NAME
CHBGVD - compute all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite banded eigenproblem, of the form A*x=(lambda)*B*x
SYNOPSIS
SUBROUTINE CHBGVD(
JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W,
Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK,
LIWORK, INFO )
INTEGER
INFO, KA, KB, LDAB, LDBB, LDZ, LIWORK, LRWORK,
LWORK, N
COMPLEX
AB( LDAB, * ), BB( LDBB, * ), WORK( * ),
Z( LDZ, * )
PURPOSE
CHBGVD 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. 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.
ARGUMENTS
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO (input) CHARACTER*1
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
N (input) INTEGER
The order of the matrices A and B. N >= 0.
KA (input) INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KA >= 0.
KB (input) INTEGER
The number of superdiagonals of the matrix B if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KB >= 0.
AB (input/output) 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.
LDAB (input) INTEGER
The leading dimension of the array AB. LDAB >= KA+1.
BB (input/output) 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.
LDBB (input) INTEGER
The leading dimension of the array BB. LDBB >= KB+1.
W (output) REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z (output) 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.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= N.
WORK (workspace/output) COMPLEX array, dimension (LWORK)
On exit, if INFO=0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= N.
If JOBZ = 'V' and N > 1, LWORK >= 2*N**2.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
RWORK (workspace/output) REAL array, dimension (LRWORK)
On exit, if INFO=0, RWORK(1) returns the optimal LRWORK.
LRWORK (input) INTEGER
The dimension of array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = 'N' and N > 1, LRWORK >= N.
If JOBZ = 'V' 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 size of the RWORK array,
returns this value as the first entry of the RWORK array, and
no error message related to LRWORK is issued by XERBLA.
IWORK (workspace/output) INTEGER array, dimension (LIWORK)
On exit, if INFO=0, IWORK(1) returns the optimal LIWORK.
LIWORK (input) INTEGER
The dimension of 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 optimal size of the IWORK array,
returns this value as the first entry of the IWORK array, and
no error message related to LIWORK is issued by XERBLA.
INFO (output) 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.
FURTHER DETAILS
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
ČLÁNKY DO MAILU