CHEGVX(3S)CHEGVX(3S)NAMECHEGVX - compute selected eigenvalues, and optionally, 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
SYNOPSIS
SUBROUTINE CHEGVX( ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB, VL, VU,
IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK,
IWORK, IFAIL, INFO )
CHARACTER JOBZ, RANGE, UPLO
INTEGER IL, INFO, ITYPE, IU, LDA, LDB, LDZ, LWORK, M, N
REAL ABSTOL, VL, VU
INTEGER IFAIL( * ), IWORK( * )
REAL RWORK( * ), W( * )
COMPLEX A( LDA, * ), B( LDB, * ), WORK( * ), Z( LDZ, * )
IMPLEMENTATION
These routines are part of the SCSL Scientific Library and can be loaded
using either the -lscs or the -lscs_mp option. The -lscs_mp option
directs the linker to use the multi-processor version of the library.
When linking to SCSL with -lscs or -lscs_mp, the default integer size is
4 bytes (32 bits). Another version of SCSL is available in which integers
are 8 bytes (64 bits). This version allows the user access to larger
memory sizes and helps when porting legacy Cray codes. It can be loaded
by using the -lscs_i8 option or the -lscs_i8_mp option. A program may use
only one of the two versions; 4-byte integer and 8-byte integer library
calls cannot be mixed.
PURPOSECHEGVX computes selected eigenvalues, and optionally, 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. Eigenvalues and
eigenvectors can be selected by specifying either a range of values or a
range of indices for the desired eigenvalues.
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
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JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE (input) CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU] will be
found. = 'I': the IL-th through IU-th eigenvalues will be found.
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.
A (input/output) COMPLEX 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, the lower triangle (if UPLO='L') or the upper triangle
(if UPLO='U') of A, including the diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output) COMPLEX 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 (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
VL (input) REAL
VU (input) REAL If RANGE='V', the lower and upper bounds of
the interval to be searched for eigenvalues. VL < VU. Not
referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER If RANGE='I', the indices (in ascending
order) of the smallest and largest eigenvalues to be returned. 1
<= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not
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referenced if RANGE = 'A' or 'V'.
ABSTOL (input) REAL
The absolute error tolerance for the eigenvalues. An approximate
eigenvalue is accepted as converged when it is determined to lie
in an interval [a,b] of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ) ,
where EPS is the machine precision. If ABSTOL is less than or
equal to zero, then EPS*|T| will be used in its place, where
|T| is the 1-norm of the tridiagonal matrix obtained by reducing
A to tridiagonal form.
Eigenvalues will be computed most accurately when ABSTOL is set
to twice the underflow threshold 2*SLAMCH('S'), not zero. If
this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*SLAMCH('S').
M (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N. If RANGE =
'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) REAL array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.
Z (output) COMPLEX array, dimension (LDZ, max(1,M))
If JOBZ = 'N', then Z is not referenced. If JOBZ = 'V', then if
INFO = 0, the first M columns of Z contain the orthonormal
eigenvectors of the matrix A corresponding to the selected
eigenvalues, with the i-th column of Z holding the eigenvector
associated with W(i). 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 an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, and the
index of the eigenvector is returned in IFAIL. Note: the user
must ensure that at least max(1,M) columns are supplied in the
array Z; if RANGE = 'V', the exact value of M is not known in
advance and an upper bound must be used.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ =
'V', LDZ >= max(1,N).
WORK (workspace/output) COMPLEX array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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LWORK (input) INTEGER
The length of the array WORK. LWORK >= max(1,2*N-1). For
optimal efficiency, LWORK >= (NB+1)*N, where NB is the blocksize
for CHETRD 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.
RWORK (workspace) REAL array, dimension (7*N)
IWORK (workspace) INTEGER array, dimension (5*N)
IFAIL (output) INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M elements of IFAIL
are zero. If INFO > 0, then IFAIL contains the indices of the
eigenvectors that failed to converge. If JOBZ = 'N', then IFAIL
is not referenced.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: CPOTRF or CHEEVX returned an error code:
<= N: if INFO = i, CHEEVX failed to converge; i eigenvectors
failed to converge. Their indices are stored in array IFAIL. >
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 Kentucky, USA
SEE ALSOINTRO_LAPACK(3S), INTRO_SCSL(3S)
This man page is available only online.
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