ZHEGVX(3)
π NAME π
Manual name: ZHEGVX(3) β yes bestie, this is the ZHEGVX(3) page from the Library Functions Manual. The NAME line points at the source file /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/zhegvx.f, so thatβs the file weβre talking about. No cap.
β¨ SYNOPSIS β¨
π Functions/Subroutines π
subroutine ZHEGVX (itype, jobz, range, uplo, n, a, lda, b, ldb, vl, vu,
il, iu, abstol, m, w, z, ldz, work, lwork, rwork, iwork, ifail,
info)
ZHEGVX
πΈ Function/Subroutine Documentation πΈ
Hereβs the full typed-out signature, exactly as it appears, bestie:
subroutine ZHEGVX (integer itype, character jobz, character range, character
uplo, integer n, complex*16, dimension( lda, * ) a, integer lda,
complex*16, dimension( ldb, * ) b, integer ldb, double precision vl,
double precision vu, integer il, integer iu, double precision abstol,
integer m, double precision, dimension( * ) w, complex*16, dimension(
ldz, * ) z, integer ldz, complex*16, dimension( * ) work, integer lwork,
double precision, dimension( * ) rwork, integer, dimension( * ) iwork,
integer, dimension( * ) ifail, integer info)
ZHEGVX
π Purpose π
Okay so ZHEGVX computes selected eigenvalues, and optionally eigenvectors, of a complex generalized Hermitian-definite eigenproblem. The forms are 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. You can select eigenvalues and eigenvectors by specifying either a range of values or a range of indices for the desired eigenvalues. Iconic behavior, honestly.
π§ Parameters π§
π ITYPE
ITYPE is INTEGER. It 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
π¦ JOBZ
JOBZ is CHARACTER*1:
= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors.
πΈ RANGE
RANGE is CHARACTER*1:
= 'A': all eigenvalues will be found.= 'V': all eigenvalues in the half-open interval(VL,VU]will be found.= 'I': theIL-th throughIU-th eigenvalues will be found.
π UPLO
UPLO is CHARACTER*1:
= 'U': Upper triangles ofAandBare stored;= 'L': Lower triangles ofAandBare stored.
β¨ N
N is INTEGER. Itβs the order of the matrices A and B. N >= 0.
π A
A is a COMPLEX*16 array, dimension (LDA, N).
On entry, itβs 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. Not me losing the diagonal, but yes.
π LDA
LDA is INTEGER. Itβs the leading dimension of the array A. LDA >= max(1,N).
π¦ B
B is a COMPLEX*16 array, dimension (LDB, N).
On entry, itβs 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.
πΈ LDB
LDB is INTEGER. Itβs the leading dimension of the array B. LDB >= max(1,N).
π VL
VL is DOUBLE PRECISION.
If RANGE='V', itβs the lower bound of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.
β¨ VU
VU is DOUBLE PRECISION.
If RANGE='V', itβs the upper bound of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.
π IL
IL is INTEGER.
If RANGE='I', itβs the index of the smallest eigenvalue to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'.
π¦ IU
IU is INTEGER.
If RANGE='I', itβs the index of the largest eigenvalue to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'.
π ABSTOL
ABSTOL is DOUBLE PRECISION. Itβs the absolute error tolerance for the eigenvalues.
Hereβs the convergence vibe check: an approximate eigenvalue is accepted as converged when itβs 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 C to tridiagonal form, where C is the symmetric matrix of the standard symmetric problem to which the generalized problem is transformed.
Eigenvalues will be computed most accurately when ABSTOL is set to twice the underflow threshold 2*DLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*DLAMCH('S'). Thatβs the tea.
πΈ M
M is INTEGER. Itβs the total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
π W
W is a DOUBLE PRECISION array, dimension (N). The first M elements contain the selected eigenvalues in ascending order.
β¨ Z
Z is a COMPLEX*16 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 leastmax(1,M)columns are supplied in the arrayZ; ifRANGE = 'V', the exact value ofMis not known in advance and an upper bound must be used.
π LDZ
LDZ is INTEGER. Itβs the leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N).
π¦ WORK
WORK is a COMPLEX*16 array, dimension (MAX(1,LWORK)). On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
π LWORK
LWORK is INTEGER. Itβs the length of the array WORK. LWORK >= max(1,2*N).
For optimal efficiency, LWORK >= (NB+1)*N, where NB is the blocksize for ZHETRD 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.
πΈ RWORK
RWORK is a DOUBLE PRECISION array, dimension (7*N).
π IWORK
IWORK is an INTEGER array, dimension (5*N).
β¨ IFAIL
IFAIL is an 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.
π INFO
INFO is INTEGER:
= 0: successful exit< 0: ifINFO = -i, thei-th argument had an illegal value> 0:ZPOTRForZHEEVXreturned an error code:<= N: ifINFO = i,ZHEEVXfailed to converge;ieigenvectors failed to converge. Their indices are stored in arrayIFAIL.> N: ifINFO = N + i, for1 <= i <= N, then the leading principal minor of orderiofBis not positive. The factorization ofBcould not be completed and no eigenvalues or eigenvectors were computed.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π¦ Contributors: π¦
- Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
π Definition at line 304 of file zhegvx.f. π
π§ Author π§
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