CHEGVX(1) LAPACK driver routine (version 3.2) CHEGVX(1)NAME
CHEGVX - 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
SYNOPSIS
SUBROUTINE CHEGVX( ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB, VL, VU,
IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK,
IWORK, IFAIL, INFO )
CHARACTER JOBZ, RANGE, UPLO
INTEGER IL, INFO, ITYPE, IU, LDA, LDB, LDZ, LWORK, M, N
REAL ABSTOL, VL, VU
INTEGER IFAIL( * ), IWORK( * )
REAL RWORK( * ), W( * )
COMPLEX A( LDA, * ), B( LDB, * ), WORK( * ), Z( LDZ, * )
PURPOSE
CHEGVX 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 and B is also positive definite. Eigenval‐
ues and eigenvectors can be selected by specifying either a range of
values or a range of indices for the desired eigenvalues.
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.
RANGE (input) 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 (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.
A (input/output) COMPLEX array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = 'U', the leading
N-by-N upper triangular part of A contains the upper triangular
part of the matrix A. If UPLO = 'L', the leading N-by-N lower
triangular part of A contains the lower triangular part of the
matrix A. On exit, the lower triangle (if UPLO='L') or the
upper triangle (if UPLO='U') of A, including the diagonal, is
destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output) COMPLEX array, dimension (LDB, N)
On entry, the Hermitian matrix B. If UPLO = 'U', the leading
N-by-N upper triangular part of B contains the upper triangular
part of the matrix B. If UPLO = 'L', the leading N-by-N lower
triangular part of B contains the lower triangular part of the
matrix B. On exit, if INFO <= N, the part of B containing the
matrix is overwritten by the triangular factor U or L from the
Cholesky factorization B = U**H*U or B = L*L**H.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
VL (input) REAL
VU (input) 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 (input) INTEGER
IU (input) 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 (input) REAL
The absolute error tolerance for the eigenvalues. An approxi‐
mate 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 pre‐
cision. 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 A 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 eigen‐
vectors did not converge, try setting ABSTOL to 2*SLAMCH('S').
M (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N. If RANGE
= 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) REAL array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.
Z (output) COMPLEX array, dimension (LDZ, max(1,M))
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 ei‐
genvalues, with the i-th column of Z holding the eigenvector
associated with W(i). The eigenvectors are normalized as fol‐
lows: if ITYPE = 1 or 2, Z**T*B*Z = I; if ITYPE = 3,
Z**T*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) col‐
umns 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 (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ =
'V', LDZ >= max(1,N).
WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= max(1,2*N). For opti‐
mal efficiency, LWORK >= (NB+1)*N, where NB is the blocksize
for CHETRD returned by ILAENV. 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) REAL array, dimension (7*N)
IWORK (workspace) INTEGER array, dimension (5*N)
IFAIL (output) 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 (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: CPOTRF or CHEEVX returned an error code:
<= N: if INFO = i, CHEEVX 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.
FURTHER DETAILS
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
LAPACK driver routine (version 3November 2008 CHEGVX(1)
