dspgv (l) - Linux Manuals

dspgv: 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

NAME

DSPGV - 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

SYNOPSIS

SUBROUTINE DSPGV(

ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, INFO )

    

CHARACTER JOBZ, UPLO

    

INTEGER INFO, ITYPE, LDZ, N

    

DOUBLE PRECISION AP( * ), BP( * ), W( * ), WORK( * ), Z( LDZ, * )

PURPOSE

DSPGV 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.

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

= aqNaq: Compute eigenvalues only;
= aqVaq: Compute eigenvalues and eigenvectors.

UPLO (input) CHARACTER*1

= aqUaq: Upper triangles of A and B are stored;
= aqLaq: 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 = aqUaq, AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = aqLaq, 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 = aqUaq, BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j; if UPLO = aqLaq, 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 = aqVaq, 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 = aqNaq, then Z is not referenced.

LDZ (input) INTEGER

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

WORK (workspace) DOUBLE PRECISION array, dimension (3*N)

INFO (output) INTEGER

= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: DPPTRF or DSPEV returned an error code:
<= N: if INFO = i, DSPEV 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.