Library Functions Manual

NAME¶

hbgvx - {hb,sb}gvx: eig, bisection

SYNOPSIS¶

Functions¶

subroutine CHBGVX (jobz, range, uplo, n, ka, kb, ab, ldab, bb, ldbb, q, ldq, vl, vu, il, iu, abstol, m, w, z, ldz, work, rwork, iwork, ifail, info)
CHBGVX subroutine DSBGVX (jobz, range, uplo, n, ka, kb, ab, ldab, bb, ldbb, q, ldq, vl, vu, il, iu, abstol, m, w, z, ldz, work, iwork, ifail, info)
DSBGVX subroutine SSBGVX (jobz, range, uplo, n, ka, kb, ab, ldab, bb, ldbb, q, ldq, vl, vu, il, iu, abstol, m, w, z, ldz, work, iwork, ifail, info)
SSBGVX subroutine ZHBGVX (jobz, range, uplo, n, ka, kb, ab, ldab, bb, ldbb, q, ldq, vl, vu, il, iu, abstol, m, w, z, ldz, work, rwork, iwork, ifail, info)
ZHBGVX

Detailed Description¶

Function Documentation¶

subroutine CHBGVX (character jobz, character range, character uplo, integer n, integer ka, integer kb, complex, dimension( ldab, * ) ab, integer ldab, complex, dimension( ldbb, * ) bb, integer ldbb, complex, dimension( ldq, * ) q, integer ldq, real vl, real vu, integer il, integer iu, real abstol, integer m, real, dimension( * ) w, complex, dimension( ldz, * ) z, integer ldz, complex, dimension( * ) work, real, dimension( * ) rwork, integer, dimension( * ) iwork, integer, dimension( * ) ifail, integer info)¶

CHBGVX

Purpose:

!>
!> CHBGVX computes all the eigenvalues, and optionally, the eigenvectors
!> of a complex generalized Hermitian-definite banded eigenproblem, of
!> the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian
!> and banded, and B is also positive definite.  Eigenvalues and
!> eigenvectors can be selected by specifying either all eigenvalues,
!> a range of values or a range of indices for the desired eigenvalues.
!>

Parameters

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 triangles of A and B are stored;
!>          = 'L':  Lower triangles of A and B are stored.
!>

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

!>          KA is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'. KA >= 0.
!>

!>          KB is INTEGER
!>          The number of superdiagonals of the matrix B if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'. KB >= 0.
!>

!>          AB is COMPLEX array, dimension (LDAB, N)
!>          On entry, the upper or lower triangle of the Hermitian band
!>          matrix A, stored in the first ka+1 rows of the array.  The
!>          j-th column of A is stored in the j-th column of the array AB
!>          as follows:
!>          if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
!>          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+ka).
!>
!>          On exit, the contents of AB are destroyed.
!>

LDAB

!>          LDAB is INTEGER
!>          The leading dimension of the array AB.  LDAB >= KA+1.
!>

!>          BB is COMPLEX array, dimension (LDBB, N)
!>          On entry, the upper or lower triangle of the Hermitian band
!>          matrix B, stored in the first kb+1 rows of the array.  The
!>          j-th column of B is stored in the j-th column of the array BB
!>          as follows:
!>          if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
!>          if UPLO = 'L', BB(1+i-j,j)    = B(i,j) for j<=i<=min(n,j+kb).
!>
!>          On exit, the factor S from the split Cholesky factorization
!>          B = S**H*S, as returned by CPBSTF.
!>

LDBB

!>          LDBB is INTEGER
!>          The leading dimension of the array BB.  LDBB >= KB+1.
!>

!>          Q is COMPLEX array, dimension (LDQ, N)
!>          If JOBZ = 'V', the n-by-n matrix used in the reduction of
!>          A*x = (lambda)*B*x to standard form, i.e. C*x = (lambda)*x,
!>          and consequently C to tridiagonal form.
!>          If JOBZ = 'N', the array Q is not referenced.
!>

LDQ

!>          LDQ is INTEGER
!>          The leading dimension of the array Q.  If JOBZ = 'N',
!>          LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N).
!>

!>          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 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 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 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 AP 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 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 is REAL array, dimension (N)
!>          If INFO = 0, the eigenvalues in ascending order.
!>

!>          Z is COMPLEX array, dimension (LDZ, N)
!>          If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
!>          eigenvectors, with the i-th column of Z holding the
!>          eigenvector associated with W(i). The eigenvectors are
!>          normalized so that Z**H*B*Z = I.
!>          If JOBZ = 'N', then Z is not referenced.
!>

LDZ

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

WORK

!>          WORK is COMPLEX array, dimension (N)
!>

RWORK

!>          RWORK is REAL array, dimension (7*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:  if INFO = i, and i is:
!>             <= N:  then i eigenvectors failed to converge.  Their
!>                    indices are stored in array IFAIL.
!>             > N:   if INFO = N + i, for 1 <= i <= N, then CPBSTF
!>                    returned INFO = i: 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.

Contributors:

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

Definition at line 297 of file chbgvx.f.

subroutine DSBGVX (character jobz, character range, character uplo, integer n, integer ka, integer kb, double precision, dimension( ldab, * ) ab, integer ldab, double precision, dimension( ldbb, * ) bb, integer ldbb, double precision, dimension( ldq, * ) q, integer ldq, double precision vl, double precision vu, integer il, integer iu, double precision abstol, integer m, double precision, dimension( * ) w, double precision, dimension( ldz, * ) z, integer ldz, double precision, dimension( * ) work, integer, dimension( * ) iwork, integer, dimension( * ) ifail, integer info)¶

DSBGVX

Purpose:

!>
!> DSBGVX computes selected eigenvalues, and optionally, eigenvectors
!> of a real generalized symmetric-definite banded eigenproblem, of
!> the form A*x=(lambda)*B*x.  Here A and B are assumed to be symmetric
!> and banded, and B is also positive definite.  Eigenvalues and
!> eigenvectors can be selected by specifying either all eigenvalues,
!> a range of values or a range of indices for the desired eigenvalues.
!>

Parameters

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 triangles of A and B are stored;
!>          = 'L':  Lower triangles of A and B are stored.
!>

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

!>          KA is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'.  KA >= 0.
!>

!>          KB is INTEGER
!>          The number of superdiagonals of the matrix B if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'.  KB >= 0.
!>

!>          AB is DOUBLE PRECISION array, dimension (LDAB, N)
!>          On entry, the upper or lower triangle of the symmetric band
!>          matrix A, stored in the first ka+1 rows of the array.  The
!>          j-th column of A is stored in the j-th column of the array AB
!>          as follows:
!>          if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
!>          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+ka).
!>
!>          On exit, the contents of AB are destroyed.
!>

LDAB

!>          LDAB is INTEGER
!>          The leading dimension of the array AB.  LDAB >= KA+1.
!>

!>          BB is DOUBLE PRECISION array, dimension (LDBB, N)
!>          On entry, the upper or lower triangle of the symmetric band
!>          matrix B, stored in the first kb+1 rows of the array.  The
!>          j-th column of B is stored in the j-th column of the array BB
!>          as follows:
!>          if UPLO = 'U', BB(ka+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
!>          if UPLO = 'L', BB(1+i-j,j)    = B(i,j) for j<=i<=min(n,j+kb).
!>
!>          On exit, the factor S from the split Cholesky factorization
!>          B = S**T*S, as returned by DPBSTF.
!>

LDBB

!>          LDBB is INTEGER
!>          The leading dimension of the array BB.  LDBB >= KB+1.
!>

!>          Q is DOUBLE PRECISION array, dimension (LDQ, N)
!>          If JOBZ = 'V', the n-by-n matrix used in the reduction of
!>          A*x = (lambda)*B*x to standard form, i.e. C*x = (lambda)*x,
!>          and consequently C to tridiagonal form.
!>          If JOBZ = 'N', the array Q is not referenced.
!>

LDQ

!>          LDQ is INTEGER
!>          The leading dimension of the array Q.  If JOBZ = 'N',
!>          LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N).
!>

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

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

!>          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 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 DOUBLE PRECISION
!>          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*DLAMCH('S'), not zero.
!>          If this routine returns with INFO>0, indicating that some
!>          eigenvectors did not converge, try setting ABSTOL to
!>          2*DLAMCH('S').
!>

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

!>          Z is DOUBLE PRECISION array, dimension (LDZ, N)
!>          If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
!>          eigenvectors, with the i-th column of Z holding the
!>          eigenvector associated with W(i).  The eigenvectors are
!>          normalized so Z**T*B*Z = I.
!>          If JOBZ = 'N', then Z is not referenced.
!>

LDZ

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

WORK

!>          WORK is DOUBLE PRECISION array, dimension (7*N)
!>

IWORK

!>          IWORK is INTEGER array, dimension (5*N)
!>

IFAIL

!>          IFAIL is INTEGER array, dimension (M)
!>          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 eigenvalues 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
!>          <= N: if INFO = i, then i eigenvectors failed to converge.
!>                  Their indices are stored in IFAIL.
!>          > N:  DPBSTF returned an error code; i.e.,
!>                if INFO = N + i, for 1 <= i <= N, then the leading
!>                principal minor of order i of B is not positive.
!>                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.

Contributors:

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

Definition at line 291 of file dsbgvx.f.

subroutine SSBGVX (character jobz, character range, character uplo, integer n, integer ka, integer kb, real, dimension( ldab, * ) ab, integer ldab, real, dimension( ldbb, * ) bb, integer ldbb, real, dimension( ldq, * ) q, integer ldq, 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)¶

SSBGVX

Purpose:

!>
!> SSBGVX computes selected eigenvalues, and optionally, eigenvectors
!> of a real generalized symmetric-definite banded eigenproblem, of
!> the form A*x=(lambda)*B*x.  Here A and B are assumed to be symmetric
!> and banded, and B is also positive definite.  Eigenvalues and
!> eigenvectors can be selected by specifying either all eigenvalues,
!> a range of values or a range of indices for the desired eigenvalues.
!>

Parameters

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 triangles of A and B are stored;
!>          = 'L':  Lower triangles of A and B are stored.
!>

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

!>          KA is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'.  KA >= 0.
!>

!>          KB is INTEGER
!>          The number of superdiagonals of the matrix B if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'.  KB >= 0.
!>

!>          AB is REAL array, dimension (LDAB, N)
!>          On entry, the upper or lower triangle of the symmetric band
!>          matrix A, stored in the first ka+1 rows of the array.  The
!>          j-th column of A is stored in the j-th column of the array AB
!>          as follows:
!>          if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
!>          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+ka).
!>
!>          On exit, the contents of AB are destroyed.
!>

LDAB

!>          LDAB is INTEGER
!>          The leading dimension of the array AB.  LDAB >= KA+1.
!>

!>          BB is REAL array, dimension (LDBB, N)
!>          On entry, the upper or lower triangle of the symmetric band
!>          matrix B, stored in the first kb+1 rows of the array.  The
!>          j-th column of B is stored in the j-th column of the array BB
!>          as follows:
!>          if UPLO = 'U', BB(ka+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
!>          if UPLO = 'L', BB(1+i-j,j)    = B(i,j) for j<=i<=min(n,j+kb).
!>
!>          On exit, the factor S from the split Cholesky factorization
!>          B = S**T*S, as returned by SPBSTF.
!>

LDBB

!>          LDBB is INTEGER
!>          The leading dimension of the array BB.  LDBB >= KB+1.
!>

!>          Q is REAL array, dimension (LDQ, N)
!>          If JOBZ = 'V', the n-by-n matrix used in the reduction of
!>          A*x = (lambda)*B*x to standard form, i.e. C*x = (lambda)*x,
!>          and consequently C to tridiagonal form.
!>          If JOBZ = 'N', the array Q is not referenced.
!>

LDQ

!>          LDQ is INTEGER
!>          The leading dimension of the array Q.  If JOBZ = 'N',
!>          LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N).
!>

!>          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 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 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 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 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 is REAL array, dimension (N)
!>          If INFO = 0, the eigenvalues in ascending order.
!>

!>          Z is REAL array, dimension (LDZ, N)
!>          If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
!>          eigenvectors, with the i-th column of Z holding the
!>          eigenvector associated with W(i).  The eigenvectors are
!>          normalized so Z**T*B*Z = I.
!>          If JOBZ = 'N', then Z is not referenced.
!>

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 (7*N)
!>

IWORK

!>          IWORK is INTEGER array, dimension (5*N)
!>

IFAIL

!>          IFAIL is INTEGER array, dimension (M)
!>          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 eigenvalues 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
!>          <= N: if INFO = i, then i eigenvectors failed to converge.
!>                  Their indices are stored in IFAIL.
!>          > N:  SPBSTF returned an error code; i.e.,
!>                if INFO = N + i, for 1 <= i <= N, then the leading
!>                principal minor of order i of B is not positive.
!>                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.

Contributors:

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

Definition at line 291 of file ssbgvx.f.

subroutine ZHBGVX (character jobz, character range, character uplo, integer n, integer ka, integer kb, complex16, dimension( ldab, ) ab, integer ldab, complex16, dimension( ldbb, ) bb, integer ldbb, complex16, dimension( ldq, ) q, integer ldq, double precision vl, double precision vu, integer il, integer iu, double precision abstol, integer m, double precision, dimension( * ) w, complex16, dimension( ldz, ) z, integer ldz, complex16, dimension( ) work, double precision, dimension( * ) rwork, integer, dimension( * ) iwork, integer, dimension( * ) ifail, integer info)¶

ZHBGVX

Purpose:

!>
!> ZHBGVX computes all the eigenvalues, and optionally, the eigenvectors
!> of a complex generalized Hermitian-definite banded eigenproblem, of
!> the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian
!> and banded, and B is also positive definite.  Eigenvalues and
!> eigenvectors can be selected by specifying either all eigenvalues,
!> a range of values or a range of indices for the desired eigenvalues.
!>

Parameters

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 triangles of A and B are stored;
!>          = 'L':  Lower triangles of A and B are stored.
!>

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

!>          KA is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'. KA >= 0.
!>

!>          KB is INTEGER
!>          The number of superdiagonals of the matrix B if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'. KB >= 0.
!>

!>          AB is COMPLEX*16 array, dimension (LDAB, N)
!>          On entry, the upper or lower triangle of the Hermitian band
!>          matrix A, stored in the first ka+1 rows of the array.  The
!>          j-th column of A is stored in the j-th column of the array AB
!>          as follows:
!>          if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
!>          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+ka).
!>
!>          On exit, the contents of AB are destroyed.
!>

LDAB

!>          LDAB is INTEGER
!>          The leading dimension of the array AB.  LDAB >= KA+1.
!>

!>          BB is COMPLEX*16 array, dimension (LDBB, N)
!>          On entry, the upper or lower triangle of the Hermitian band
!>          matrix B, stored in the first kb+1 rows of the array.  The
!>          j-th column of B is stored in the j-th column of the array BB
!>          as follows:
!>          if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
!>          if UPLO = 'L', BB(1+i-j,j)    = B(i,j) for j<=i<=min(n,j+kb).
!>
!>          On exit, the factor S from the split Cholesky factorization
!>          B = S**H*S, as returned by ZPBSTF.
!>

LDBB

!>          LDBB is INTEGER
!>          The leading dimension of the array BB.  LDBB >= KB+1.
!>

!>          Q is COMPLEX*16 array, dimension (LDQ, N)
!>          If JOBZ = 'V', the n-by-n matrix used in the reduction of
!>          A*x = (lambda)*B*x to standard form, i.e. C*x = (lambda)*x,
!>          and consequently C to tridiagonal form.
!>          If JOBZ = 'N', the array Q is not referenced.
!>

LDQ

!>          LDQ is INTEGER
!>          The leading dimension of the array Q.  If JOBZ = 'N',
!>          LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N).
!>

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

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

!>          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 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 DOUBLE PRECISION
!>          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 AP to tridiagonal form.
!>
!>          Eigenvalues will be computed most accurately when ABSTOL is
!>          set to twice the underflow threshold 2*DLAMCH('S'), not zero.
!>          If this routine returns with INFO>0, indicating that some
!>          eigenvectors did not converge, try setting ABSTOL to
!>          2*DLAMCH('S').
!>

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

!>          Z is COMPLEX*16 array, dimension (LDZ, N)
!>          If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
!>          eigenvectors, with the i-th column of Z holding the
!>          eigenvector associated with W(i). The eigenvectors are
!>          normalized so that Z**H*B*Z = I.
!>          If JOBZ = 'N', then Z is not referenced.
!>

LDZ

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

WORK

!>          WORK is COMPLEX*16 array, dimension (N)
!>

RWORK

!>          RWORK is DOUBLE PRECISION array, dimension (7*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:  if INFO = i, and i is:
!>             <= N:  then i eigenvectors failed to converge.  Their
!>                    indices are stored in array IFAIL.
!>             > N:   if INFO = N + i, for 1 <= i <= N, then ZPBSTF
!>                    returned INFO = i: 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.

Contributors:

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

Definition at line 297 of file zhbgvx.f.

Author¶

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