DSYGV(1) LAPACK driver routine (version 3.2) DSYGV(1)NAME
DSYGV - 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 DSYGV( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK,
INFO )
CHARACTER JOBZ, UPLO
INTEGER INFO, ITYPE, LDA, LDB, LWORK, N
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), W( * ), WORK( * )
PURPOSE
DSYGV 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 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
= '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.
A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
On entry, the symmetric 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, if JOBZ = 'V', then if INFO = 0, A 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 = 'N', then on exit the upper tri‐
angle (if UPLO='U') or the lower triangle (if UPLO='L') of A,
including the diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output) DOUBLE PRECISION array, dimension (LDB, N)
On entry, the symmetric positive definite 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 triangu‐
lar factor U or L from the Cholesky factorization B = U**T*U or
B = L*L**T.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
WORK (workspace/output) DOUBLE PRECISION 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(1,3*N-1). For
optimal efficiency, LWORK >= (NB+2)*N, where NB is the block‐
size for DSYTRD 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.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: DPOTRF or DSYEV returned an error code:
<= N: if INFO = i, DSYEV 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.
LAPACK driver routine (version 3November 2008 DSYGV(1)