DSYGVD - 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 DSYGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB,
W, WORK, LWORK, IWORK, LIWORK, INFO )
CHARACTER JOBZ, UPLO
INTEGER INFO, ITYPE, LDA, LDB, LIWORK, LWORK, N
INTEGER IWORK( * )
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), W(
* ), WORK( * )
PURPOSE
DSYGVD 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 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.
N (input) INTEGER
The order of the matrices A and B. N >= 0.
(LDA, N)
On entry, the symmetric 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**T*B*Z = I; if ITYPE = 3, Z**T*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) DOUBLE PRECISION array, dimension
(LDB, N)
On entry, the symmetric 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**T*U
or B = L*L**T.
LDB (input) INTEGER
The leading dimension of the array B. LDB >=
max(1,N).
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
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+1. If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N
+ 2*N**2.
If LWORK = -1, then a workspace query is assumed;
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 N <= 1,
LIWORK >= 1. If JOBZ = 'N' and 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 ille
gal value
> 0: DPOTRF or DSYEVD returned an error code:
<= N: if INFO = i, DSYEVD 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
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