chegvx.f(3)

NAME
chegvx.f -

SYNOPSIS

  Functions/Subroutines
subroutine chegvx (ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL, INFO)
CHEGST

Function/Subroutine Documentation

  subroutine chegvx (integerITYPE, characterJOBZ, characterRANGE, characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldb, * )B, integerLDB, realVL, realVU, integerIL, integerIU, realABSTOL, integerM, real, dimension( * )W, complex, dimension( ldz, * )Z, integerLDZ, complex, dimension( * )WORK, integerLWORK, real, dimension( * )RWORK, integer, dimension( * )IWORK, integer, dimension( * )IFAIL, integerINFO)

CHEGST

Purpose:

     CHEGVX computes selected eigenvalues, and optionally, 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 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 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 COMPLEX array, dimension (LDA, N)
              On entry, the Hermitian 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,  the lower triangle (if UPLO='L') or the upper
              triangle (if UPLO='U') 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 COMPLEX array, dimension (LDB, N)
              On entry, the Hermitian 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**H*U or B = L*L**H.

    LDB

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

    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 C to tridiagonal form, where C is the symmetric
              matrix of the standard symmetric problem to which the
              generalized problem is transformed.
              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)
              The first M elements contain the selected
              eigenvalues in ascending order.

    Z

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

    LWORK

              LWORK is INTEGER
              The length of the array WORK.  LWORK >= max(1,2*N).
              For optimal efficiency, LWORK >= (NB+1)*N,
              where NB is the blocksize for CHETRD returned by ILAENV.
              If LWORK = -1, then a workspace query is assumed; the routine
              only calculates the optimal size of the WORK array, returns
              this value as the first entry of the WORK array, and no error
              message related to LWORK is issued by XERBLA.

    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:  CPOTRF or CHEEVX returned an error code:
                 <= N:  if INFO = i, CHEEVX 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 297 of file chegvx.f.

Author

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