SRC/dsygv.f(3)

NAME
SRC/dsygv.f

SYNOPSIS

  Functions/Subroutines
subroutine dsygv (itype, jobz, uplo, n, a, lda, b, ldb, w, work, lwork, info)
DSYGV

Function/Subroutine Documentation

  subroutine dsygv (integer itype, character jobz, character uplo, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, double precision, dimension( * ) w, double precision, dimension( * ) work, integer lwork, integer info)

DSYGV

Purpose:

    !>
    !> DSYGV 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.
    !>

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.
    !>

    A

    !>          A is DOUBLE PRECISION array, dimension (LDA, N)
    !>          On entry, the symmetric 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, if JOBZ = 'V', then if INFO = 0, A 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 on exit the upper triangle (if UPLO='U')
    !>          or the lower triangle (if UPLO='L') 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 DOUBLE PRECISION array, dimension (LDB, N)
    !>          On entry, the symmetric positive definite 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**T*U or B = L*L**T.
    !>

    LDB

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

    W

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

    WORK

    !>          WORK is DOUBLE PRECISION 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(1,3*N-1).
    !>          For optimal efficiency, LWORK >= (NB+2)*N,
    !>          where NB is the blocksize for DSYTRD 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.
    !>

    INFO

    !>          INFO is INTEGER
    !>          = 0:  successful exit
    !>          < 0:  if INFO = -i, the i-th argument had an illegal value
    !>          > 0:  DPOTRF or DSYEV returned an error code:
    !>             <= N:  if INFO = i, DSYEV 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 173 of file dsygv.f.

Author

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