SRC/dspgvd.f(3)

NAME
SRC/dspgvd.f

SYNOPSIS

  Functions/Subroutines
subroutine dspgvd (itype, jobz, uplo, n, ap, bp, w, z, ldz, work, lwork, iwork, liwork, info)
DSPGVD

Function/Subroutine Documentation

  subroutine dspgvd (integer itype, character jobz, character uplo, integer n, double precision, dimension( * ) ap, double precision, dimension( * ) bp, double precision, dimension( * ) w, double precision, dimension( ldz, * ) z, integer ldz, double precision, dimension( * ) work, integer lwork, integer, dimension( * ) iwork, integer liwork, integer info)

DSPGVD

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.
    !>
    !>

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.
    !>

    AP

    !>          AP is 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

    !>          BP is 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

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

    Z

    !>          Z is 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

    !>          LDZ is INTEGER
    !>          The leading dimension of the array Z.  LDZ >= 1, and if
    !>          JOBZ = 'V', LDZ >= max(1,N).
    !>

    WORK

    !>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
    !>          On exit, if INFO = 0, WORK(1) returns the required LWORK.
    !>

    LWORK

    !>          LWORK is 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 required sizes of the WORK and IWORK
    !>          arrays, returns these values as the first entries of the WORK
    !>          and IWORK arrays, and no error message related to LWORK or
    !>          LIWORK is issued by XERBLA.
    !>

    IWORK

    !>          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
    !>          On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
    !>

    LIWORK

    !>          LIWORK is 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 required sizes of the WORK and
    !>          IWORK arrays, returns these values as the first entries of
    !>          the WORK and IWORK arrays, and no error message related to
    !>          LWORK or LIWORK is issued by XERBLA.
    !>

    INFO

    !>          INFO is 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
    !>                    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.

Contributors:
    Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA

Definition at line 202 of file dspgvd.f.

Author

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