sspgvx.f man page

sspgvx.f —

Synopsis

Functions/Subroutines

subroutine sspgvx (ITYPE, JOBZ, RANGE, UPLO, N, AP, BP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO)
SSPGST

Function/Subroutine Documentation

subroutine sspgvx (integerITYPE, characterJOBZ, characterRANGE, characterUPLO, integerN, real, dimension( * )AP, real, dimension( * )BP, realVL, realVU, integerIL, integerIU, realABSTOL, integerM, real, dimension( * )W, real, dimension( ldz, * )Z, integerLDZ, real, dimension( * )WORK, integer, dimension( * )IWORK, integer, dimension( * )IFAIL, integerINFO)

SSPGST

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.

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.

RANGE

RANGE is 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

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

N

N is INTEGER
The order of the matrix pencil (A,B).  N >= 0.

AP

AP is 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

BP is 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

VL is REAL

VU

VU is 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

IL is INTEGER

IU

IU is 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

ABSTOL is 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 |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

M is INTEGER
The total number of eigenvalues found.  0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.

W

W is REAL array, dimension (N)
On normal exit, the first M elements contain the selected
eigenvalues in ascending order.

Z

Z is 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

LDZ is INTEGER
The leading dimension of the array Z.  LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).

WORK

WORK is REAL array, dimension (8*N)

IWORK

IWORK is INTEGER array, dimension (5*N)

IFAIL

IFAIL is 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

INFO is 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 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.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2011

Contributors:

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

Definition at line 262 of file sspgvx.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

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

Sat Nov 16 2013 Version 3.4.2 LAPACK