CHPGVD(3S)CHPGVD(3S)NAMECHPGVD - compute all the eigenvalues and, optionally, the 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 CHPGVD( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, LWORK,
RWORK, LRWORK, IWORK, LIWORK, INFO )
CHARACTER JOBZ, UPLO
INTEGER INFO, ITYPE, LDZ, LIWORK, LRWORK, LWORK, N
INTEGER IWORK( * )
REAL RWORK( * ), W( * )
COMPLEX AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
IMPLEMENTATION
These routines are part of the SCSL Scientific Library and can be loaded
using either the -lscs or the -lscs_mp option. The -lscs_mp option
directs the linker to use the multi-processor version of the library.
When linking to SCSL with -lscs or -lscs_mp, the default integer size is
4 bytes (32 bits). Another version of SCSL is available in which integers
are 8 bytes (64 bits). This version allows the user access to larger
memory sizes and helps when porting legacy Cray codes. It can be loaded
by using the -lscs_i8 option or the -lscs_i8_mp option. A program may use
only one of the two versions; 4-byte integer and 8-byte integer library
calls cannot be mixed.
PURPOSECHPGVD computes all the eigenvalues and, optionally, the 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.
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
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CHPGVD(3S)CHPGVD(3S)
= 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) 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 (input/output) 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.
W (output) REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z (output) COMPLEX 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**H*B*Z = I; if ITYPE = 3, Z**H*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) COMPLEX array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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LWORK (input) INTEGER
The dimension of array WORK. If N <= 1, LWORK >=
1. If JOBZ = 'N' and N > 1, LWORK >= N. If JOBZ = 'V' and N >
1, LWORK >= 2*N.
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 (LRWORK)
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
LRWORK (input) INTEGER
The dimension of array RWORK. If N <= 1, LRWORK >=
1. If JOBZ = 'N' and N > 1, LRWORK >= N. If JOBZ = 'V' and N >
1, LRWORK >= 1 + 5*N + 2*N**2.
If LRWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the RWORK array, returns this
value as the first entry of the RWORK array, and no error message
related to LRWORK 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 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: CPPTRF or CHPEVD returned an error code:
<= N: if INFO = i, CHPEVD failed to converge; i off-diagonal
elements of an intermediate tridiagonal form did not convergeto
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
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CHPGVD(3S)CHPGVD(3S)SEE ALSOINTRO_LAPACK(3S), INTRO_SCSL(3S)
This man page is available only online.
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