SRC/zhegvd.f(3) Library Functions Manual SRC/zhegvd.f(3)

SRC/zhegvd.f


subroutine zhegvd (itype, jobz, uplo, n, a, lda, b, ldb, w, work, lwork, rwork, lrwork, iwork, liwork, info)
ZHEGVD

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.

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