dsygvd.f man page

dsygvd.f —

Synopsis

Functions/Subroutines

subroutine dsygvd (ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, IWORK, LIWORK, INFO)
DSYGST

Function/Subroutine Documentation

subroutine dsygvd (integerITYPE, characterJOBZ, characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( * )W, double precision, dimension( * )WORK, integerLWORK, integer, dimension( * )IWORK, integerLIWORK, integerINFO)

DSYGST

Purpose:

DSYGVD 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.
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.

Parameters:

ITYPE

ITYPE is 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

JOBZ is CHARACTER*1
= 'N':  Compute eigenvalues only;
= 'V':  Compute eigenvalues and eigenvectors.

UPLO

UPLO is CHARACTER*1
= 'U':  Upper triangles of A and B are stored;
= 'L':  Lower triangles of A and B are stored.

N

N is INTEGER
The order of the matrices A and B.  N >= 0.

A

A is 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 triangle (if UPLO='U')
or the lower triangle (if UPLO='L') of A, including the
diagonal, is destroyed.

LDA

LDA is INTEGER
The leading dimension of the array A.  LDA >= max(1,N).

B

B is DOUBLE PRECISION array, dimension (LDB, N)
On entry, the symmetric 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**T*U or B = L*L**T.

LDB

LDB is INTEGER
The leading dimension of the array B.  LDB >= max(1,N).

W

W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.

WORK

WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

LWORK is INTEGER
The dimension of the array WORK.
If N <= 1,               LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= 2*N+1.
If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2.

If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.

IWORK

IWORK is INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.

LIWORK

LIWORK is INTEGER
The dimension of the array IWORK.
If N <= 1,                LIWORK >= 1.
If JOBZ  = 'N' and 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 sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.

INFO

INFO is INTEGER
= 0:  successful exit
< 0:  if INFO = -i, the i-th argument had an illegal value
> 0:  DPOTRF or DSYEVD returned an error code:
   <= N:  if INFO = i and JOBZ = 'N', then the algorithm
          failed to converge; i off-diagonal elements of an
          intermediate tridiagonal form did not converge to
          zero;
          if INFO = i and JOBZ = 'V', then the algorithm
          failed to compute an eigenvalue while working on
          the submatrix lying in rows and columns INFO/(N+1)
          through mod(INFO,N+1);
   > 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.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2011

Further Details:

Modified so that no backsubstitution is performed if DSYEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer).  Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.

Contributors:

Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA

Definition at line 227 of file dsygvd.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

dsygvd(3) is an alias of dsygvd.f(3).

Sat Nov 16 2013 Version 3.4.2 LAPACK