CHPGVX (3) - Linux Manuals
subroutine chpgvx (integerITYPE, characterJOBZ, characterRANGE, characterUPLO, integerN, complex, dimension( * )AP, complex, dimension( * )BP, realVL, realVU, integerIL, integerIU, realABSTOL, integerM, real, dimension( * )W, complex, dimension( ldz, * )Z, integerLDZ, complex, dimension( * )WORK, real, dimension( * )RWORK, integer, dimension( * )IWORK, integer, dimension( * )IFAIL, integerINFO)
CHPGVX computes selected eigenvalues and, optionally, 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. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.
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 is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors.
RANGE is CHARACTER*1 = 'A': all eigenvalues will be found; = 'V': all eigenvalues in the half-open interval (VL,VU] will be found; = 'I': the IL-th through IU-th eigenvalues will be found.
UPLO is CHARACTER*1 = 'U': Upper triangles of A and B are stored; = 'L': Lower triangles of A and B are stored.
N is INTEGER The order of the matrices A and B. N >= 0.
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 = '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 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 = '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**H*U or B = L*L**H, in the same storage format as B.
VL is REAL
VU is REAL If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.
IL is INTEGER
IU is INTEGER If RANGE='I', the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'.
ABSTOL is REAL The absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval [a,b] of width less than or equal to ABSTOL + EPS * max( |a|,|b| ) , where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 1-norm of the tridiagonal matrix obtained by reducing AP to tridiagonal form. Eigenvalues will be computed most accurately when ABSTOL is set to twice the underflow threshold 2*SLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*SLAMCH('S').
M is INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W is REAL array, dimension (N) On normal exit, the first M elements contain the selected eigenvalues in ascending order.
Z is COMPLEX array, dimension (LDZ, N) If JOBZ = 'N', then Z is not referenced. If JOBZ = 'V', then if INFO = 0, the first M columns of Z contain the orthonormal eigenvectors of the matrix A corresponding to the selected eigenvalues, with the i-th column of Z holding the eigenvector associated with W(i). 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 an eigenvector fails to converge, then that column of Z contains the latest approximation to the eigenvector, and the index of the eigenvector is returned in IFAIL. Note: the user must ensure that at least max(1,M) columns are supplied in the array Z; if RANGE = 'V', the exact value of M is not known in advance and an upper bound must be used.
LDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N).
WORK is COMPLEX array, dimension (2*N)
RWORK is REAL array, dimension (7*N)
IWORK is INTEGER array, dimension (5*N)
IFAIL is INTEGER array, dimension (N) If JOBZ = 'V', then if INFO = 0, the first M elements of IFAIL are zero. If INFO > 0, then IFAIL contains the indices of the eigenvectors that failed to converge. If JOBZ = 'N', then IFAIL is not referenced.
INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: CPPTRF or CHPEVX returned an error code: <= N: if INFO = i, CHPEVX failed to converge; i eigenvectors failed to converge. Their indices are stored in array IFAIL. > 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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
- November 2011
- Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
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