CHPGVX (3) Linux Manual Page

NAME

chpgvx.f –

SYNOPSIS

Functions/Subroutines

subroutine chpgvx (ITYPE, JOBZ, RANGE, UPLO, N, AP, BP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO)
CHPGST

Function/Subroutine Documentation

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)

CHPGST

Purpose:

 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.

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
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.

RANGE

          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

          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

          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

          LDZ is INTEGER
          The leading dimension of the array Z.  LDZ >= 1, and if
          JOBZ = 'V', LDZ >= max(1,N).

WORK

          WORK is COMPLEX array, dimension (2*N)

RWORK

          RWORK is REAL array, dimension (7*N)

IWORK

          IWORK is INTEGER array, dimension (5*N)

IFAIL

          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


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.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

: November 2011

Contributors:

: Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA

Definition at line 267 of file chpgvx.f.

Author

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