv(3)
- lacon(3)
- laed_comp_grp(3)
- hpsvx(3)
- gemm(3)
- poequ(3)
- laesy(3)
- lagtf(3)
- trrfs(3)
- ggev3(3)
- pbstf(3)
- poequb(3)
- heevr(3)
- lanhp(3)
- unbdb3(3)
- tgsyl(3)
- lamc5(3)
- geqr2p(3)
- ungqr(3)
- laqz3(3)
- imax1(3)
- gels_top(3)
- hesv(3)
- gelqt(3)
- pfsv_driver(3)
- stegr(3)
- gerqf(3)
- laisnan(3)
- ilatrans(3)
- gbsv_comp(3)
- pbrfs(3)
- lascl2(3)
- larz(3)
- la_hercond(3)
- tgexc(3)
- ggesx(3)
- unbdb6(3)
- ungl2(3)
- laed_comp2(3)
- rscl(3)
- hegv(3)
- gelst(3)
- gbtrs(3)
- pftrf(3)
- langb(3)
- lantr(3)
- laqgb(3)
- ggsvp3(3)
- bdsdc(3)
- ladiv(3)
- laqge(3)
- iparmq(3)
- ggbal(3)
- hb2st_kernels(3)
- lartgs(3)
- lartgp(3)
- rot(3)
- ppequ(3)
- laed3(3)
- her(3)
- hptri(3)
- stevx(3)
- upgtr(3)
- lar2v(3)
- hbev_2stage(3)
- gejsv(3)
- ppsv_driver(3)
- unm22(3)
- gesvxx(3)
- laqz0(3)
- unmtr(3)
- laed5(3)
- tptri(3)
- laed0(3)
- heev_driver2(3)
- hpcon(3)
- lasd4(3)
- hetrf_aa(3)
- geqr_comp3(3)
- rot_aux_grp(3)
- aux_grp(3)
- laebz(3)
- trsyl3(3)
- gges(3)
- gesdd(3)
- trexc(3)
- ung2l(3)
- gesv(3)
- laed4(3)
- md__r_e_a_d_m_e(3)
- blas3_like_grp(3)
- laed1(3)
- larcm(3)
- hbevx(3)
- hesv_driver_grp(3)
- hetrs(3)
- hbevd_2stage(3)
- blas1_grp(3)
- laic1(3)
- geql_comp_grp(3)
- heev_2stage(3)
- hpmv(3)
- pbtf2(3)
- hetrf_aa_2stage(3)
- hbgv(3)
- pptrs(3)
- lapmr(3)
- tpqr_comp_grp(3)
- larfy(3)
- gedmd(3)
- lasr(3)
- hetrd_2stage(3)
- gerfs(3)
- ungtr(3)
- porfsx(3)
- tpmv(3)
- lasd_comp2(3)
- unmbr(3)
- tbtrs(3)
- hetd2(3)
- trsv_comp_grp(3)
- lapy3(3)
- ptts2(3)
- unmhr(3)
- hbev_driver(3)
- lalsa(3)
- tbsv_comp(3)
- hesv_comp_v1(3)
- geql2(3)
- sterf(3)
- larrd(3)
- larft(3)
- lagv2(3)
- gttrf(3)
- tpqrt(3)
- la_lin_berr(3)
- rotg(3)
- solve_top(3)
- lacgv(3)
- larrf(3)
- tbmv(3)
- trsyl(3)
- geequ(3)
- upmtr(3)
- hpgv_driver(3)
- tbsv(3)
- hesvx(3)
- latrz(3)
- tfttr(3)
- gesv_comp_grp(3)
- xerbla_grp(3)
- tpsv(3)
- blas3_grp(3)
- gesvd_driver(3)
- geqr_comp1(3)
- ggev_driver_grp(3)
- la_gbamv(3)
- tpmlqt(3)
- trttf(3)
- larzb(3)
- unmr3(3)
- hecon_rook(3)
- stebz(3)
- lantp(3)
- laqz1(3)
- hesv_rk(3)
- tbcon(3)
- xerbla(3)
- posv_mixed(3)
- latps(3)
- hesv_aa_driver(3)
- gemqr(3)
- larrr(3)
- gebrd(3)
- tgsna(3)
- la_gercond(3)
- gbsv(3)
- hesv_comp_grp(3)
- gesv_mixed(3)
- gghrd(3)
- gbrfs(3)
- tpmqrt(3)
- lasq3(3)
- tpsv_comp(3)
- largv(3)
- gelsd(3)
- pftrs(3)
- asum(3)
- launhr_col_getrfnp(3)
- hptrf(3)
- lacpy(3)
- gesc2(3)
- lasda(3)
- second(3)
- hprfs(3)
- hpsv_comp(3)
- lamrg(3)
- pbsv_comp(3)
- hegv_2stage(3)
- gerq2(3)
- lasdt(3)
- abs1(3)
- hbevd(3)
- hbev_comp(3)
- trsv(3)
- la_porpvgrw(3)
- la_gbrpvgrw(3)
- hbgv_driver(3)
- tgsja(3)
- gebd2(3)
- geqr2(3)
- unm2r(3)
- unmql(3)
- la_gbrfsx_extended(3)
- gelq_comp2(3)
- iparam2stage(3)
- ger(3)
- larf(3)
- ilaprec(3)
- labrd(3)
- unbdb1(3)
- unmlq(3)
- geequb(3)
- la_herfsx_extended(3)
- unbdb2(3)
- lapack_top(3)
- ptsv_driver(3)
- hetrs2(3)
- geqr_comp4(3)
- pbsv(3)
- posv_driver(3)
- steqr(3)
- gels(3)
- lar1v(3)
- hemv(3)
- la_transtype(3)
- hesv_aa(3)
- lacrm(3)
- stevr(3)
- hetf2_rk(3)
- blas2_banded(3)
- stein(3)
- unmrq(3)
- larrk(3)
- hetri2(3)
- hesv_aa_2stage(3)
- pttrf(3)
- gelss(3)
- pbsv_driver(3)
- lasq5(3)
- heevx_2stage(3)
- hetri(3)
- lasd2(3)
- laed2(3)
- pbcon(3)
- ptcon(3)
- laed7(3)
- gels_aux_grp(3)
- hpgvd(3)
- hetf2(3)
- tzrzf(3)
- hpr(3)
- unitary_top(3)
- latsqr(3)
- ungql(3)
- her2(3)
- hetri_3x(3)
- hetrd_hb2st(3)
- tgsen(3)
- ggsvd3(3)
- lasq6(3)
- set_grp(3)
- larfgp(3)
- gels_driver_grp(3)
- pbtrs(3)
- lamswlq(3)
- lanht(3)
- gbsvxx(3)
- tgevc(3)
- ilaenv(3)
- swap(3)
- lae2(3)
- iladiag(3)
- lasq2(3)
- la_heamv(3)
- blas_like_top(3)
- la_gerfsx_extended(3)
- hegst(3)
- tfsm(3)
- gesvd(3)
- ungr2(3)
- ggev(3)
- aux_top(3)
- blas2_packed(3)
- geqlf(3)
- hetrs_rook(3)
- gelq2(3)
- geqrfp(3)
- gbequb(3)
- stev(3)
- lauum(3)
- potrf2(3)
- lamc3(3)
- gbrfsx(3)
- gerq_comp_grp(3)
- pocon(3)
- tbrfs(3)
- heswapr(3)
- lamc2(3)
- hpevd(3)
- hesv_comp_aasen(3)
- scalar_grp(3)
- gemv(3)
- lasv2(3)
- lanhs(3)
- svd_top(3)
- gbsvx(3)
- gesvdx(3)
- tplq_comp_grp(3)
- hesv_driver(3)
- hesv_comp_v2(3)
- trsen(3)
- syconvf(3)
- lasd7(3)
- gbcon(3)
- unbdb(3)
- heev_driver_grp(3)
- ggqrf(3)
- heevx(3)
- gtsvx(3)
- lahef_rook(3)
- hetrf_rook(3)
- hetrf(3)
- trsna(3)
- gebak(3)
- larnv(3)
- ptsv_comp(3)
- laswlq(3)
- lags2(3)
- laed8(3)
- laswp(3)
- hptrs(3)
- unglq(3)
- la_wwaddw(3)
- getrf(3)
- gees(3)
- gbtf2(3)
- hegvx(3)
- latrs3(3)
- roundup_lwork(3)
- unghr(3)
- iamax(3)
- larzt(3)
- pteqr(3)
- ilaver(3)
- trmv(3)
- la_gbrcond(3)
- blas0_like_grp(3)
- nrm2(3)
- heev_top(3)
- gtcon(3)
- heevr_2stage(3)
- pstrf(3)
- rot_comp(3)
- laqr5(3)
- heevd_2stage(3)
- getsls(3)
- hetrd_he2hb(3)
- heequb(3)
- laqp2(3)
- axpy(3)
- blast_aux(3)
- rotmg(3)
- pbsvx(3)
- ilauplo(3)
- herfsx(3)
- laqr2(3)
- blas1_like_grp(3)
- lassq(3)
- larrb(3)
- stev_driver(3)
- geevx(3)
- tpttf(3)
- scal(3)
- laneg(3)
- posv_driver_grp(3)
- lasq1(3)
- hetrs_3(3)
- geqrt2(3)
- gbbrd(3)
- ilalr(3)
- hetri_3(3)
apt-get install liblapack-doc
Manual
hegvd
NAMESYNOPSIS
Functions
Detailed Description
Function Documentation
subroutine chegvd (integer itype, character jobz, character uplo, integern, complex, dimension( lda, * ) a, integer lda, complex, dimension(ldb, * ) b, integer ldb, real, dimension( * ) w, complex, dimension( *) work, integer lwork, real, dimension( * ) rwork, integer lrwork,integer, dimension( * ) iwork, integer liwork, integer info)
subroutine dsygvd (integer itype, character jobz, character uplo, integern, double precision, dimension( lda, * ) a, integer lda, doubleprecision, dimension( ldb, * ) b, integer ldb, double precision,dimension( * ) w, double precision, dimension( * ) work, integer lwork,integer, dimension( * ) iwork, integer liwork, integer info)
subroutine ssygvd (integer itype, character jobz, character uplo, integern, real, dimension( lda, * ) a, integer lda, real, dimension( ldb, * )b, integer ldb, real, dimension( * ) w, real, dimension( * ) work,integer lwork, integer, dimension( * ) iwork, integer liwork, integerinfo)
subroutine zhegvd (integer itype, character jobz, character uplo, integern, complex*16, dimension( lda, * ) a, integer lda, complex*16,dimension( ldb, * ) b, integer ldb, double precision, dimension( * ) w,complex*16, dimension( * ) work, integer lwork, double precision,dimension( * ) rwork, integer lrwork, integer, dimension( * ) iwork,integer liwork, integer info)
Author
NAME
hegvd - {he,sy}gvd: eig, divide and conquer
SYNOPSIS
Functions
subroutine
chegvd
(itype, jobz, uplo, n, a, lda, b, ldb, w,
work, lwork, rwork, lrwork, iwork, liwork, info)
CHEGVD
subroutine
dsygvd
(itype, jobz, uplo, n, a, lda, b,
ldb, w, work, lwork, iwork, liwork, info)
DSYGVD
subroutine
ssygvd
(itype, jobz, uplo, n, a, lda, b,
ldb, w, work, lwork, iwork, liwork, info)
SSYGVD
subroutine
zhegvd
(itype, jobz, uplo, n, a, lda, b,
ldb, w, work, lwork, rwork, lrwork, iwork, liwork, info)
ZHEGVD
Detailed Description
Function Documentation
subroutine chegvd (integer itype, character jobz, character uplo, integern, complex, dimension( lda, * ) a, integer lda, complex, dimension(ldb, * ) b, integer ldb, real, dimension( * ) w, complex, dimension( *) work, integer lwork, real, dimension( * ) rwork, integer lrwork,integer, dimension( * ) iwork, integer liwork, integer info)
CHEGVD
Purpose:
CHEGVD computes
all the eigenvalues, and optionally, the 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 and B is also positive
definite.
If eigenvectors are desired, it uses a divide and conquer
algorithm.
Parameters
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
JOBZ
JOBZ is
CHARACTER*1
= āNā: Compute eigenvalues only;
= āVā: Compute eigenvalues and eigenvectors.
UPLO
UPLO is
CHARACTER*1
= āUā: Upper triangles of A and B are stored;
= āLā: Lower triangles of A and B are
stored.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
A
A is COMPLEX
array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = āUā,
the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO =
āLā,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if
JOBZ = āVā, then if INFO = 0, A contains the
matrix Z of eigenvectors. 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 JOBZ = āNā, then on exit the upper triangle
(if UPLO=āUā)
or the lower triangle (if UPLO=āLā) of A,
including the
diagonal, is destroyed.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
B
B is COMPLEX
array, dimension (LDB, N)
On entry, the Hermitian matrix B. If UPLO = āUā,
the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO =
āLā,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
On exit, if
INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the
Cholesky
factorization B = U**H*U or B = L*L**H.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
W
W is REAL
array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
WORK
WORK is COMPLEX
array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is
INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = āNā and N > 1, LWORK >= N + 1.
If JOBZ = āVā and N > 1, LWORK >= 2*N +
N**2.
If LWORK = -1,
then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by
XERBLA.
RWORK
RWORK is REAL
array, dimension (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK(1) returns the optimal
LRWORK.
LRWORK
LRWORK is
INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = āNā and N > 1, LRWORK >= N.
If JOBZ = āVā and N > 1, LRWORK >= 1 + 5*N
+ 2*N**2.
If LRWORK = -1,
then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by
XERBLA.
IWORK
IWORK is
INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal
LIWORK.
LIWORK
LIWORK is
INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = āNā and N > 1, LIWORK >= 1.
If JOBZ = āVā and N > 1, LIWORK >= 3 +
5*N.
If LIWORK = -1,
then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by
XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: CPOTRF or CHEEVD returned an error code:
<= N: if INFO = i and JOBZ = āNā, then the
algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = āVā, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Modified so
that no backsubstitution is performed if CHEEVD fails to
converge (NEIG in old code could be greater than N causing
out of
bounds reference to A - reported by Ralf Meyer). Also
corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb
05.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
subroutine dsygvd (integer itype, character jobz, character uplo, integern, double precision, dimension( lda, * ) a, integer lda, doubleprecision, dimension( ldb, * ) b, integer ldb, double precision,dimension( * ) w, double precision, dimension( * ) work, integer lwork,integer, dimension( * ) iwork, integer liwork, integer info)
DSYGVD
Purpose:
DSYGVD 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 and B is also positive
definite.
If eigenvectors are desired, it uses a divide and conquer
algorithm.
Parameters
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
JOBZ
JOBZ is
CHARACTER*1
= āNā: Compute eigenvalues only;
= āVā: Compute eigenvalues and eigenvectors.
UPLO
UPLO is
CHARACTER*1
= āUā: Upper triangles of A and B are stored;
= āLā: Lower triangles of A and B are
stored.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
A
A is DOUBLE
PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = āUā,
the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO =
āLā,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if
JOBZ = āVā, then if INFO = 0, A 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 = āNā, then on exit the upper triangle
(if UPLO=āUā)
or the lower triangle (if UPLO=āLā) of A,
including the
diagonal, is destroyed.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
B
B is DOUBLE
PRECISION array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = āUā,
the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO =
āLā,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
On exit, if
INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the
Cholesky
factorization B = U**T*U or B = L*L**T.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
W
W is DOUBLE
PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
WORK
WORK is DOUBLE
PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is
INTEGER
The dimension of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = āNā and N > 1, LWORK >= 2*N+1.
If JOBZ = āVā and N > 1, LWORK >= 1 + 6*N
+ 2*N**2.
If LWORK = -1,
then a workspace query is assumed; the routine
only calculates the optimal 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.
IWORK
IWORK is
INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal
LIWORK.
LIWORK
LIWORK is
INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = āNā and N > 1, LIWORK >= 1.
If JOBZ = āVā and N > 1, LIWORK >= 3 +
5*N.
If LIWORK = -1,
then a workspace query is assumed; the
routine only calculates the optimal 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.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: DPOTRF or DSYEVD returned an error code:
<= N: if INFO = i and JOBZ = āNā, then the
algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = āVā, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Modified so
that no backsubstitution is performed if DSYEVD fails to
converge (NEIG in old code could be greater than N causing
out of
bounds reference to A - reported by Ralf Meyer). Also
corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb
05.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
subroutine ssygvd (integer itype, character jobz, character uplo, integern, real, dimension( lda, * ) a, integer lda, real, dimension( ldb, * )b, integer ldb, real, dimension( * ) w, real, dimension( * ) work,integer lwork, integer, dimension( * ) iwork, integer liwork, integerinfo)
SSYGVD
Purpose:
SSYGVD 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 and B is also positive
definite.
If eigenvectors are desired, it uses a divide and conquer
algorithm.
Parameters
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
JOBZ
JOBZ is
CHARACTER*1
= āNā: Compute eigenvalues only;
= āVā: Compute eigenvalues and eigenvectors.
UPLO
UPLO is
CHARACTER*1
= āUā: Upper triangles of A and B are stored;
= āLā: Lower triangles of A and B are
stored.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
A
A is REAL
array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = āUā,
the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO =
āLā,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if
JOBZ = āVā, then if INFO = 0, A 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 = āNā, then on exit the upper triangle
(if UPLO=āUā)
or the lower triangle (if UPLO=āLā) of A,
including the
diagonal, is destroyed.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
B
B is REAL
array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = āUā,
the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO =
āLā,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
On exit, if
INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the
Cholesky
factorization B = U**T*U or B = L*L**T.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
W
W is REAL
array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
WORK
WORK is REAL
array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is
INTEGER
The dimension of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = āNā and N > 1, LWORK >= 2*N+1.
If JOBZ = āVā and N > 1, LWORK >= 1 + 6*N
+ 2*N**2.
If LWORK = -1,
then a workspace query is assumed; the routine
only calculates the optimal 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.
IWORK
IWORK is
INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal
LIWORK.
LIWORK
LIWORK is
INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = āNā and N > 1, LIWORK >= 1.
If JOBZ = āVā and N > 1, LIWORK >= 3 +
5*N.
If LIWORK = -1,
then a workspace query is assumed; the
routine only calculates the optimal 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.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: SPOTRF or SSYEVD returned an error code:
<= N: if INFO = i and JOBZ = āNā, then the
algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = āVā, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Modified so
that no backsubstitution is performed if SSYEVD fails to
converge (NEIG in old code could be greater than N causing
out of
bounds reference to A - reported by Ralf Meyer). Also
corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb
05.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
subroutine zhegvd (integer itype, character jobz, character uplo, integern, complex*16, dimension( lda, * ) a, integer lda, complex*16,dimension( ldb, * ) b, integer ldb, double precision, dimension( * ) w,complex*16, dimension( * ) work, integer lwork, double precision,dimension( * ) rwork, integer lrwork, integer, dimension( * ) iwork,integer liwork, integer info)
ZHEGVD
Purpose:
ZHEGVD computes
all the eigenvalues, and optionally, the 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 and B is also positive
definite.
If eigenvectors are desired, it uses a divide and conquer
algorithm.
Parameters
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
JOBZ
JOBZ is
CHARACTER*1
= āNā: Compute eigenvalues only;
= āVā: Compute eigenvalues and eigenvectors.
UPLO
UPLO is
CHARACTER*1
= āUā: Upper triangles of A and B are stored;
= āLā: Lower triangles of A and B are
stored.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
A
A is COMPLEX*16
array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = āUā,
the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO =
āLā,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if
JOBZ = āVā, then if INFO = 0, A contains the
matrix Z of eigenvectors. 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 JOBZ = āNā, then on exit the upper triangle
(if UPLO=āUā)
or the lower triangle (if UPLO=āLā) of A,
including the
diagonal, is destroyed.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
B
B is COMPLEX*16
array, dimension (LDB, N)
On entry, the Hermitian matrix B. If UPLO = āUā,
the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO =
āLā,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
On exit, if
INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the
Cholesky
factorization B = U**H*U or B = L*L**H.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
W
W is DOUBLE
PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
WORK
WORK is
COMPLEX*16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is
INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = āNā and N > 1, LWORK >= N + 1.
If JOBZ = āVā and N > 1, LWORK >= 2*N +
N**2.
If LWORK = -1,
then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by
XERBLA.
RWORK
RWORK is DOUBLE
PRECISION array, dimension (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK(1) returns the optimal
LRWORK.
LRWORK
LRWORK is
INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = āNā and N > 1, LRWORK >= N.
If JOBZ = āVā and N > 1, LRWORK >= 1 + 5*N
+ 2*N**2.
If LRWORK = -1,
then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by
XERBLA.
IWORK
IWORK is
INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal
LIWORK.
LIWORK
LIWORK is
INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = āNā and N > 1, LIWORK >= 1.
If JOBZ = āVā and N > 1, LIWORK >= 3 +
5*N.
If LIWORK = -1,
then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by
XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: ZPOTRF or ZHEEVD returned an error code:
<= N: if INFO = i and JOBZ = āNā, then the
algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = āVā, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Modified so
that no backsubstitution is performed if ZHEEVD fails to
converge (NEIG in old code could be greater than N causing
out of
bounds reference to A - reported by Ralf Meyer). Also
corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb
05.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Author
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