SRC/dsygvd.f(3) Library Functions Manual SRC/dsygvd.f(3) NAME SRC/dsygvd.f SYNOPSIS Functions/Subroutines subroutine dsygvd (itype, jobz, uplo, n, a, lda, b, ldb, w, work, lwork, iwork, liwork, info) DSYGVD Function/Subroutine Documentation subroutine dsygvd (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, dimension( * ) iwork, integer liwork, integer info) DSYGVD Purpose: !> !> DSYGVD 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. !> 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 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 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 dimension of the array WORK. !> If N <= 1, LWORK >= 1. !> If JOBZ = 'N' and N > 1, LWORK >= 2*N+1. !> 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 optimal 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 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 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: DPOTRF or DSYEVD 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 DSYEVD 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 219 of file dsygvd.f. Author Generated automatically by Doxygen for LAPACK from the source code. LAPACK Version 3.12.0 SRC/dsygvd.f(3)