CHEGVD  - compute 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


SYNOPSIS

       SUBROUTINE CHEGVD( ITYPE, JOBZ, UPLO, N, A, LDA,  B,  LDB,
                          W,  WORK,  LWORK, RWORK, LRWORK, IWORK,
                          LIWORK, INFO )

           CHARACTER      JOBZ, UPLO

           INTEGER        INFO, ITYPE, LDA, LDB, LIWORK,  LRWORK,
                          LWORK, N

           INTEGER        IWORK( * )

           REAL           RWORK( * ), W( * )

           COMPLEX        A( LDA, * ), B( LDB, * ), WORK( * )


PURPOSE

       CHEGVD  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 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 assump­
       tions 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  with­
       out 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.

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

       A       (input/output) COMPLEX array, dimension (LDA, N)
               On  entry, the Hermitian matrix A.  If UPLO = 'U',
               the leading N-by-N upper triangular part of A con­
               tains  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, if JOBZ = 'V', then if INFO = 0,  A  con­
               tains the matrix Z of eigenvectors.  The eigenvec­
               tors 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 on exit the  upper  triangle  (if
               UPLO='U')  or  the lower triangle (if UPLO='L') of
               A, including the diagonal, is destroyed.

       LDA     (input) INTEGER
               The leading dimension of  the  array  A.   LDA  >=
               max(1,N).

       B       (input/output) COMPLEX array, dimension (LDB, N)
               On  entry, the Hermitian matrix B.  If UPLO = 'U',
               the leading N-by-N upper triangular part of B con­
               tains  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     (input) INTEGER
               The  leading  dimension  of  the  array B.  LDB >=
               max(1,N).

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

       WORK    (workspace/output) COMPLEX array, dimension
               (LWORK)
               On  exit, if INFO = 0, WORK(1) returns the optimal
               LWORK.

       LWORK   (input) INTEGER
               The  length  of  the  array  WORK.   If  N  <=  1,
               LWORK  >= 1.  If JOBZ  = 'N' and N > 1, LWORK >= N
               + 1.  If JOBZ  = 'V' and N > 1,  LWORK  >=  2*N  +
               N**2.

               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   (workspace/output) REAL array, dimension (LRWORK)
               On exit, if INFO = 0, RWORK(1) returns the optimal
               LRWORK.

       LRWORK  (input) INTEGER
               The dimension of the array  RWORK.   If  N  <=  1,
               LRWORK  >= 1.  If JOBZ  = 'N' and N > 1, LRWORK >=
               N.  If JOBZ  = 'V' and N > 1, LRWORK >= 1 + 5*N  +
               2*N**2.

               If LRWORK = -1, then a workspace query is assumed;
               the routine only calculates the  optimal  size  of
               the  RWORK  array, returns this value as the first
               entry of the RWORK array,  and  no  error  message
               related to LRWORK 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 N <= 1,
               LIWORK >= 1.  If JOBZ  = 'N' and N > 1, LIWORK  >=
               1.  If JOBZ  = 'V' and N > 1, LIWORK >= 3 + 5*N.

       INFO    (output) INTEGER
               = 0:  successful exit
               < 0:  if INFO = -i, the i-th argument had an ille­
               gal value
               > 0:  CPOTRF or CHEEVD returned an error code:
               <= N:  if INFO = i, CHEEVD failed to  converge;  i
               off-diagonal elements of an intermediate tridiago­
               nal 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  Ken­
       tucky, USA


Man(1) output converted with man2html