Man page - hpgvd(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
hpgvd
NAMESYNOPSIS
Functions
Detailed Description
Function Documentation
subroutine chpgvd (integer itype, character jobz, character uplo, integern, complex, dimension( * ) ap, complex, dimension( * ) bp, real,dimension( * ) w, complex, dimension( ldz, * ) z, integer ldz, complex,dimension( * ) work, integer lwork, real, dimension( * ) rwork, integerlrwork, integer, dimension( * ) iwork, integer liwork, integer info)
subroutine dspgvd (integer itype, character jobz, character uplo, integern, double precision, dimension( * ) ap, double precision, dimension( *) bp, double precision, dimension( * ) w, double precision, dimension(ldz, * ) z, integer ldz, double precision, dimension( * ) work, integerlwork, integer, dimension( * ) iwork, integer liwork, integer info)
subroutine sspgvd (integer itype, character jobz, character uplo, integern, real, dimension( * ) ap, real, dimension( * ) bp, real, dimension( *) w, real, dimension( ldz, * ) z, integer ldz, real, dimension( * )work, integer lwork, integer, dimension( * ) iwork, integer liwork,integer info)
subroutine zhpgvd (integer itype, character jobz, character uplo, integern, complex*16, dimension( * ) ap, complex*16, dimension( * ) bp, doubleprecision, dimension( * ) w, complex*16, dimension( ldz, * ) z, integerldz, complex*16, dimension( * ) work, integer lwork, double precision,dimension( * ) rwork, integer lrwork, integer, dimension( * ) iwork,integer liwork, integer info)
Author
NAME
hpgvd - {hp,sp}gvd: eig, divide and conquer
SYNOPSIS
Functions
subroutine
chpgvd
(itype, jobz, uplo, n, ap, bp, w, z, ldz,
work, lwork, rwork, lrwork, iwork, liwork, info)
CHPGVD
subroutine
dspgvd
(itype, jobz, uplo, n, ap, bp, w,
z, ldz, work, lwork, iwork, liwork, info)
DSPGVD
subroutine
sspgvd
(itype, jobz, uplo, n, ap, bp, w,
z, ldz, work, lwork, iwork, liwork, info)
SSPGVD
subroutine
zhpgvd
(itype, jobz, uplo, n, ap, bp, w,
z, ldz, work, lwork, rwork, lrwork, iwork, liwork, info)
ZHPGVD
Detailed Description
Function Documentation
subroutine chpgvd (integer itype, character jobz, character uplo, integern, complex, dimension( * ) ap, complex, dimension( * ) bp, real,dimension( * ) w, complex, dimension( ldz, * ) z, integer ldz, complex,dimension( * ) work, integer lwork, real, dimension( * ) rwork, integerlrwork, integer, dimension( * ) iwork, integer liwork, integer info)
CHPGVD
Purpose:
CHPGVD 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, stored in packed format, 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.
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 = āUā, AP(i + (j-1)*j/2) = A(i,j) for
1<=i<=j;
if UPLO = āLā, AP(i + (j-1)*(2*n-j)/2) = A(i,j)
for j<=i<=n.
On exit, the contents of AP are destroyed.
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 = āUā, BP(i + (j-1)*j/2) = B(i,j) for
1<=i<=j;
if UPLO = āLā, 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.
W
W is REAL
array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is COMPLEX
array, dimension (LDZ, N)
If JOBZ = āVā, then if INFO = 0, Z 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 Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = āVā, LDZ >= max(1,N).
WORK
WORK is COMPLEX
array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the required
LWORK.
LWORK
LWORK is
INTEGER
The dimension of array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = āNā and N > 1, LWORK >= N.
If JOBZ = āVā and N > 1, LWORK >= 2*N.
If LWORK = -1,
then a workspace query is assumed; the routine
only calculates the required 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 required
LRWORK.
LRWORK
LRWORK is
INTEGER
The dimension of 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 required 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 required
LIWORK.
LIWORK
LIWORK is
INTEGER
The dimension of array IWORK.
If JOBZ = āNā or 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 required 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: CPPTRF or CHPEVD returned an error code:
<= N: if INFO = i, CHPEVD failed to converge;
i off-diagonal elements of an intermediate
tridiagonal form did not convergeto zero;
> 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.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
subroutine dspgvd (integer itype, character jobz, character uplo, integern, double precision, dimension( * ) ap, double precision, dimension( *) bp, double precision, dimension( * ) w, double precision, dimension(ldz, * ) z, integer ldz, double precision, dimension( * ) work, integerlwork, integer, dimension( * ) iwork, integer liwork, integer info)
DSPGVD
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.
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.
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 = āUā, AP(i + (j-1)*j/2) = A(i,j) for
1<=i<=j;
if UPLO = āLā, AP(i + (j-1)*(2*n-j)/2) = A(i,j)
for j<=i<=n.
On exit, the contents of AP are destroyed.
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 = āUā, BP(i + (j-1)*j/2) = B(i,j) for
1<=i<=j;
if UPLO = āLā, 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.
W
W is DOUBLE
PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is DOUBLE
PRECISION array, dimension (LDZ, N)
If JOBZ = āVā, 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 = āNā, then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = āVā, LDZ >= max(1,N).
WORK
WORK is DOUBLE
PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the required
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.
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 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.
IWORK
IWORK is
INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the required
LIWORK.
LIWORK
LIWORK is
INTEGER
The dimension of the array IWORK.
If JOBZ = āNā or 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 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.
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
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.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
subroutine sspgvd (integer itype, character jobz, character uplo, integern, real, dimension( * ) ap, real, dimension( * ) bp, real, dimension( *) w, real, dimension( ldz, * ) z, integer ldz, real, dimension( * )work, integer lwork, integer, dimension( * ) iwork, integer liwork,integer info)
SSPGVD
Purpose:
SSPGVD 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.
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.
AP
AP is REAL
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 = āUā, AP(i + (j-1)*j/2) = A(i,j) for
1<=i<=j;
if UPLO = āLā, AP(i + (j-1)*(2*n-j)/2) = A(i,j)
for j<=i<=n.
On exit, the contents of AP are destroyed.
BP
BP is REAL
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 = āUā, BP(i + (j-1)*j/2) = B(i,j) for
1<=i<=j;
if UPLO = āLā, 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.
W
W is REAL
array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is REAL
array, dimension (LDZ, N)
If JOBZ = āVā, 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 = āNā, then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = āVā, LDZ >= max(1,N).
WORK
WORK is REAL
array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the required
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.
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 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.
IWORK
IWORK is
INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the required
LIWORK.
LIWORK
LIWORK is
INTEGER
The dimension of the array IWORK.
If JOBZ = āNā or 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 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.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: SPPTRF or SSPEVD returned an error code:
<= N: if INFO = i, SSPEVD 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
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.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
subroutine zhpgvd (integer itype, character jobz, character uplo, integern, complex*16, dimension( * ) ap, complex*16, dimension( * ) bp, doubleprecision, dimension( * ) w, complex*16, dimension( ldz, * ) z, integerldz, complex*16, dimension( * ) work, integer lwork, double precision,dimension( * ) rwork, integer lrwork, integer, dimension( * ) iwork,integer liwork, integer info)
ZHPGVD
Purpose:
ZHPGVD 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, stored in packed format, 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.
AP
AP is
COMPLEX*16 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 = āUā, AP(i + (j-1)*j/2) = A(i,j) for
1<=i<=j;
if UPLO = āLā, AP(i + (j-1)*(2*n-j)/2) = A(i,j)
for j<=i<=n.
On exit, the contents of AP are destroyed.
BP
BP is
COMPLEX*16 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 = āUā, BP(i + (j-1)*j/2) = B(i,j) for
1<=i<=j;
if UPLO = āLā, 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.
W
W is DOUBLE
PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is COMPLEX*16
array, dimension (LDZ, N)
If JOBZ = āVā, then if INFO = 0, Z 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 Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = āVā, LDZ >= max(1,N).
WORK
WORK is
COMPLEX*16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the required
LWORK.
LWORK
LWORK is
INTEGER
The dimension of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = āNā and N > 1, LWORK >= N.
If JOBZ = āVā and N > 1, LWORK >= 2*N.
If LWORK = -1,
then a workspace query is assumed; the routine
only calculates the required 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 required
LRWORK.
LRWORK
LRWORK is
INTEGER
The dimension of 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 required 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 required
LIWORK.
LIWORK
LIWORK is
INTEGER
The dimension of array IWORK.
If JOBZ = āNā or 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 required 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: ZPPTRF or ZHPEVD returned an error code:
<= N: if INFO = i, ZHPEVD failed to converge;
i off-diagonal elements of an intermediate
tridiagonal form did not convergeto zero;
> 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.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Author
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