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)
SSPGVX

Function/Subroutine Documentation

subroutine sspgvx (integer ITYPE, character JOBZ, character RANGE, character UPLO, integer N, real, dimension( * ) AP, real, dimension( * ) BP, real VL, real VU, integer IL, integer IU, real ABSTOL, integer M, real, dimension( * ) W, real, dimension( ldz, * ) Z, integer LDZ, real, dimension( * ) WORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)

SSPGVX  

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

          If RANGE='V', the lower bound of the interval to
          be searched for eigenvalues. VL < VU.
          Not referenced if RANGE = 'A' or 'I'.

VU

          VU is REAL

          If RANGE='V', the upper bound of the interval to
          be searched for eigenvalues. VL < VU.
          Not referenced if RANGE = 'A' or 'I'.

IL

          IL is INTEGER

          If RANGE='I', the index of the
          smallest eigenvalue 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'.

IU

          IU is INTEGER

          If RANGE='I', the index of the
          largest eigenvalue 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:

June 2016

Contributors:

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

Definition at line 274 of file sspgvx.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

The man page sspgvx(3) is an alias of sspgvx.f(3).

Tue Nov 14 2017 Version 3.8.0 LAPACK