NAME
DSPGVD - compute 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
SYNOPSIS
SUBROUTINE DSPGVD(
ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
LWORK, IWORK, LIWORK, INFO )
INTEGER
INFO, ITYPE, LDZ, LIWORK, LWORK, N
DOUBLE
PRECISION AP( * ), BP( * ), W( * ), WORK( * ),
Z( LDZ, * )
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.
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
ITYPE (input) 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 (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.
AP (input/output) 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 = '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.
BP (input/output) 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 = '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**T*U or B = L*L**T, in the same storage
format as B.
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
If JOBZ = 'V', 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 = 'N', then Z is not referenced.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK (workspace/output) DOUBLE PRECISION 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 >= 2*N.
If JOBZ = 'V' 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 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.
IWORK (workspace/output) INTEGER array, dimension (LIWORK)
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
LIWORK (input) INTEGER
The dimension of the 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: 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
minor of order i of 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