dspgvd(3S)
DSPGVD - compute 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
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NAME DSPGVD - compute 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 SYNOPSIS SUBROUTINE DSPGVD( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO ) CHARACTER JOBZ, UPLO INTEGER INFO, ITYPE, LDZ, LIWORK, LWORK, N INTEGER IWORK( * ) DOUBLE PRECISION AP( * ), BP( * ), W( * ), WORK( * ), Z( LDZ, * ) IMPLEMENTATION These routines are part of the SCSL Scientific Library and can be loaded using either the -lscs or the -lscs_mp option. The -lscs_mp option directs the linker to use the multi-processor version of the library. When linking to SCSL with -lscs or -lscs_mp, the default integer size is 4 bytes (32 bits). Another version of SCSL is available in which integers are 8 bytes (64 bits). This version allows the user access to larger memory sizes and helps when porting legacy Cray codes. It can be loaded by using the -lscs_i8 option or the -lscs_i8_mp option. A program may use only one of the two versions; 4-byte integer and 8-byte integer library calls cannot be mixed. PURPOSE DSPGVD 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. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. ARGUMENTS ITYPE (input) 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 (input) CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. UPLO (input) CHARACTER*1 = 'U': Upper triangles of A and B are stored; = 'L': Lower triangles of A and B are stored. N (input) INTEGER The order of the matrices A and B. N >= 0. AP (input/output) 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 (input/output) 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 (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. Z (output) 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 (input) INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N). WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. If N <= 1, LWORK >= 1. If JOBZ = 'N' and N > 1, LWORK >= 2*N. If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2. 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. IWORK (workspace/output) INTEGER array, dimension (LIWORK) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. LIWORK (input) INTEGER The dimension of the array IWORK. If JOBZ = 'N' or N <= 1, LIWORK >= 1. If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the IWORK array, returns this value as the first entry of the IWORK array, and no error message related to LIWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: DPPTRF or DSPEVD returned an error code: <= N: if INFO = i, DSPEVD 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 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. FURTHER DETAILS Based on contributions by Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA SEE ALSO INTRO_LAPACK(3S), INTRO_SCSL(3S) This man page is available only online.