SRC/zhegvd.f(3) | Library Functions Manual | SRC/zhegvd.f(3) |
NAME
SRC/zhegvd.f
SYNOPSIS
Functions/Subroutines
subroutine zhegvd (itype, jobz, uplo, n, a, lda, b, ldb, w,
work, lwork, rwork, lrwork, iwork, liwork, info)
ZHEGVD
Function/Subroutine Documentation
subroutine zhegvd (integer itype, character jobz, character uplo, integer n, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldb, * ) b, integer ldb, double precision, dimension( * ) w, complex*16, dimension( * ) work, integer lwork, double precision, dimension( * ) rwork, integer lrwork, integer, dimension( * ) iwork, integer liwork, integer info)
ZHEGVD
Purpose:
!> !> ZHEGVD 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. !> !>
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 COMPLEX*16 array, dimension (LDA, N) !> On entry, the Hermitian 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**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
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !>
B
!> B is COMPLEX*16 array, dimension (LDB, N) !> On entry, the Hermitian 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**H*U or B = L*L**H. !>
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 COMPLEX*16 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. !> 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. !> !> If LWORK = -1, then a workspace query is assumed; the routine !> only calculates the optimal sizes of the WORK, RWORK and !> IWORK arrays, returns these values as the first entries of !> the WORK, RWORK and IWORK arrays, and no error message !> related to LWORK or LRWORK or LIWORK is issued by XERBLA. !>
RWORK
!> RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK)) !> On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. !>
LRWORK
!> LRWORK is 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 sizes of the WORK, RWORK !> and IWORK arrays, returns these values as the first entries !> of the WORK, RWORK and IWORK arrays, and no error message !> related to LWORK or LRWORK or LIWORK is issued by XERBLA. !>
IWORK
!> IWORK is INTEGER array, dimension (MAX(1,LIWORK)) !> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. !>
LIWORK
!> LIWORK is 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 sizes of the WORK, RWORK !> and IWORK arrays, returns these values as the first entries !> of the WORK, RWORK and IWORK arrays, and no error message !> related to LWORK or LRWORK 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: ZPOTRF or ZHEEVD returned an error code: !> <= N: if INFO = i and JOBZ = 'N', then the algorithm !> failed to converge; i off-diagonal elements of an !> intermediate tridiagonal form did not converge to !> zero; !> if INFO = i and JOBZ = 'V', then the algorithm !> failed to compute an eigenvalue while working on !> the submatrix lying in rows and columns INFO/(N+1) !> through mod(INFO,N+1); !> > 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.
Further Details:
!> !> Modified so that no backsubstitution is performed if ZHEEVD fails to !> converge (NEIG in old code could be greater than N causing out of !> bounds reference to A - reported by Ralf Meyer). Also corrected the !> description of INFO and the test on ITYPE. Sven, 16 Feb 05. !>
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky,
USA
Definition at line 241 of file zhegvd.f.
Author
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