hbgv(3) | LAPACK | hbgv(3) |
hbgv - {hb,sb}gv: eig, QR iteration
subroutine chbgv (jobz, uplo, n, ka, kb, ab, ldab, bb,
ldbb, w, z, ldz, work, rwork, info)
CHBGV subroutine dsbgv (jobz, uplo, n, ka, kb, ab, ldab, bb,
ldbb, w, z, ldz, work, info)
DSBGV subroutine ssbgv (jobz, uplo, n, ka, kb, ab, ldab, bb,
ldbb, w, z, ldz, work, info)
SSBGV subroutine zhbgv (jobz, uplo, n, ka, kb, ab, ldab, bb,
ldbb, w, z, ldz, work, rwork, info)
ZHBGV
CHBGV
Purpose:
CHBGV computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian and banded, and B is also positive definite.
Parameters
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.
KA
KA is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KA >= 0.
KB
KB is INTEGER The number of superdiagonals of the matrix B if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KB >= 0.
AB
AB is COMPLEX array, dimension (LDAB, N) On entry, the upper or lower triangle of the Hermitian band matrix A, stored in the first ka+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). On exit, the contents of AB are destroyed.
LDAB
LDAB is INTEGER The leading dimension of the array AB. LDAB >= KA+1.
BB
BB is COMPLEX array, dimension (LDBB, N) On entry, the upper or lower triangle of the Hermitian band matrix B, stored in the first kb+1 rows of the array. The j-th column of B is stored in the j-th column of the array BB as follows: if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j; if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb). On exit, the factor S from the split Cholesky factorization B = S**H*S, as returned by CPBSTF.
LDBB
LDBB is INTEGER The leading dimension of the array BB. LDBB >= KB+1.
W
W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.
Z
Z is COMPLEX array, dimension (LDZ, N) If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of eigenvectors, with the i-th column of Z holding the eigenvector associated with W(i). The eigenvectors are normalized so that Z**H*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 >= N.
WORK
WORK is COMPLEX array, dimension (N)
RWORK
RWORK is REAL array, dimension (3*N)
INFO
INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, and i is: <= N: the algorithm 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 CPBSTF returned INFO = i: B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
DSBGV
Purpose:
DSBGV computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric and banded, and B is also positive definite.
Parameters
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.
KA
KA is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KA >= 0.
KB
KB is INTEGER The number of superdiagonals of the matrix B if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KB >= 0.
AB
AB is DOUBLE PRECISION array, dimension (LDAB, N) On entry, the upper or lower triangle of the symmetric band matrix A, stored in the first ka+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). On exit, the contents of AB are destroyed.
LDAB
LDAB is INTEGER The leading dimension of the array AB. LDAB >= KA+1.
BB
BB is DOUBLE PRECISION array, dimension (LDBB, N) On entry, the upper or lower triangle of the symmetric band matrix B, stored in the first kb+1 rows of the array. The j-th column of B is stored in the j-th column of the array BB as follows: if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j; if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb). On exit, the factor S from the split Cholesky factorization B = S**T*S, as returned by DPBSTF.
LDBB
LDBB is INTEGER The leading dimension of the array BB. LDBB >= KB+1.
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, with the i-th column of Z holding the eigenvector associated with W(i). The eigenvectors are normalized so that Z**T*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 >= N.
WORK
WORK is DOUBLE PRECISION array, dimension (3*N)
INFO
INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, and i is: <= N: the algorithm 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 DPBSTF returned INFO = i: B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
SSBGV
Purpose:
SSBGV computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric and banded, and B is also positive definite.
Parameters
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.
KA
KA is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KA >= 0.
KB
KB is INTEGER The number of superdiagonals of the matrix B if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KB >= 0.
AB
AB is REAL array, dimension (LDAB, N) On entry, the upper or lower triangle of the symmetric band matrix A, stored in the first ka+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). On exit, the contents of AB are destroyed.
LDAB
LDAB is INTEGER The leading dimension of the array AB. LDAB >= KA+1.
BB
BB is REAL array, dimension (LDBB, N) On entry, the upper or lower triangle of the symmetric band matrix B, stored in the first kb+1 rows of the array. The j-th column of B is stored in the j-th column of the array BB as follows: if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j; if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb). On exit, the factor S from the split Cholesky factorization B = S**T*S, as returned by SPBSTF.
LDBB
LDBB is INTEGER The leading dimension of the array BB. LDBB >= KB+1.
W
W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.
Z
Z is REAL array, dimension (LDZ, N) If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of eigenvectors, with the i-th column of Z holding the eigenvector associated with W(i). The eigenvectors are normalized so that Z**T*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 >= N.
WORK
WORK is REAL array, dimension (3*N)
INFO
INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, and i is: <= N: the algorithm 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 SPBSTF returned INFO = i: B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
ZHBGV
Purpose:
ZHBGV computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian and banded, and B is also positive definite.
Parameters
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.
KA
KA is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KA >= 0.
KB
KB is INTEGER The number of superdiagonals of the matrix B if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KB >= 0.
AB
AB is COMPLEX*16 array, dimension (LDAB, N) On entry, the upper or lower triangle of the Hermitian band matrix A, stored in the first ka+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). On exit, the contents of AB are destroyed.
LDAB
LDAB is INTEGER The leading dimension of the array AB. LDAB >= KA+1.
BB
BB is COMPLEX*16 array, dimension (LDBB, N) On entry, the upper or lower triangle of the Hermitian band matrix B, stored in the first kb+1 rows of the array. The j-th column of B is stored in the j-th column of the array BB as follows: if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j; if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb). On exit, the factor S from the split Cholesky factorization B = S**H*S, as returned by ZPBSTF.
LDBB
LDBB is INTEGER The leading dimension of the array BB. LDBB >= KB+1.
W
W is DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order.
Z
Z is COMPLEX*16 array, dimension (LDZ, N) If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of eigenvectors, with the i-th column of Z holding the eigenvector associated with W(i). The eigenvectors are normalized so that Z**H*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 >= N.
WORK
WORK is COMPLEX*16 array, dimension (N)
RWORK
RWORK is DOUBLE PRECISION array, dimension (3*N)
INFO
INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, and i is: <= N: the algorithm 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 ZPBSTF returned INFO = i: B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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