SSPGVX(3S)SSPGVX(3S)NAME
SSPGVX - compute selected eigenvalues, and optionally, 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 SSPGVX( ITYPE, JOBZ, RANGE, UPLO, N, AP, BP, VL, VU, IL, IU,
ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO )
CHARACTER JOBZ, RANGE, UPLO
INTEGER IL, INFO, ITYPE, IU, LDZ, M, N
REAL ABSTOL, VL, VU
INTEGER IFAIL( * ), IWORK( * )
REAL AP( * ), BP( * ), W( * ), 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.
PURPOSE
SSPGVX computes selected eigenvalues, and optionally, 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 storage, 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.
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.
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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 triangle of A and B are stored;
= 'L': Lower triangle of A and B are stored.
N (input) INTEGER
The order of the matrix pencil (A,B). N >= 0.
AP (input/output) REAL 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 = '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) REAL 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 = '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**T*U or B = L*L**T, in the same storage
format as B.
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 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
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|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
eigenvectors 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)
On normal exit, the first M elements contain the selected
eigenvalues in ascending order.
Z (output) REAL 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
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**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) 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 (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ =
'V', LDZ >= max(1,N).
WORK (workspace) REAL array, dimension (8*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: SPPTRF or SSPEVX returned an error code:
<= N: if INFO = i, SSPEVX failed to converge; i eigenvectors
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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
SEE ALSOINTRO_LAPACK(3S), INTRO_SCSL(3S)
This man page is available only online.
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