hpgv(3)

NAME
hpgv - {hp,sp}gv: eig, QR iteration

SYNOPSIS

  Functions
subroutine chpgv (itype, jobz, uplo, n, ap, bp, w, z, ldz, work, rwork, info)
CHPGV
subroutine dspgv (itype, jobz, uplo, n, ap, bp, w, z, ldz, work, info)
DSPGV
subroutine sspgv (itype, jobz, uplo, n, ap, bp, w, z, ldz, work, info)
SSPGV
subroutine zhpgv (itype, jobz, uplo, n, ap, bp, w, z, ldz, work, rwork, info)
ZHPGV

Detailed Description

Function Documentation

  subroutine chpgv (integer itype, character jobz, character uplo, integer n, complex, dimension( * ) ap, complex, dimension( * ) bp, real, dimension( * ) w, complex, dimension( ldz, * ) z, integer ldz, complex, dimension( * ) work, real, dimension( * ) rwork, integer info)

CHPGV

Purpose:

     CHPGV computes all the eigenvalues and, optionally, the eigenvectors
     of a complex generalized Hermitian-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 Hermitian, stored in packed format,
     and B is also positive definite.

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.

    AP

              AP is COMPLEX array, dimension (N*(N+1)/2)
              On entry, the upper or lower triangle of the Hermitian 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 COMPLEX array, dimension (N*(N+1)/2)
              On entry, the upper or lower triangle of the Hermitian 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**H*U or B = L*L**H, in the same storage
              format as B.

    W

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

    Z

              Z is COMPLEX array, dimension (LDZ, N)
              If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
              eigenvectors.  The eigenvectors are normalized as follows:
              if ITYPE = 1 or 2, Z**H*B*Z = I;
              if ITYPE = 3, Z**H*inv(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 COMPLEX array, dimension (max(1, 2*N-1))

    RWORK

              RWORK is REAL array, dimension (max(1, 3*N-2))

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  CPPTRF or CHPEV returned an error code:
                 <= N:  if INFO = i, CHPEV failed to converge;
                        i off-diagonal elements of an intermediate
                        tridiagonal form did not convergeto zero;
                 > N:   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.

Definition at line 163 of file chpgv.f.

  subroutine dspgv (integer itype, character jobz, character uplo, integer n, double precision, dimension( * ) ap, double precision, dimension( * ) bp, double precision, dimension( * ) w, double precision, dimension( ldz, * ) z, integer ldz, double precision, dimension( * ) work, integer info)

DSPGV

Purpose:

     DSPGV 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, stored in packed format,
     and B is also positive definite.

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.

    AP

              AP is DOUBLE PRECISION 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 DOUBLE PRECISION 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.

    W

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

    Z

              Z is DOUBLE PRECISION array, dimension (LDZ, N)
              If JOBZ = 'V', then if INFO = 0, Z 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 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 (3*N)

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  DPPTRF or DSPEV returned an error code:
                 <= N:  if INFO = i, DSPEV 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
                        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.

Definition at line 158 of file dspgv.f.

  subroutine sspgv (integer itype, character jobz, character uplo, integer n, real, dimension( * ) ap, real, dimension( * ) bp, real, dimension( * ) w, real, dimension( ldz, * ) z, integer ldz, real, dimension( * ) work, integer info)

SSPGV

Purpose:

     SSPGV 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, stored in packed format,
     and B is also positive definite.

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.

    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.

    W

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

    Z

              Z is REAL array, dimension (LDZ, N)
              If JOBZ = 'V', then if INFO = 0, Z 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 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 (3*N)

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  SPPTRF or SSPEV returned an error code:
                 <= N:  if INFO = i, SSPEV 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
                        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.

Definition at line 158 of file sspgv.f.

  subroutine zhpgv (integer itype, character jobz, character uplo, integer n, complex*16, dimension( * ) ap, complex*16, dimension( * ) bp, double precision, dimension( * ) w, complex*16, dimension( ldz, * ) z, integer ldz, complex*16, dimension( * ) work, double precision, dimension( * ) rwork, integer info)

ZHPGV

Purpose:

     ZHPGV computes all the eigenvalues and, optionally, the eigenvectors
     of a complex generalized Hermitian-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 Hermitian, stored in packed format,
     and B is also positive definite.

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.

    AP

              AP is COMPLEX*16 array, dimension (N*(N+1)/2)
              On entry, the upper or lower triangle of the Hermitian 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 COMPLEX*16 array, dimension (N*(N+1)/2)
              On entry, the upper or lower triangle of the Hermitian 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**H*U or B = L*L**H, in the same storage
              format as B.

    W

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

    Z

              Z is COMPLEX*16 array, dimension (LDZ, N)
              If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
              eigenvectors.  The eigenvectors are normalized as follows:
              if ITYPE = 1 or 2, Z**H*B*Z = I;
              if ITYPE = 3, Z**H*inv(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 COMPLEX*16 array, dimension (max(1, 2*N-1))

    RWORK

              RWORK is DOUBLE PRECISION array, dimension (max(1, 3*N-2))

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  ZPPTRF or ZHPEV returned an error code:
                 <= N:  if INFO = i, ZHPEV failed to converge;
                        i off-diagonal elements of an intermediate
                        tridiagonal form did not convergeto zero;
                 > N:   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.

Definition at line 163 of file zhpgv.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.