SRC/chpgvx.f(3)
π NAME π
SRC/chpgvx.f β bestie, this page is from the Library Functions Manual, and it's all about the CHPGVX life. π«Ά
πΈ SYNOPSIS πΈ
β¨ Functions/Subroutines β¨
subroutine chpgvx (itype, jobz, range, uplo, n, ap, bp, vl, vu, il, iu,
abstol, m, w, z, ldz, work, rwork, iwork, ifail, info)
CHPGVX
π¦ Function/Subroutine Documentation π¦
subroutine chpgvx (integer itype, character jobz, character range, character
uplo, integer n, complex, dimension( * ) ap, complex, dimension( * ) bp,
real vl, real vu, integer il, integer iu, real abstol, integer m, real,
dimension( * ) w, complex, dimension( ldz, * ) z, integer ldz, complex,
dimension( * ) work, real, dimension( * ) rwork, integer, dimension( * )
iwork, integer, dimension( * ) ifail, integer info)
CHPGVX
β¨ Purpose β¨
Okay so CHPGVX 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, stored in packed format, 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. Slay. π
π Parameters π
ITYPEβ isINTEGER. 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
JOBZβ isCHARACTER*1:= 'N':compute eigenvalues only;= 'V':compute eigenvalues and eigenvectors.
RANGEβ isCHARACTER*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.
UPLOβ isCHARACTER*1:= 'U':upper triangles of A and B are stored;= 'L':lower triangles of A and B are stored.
Nβ isINTEGER. The order of the matrices A and B.N >= 0.APβ isCOMPLEX array, dimension (N*(N+1)/2). On entry, the upper or lower triangle of the Hermitian matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows:- if
UPLO = 'U',AP(i + (j-1)*j/2) = A(i,j)for1<=i<=j; - if
UPLO = 'L',AP(i + (j-1)*(2*n-j)/2) = A(i,j)forj<=i<=n.
- if
On exit, the contents of AP are destroyed. Gone. Poof. π
BPβ isCOMPLEX array, dimension (N*(N+1)/2). On entry, the upper or lower triangle of the Hermitian matrix B, packed columnwise in a linear array. The j-th column of B is stored in the array BP as follows:- if
UPLO = 'U',BP(i + (j-1)*j/2) = B(i,j)for1<=i<=j; - if
UPLO = 'L',BP(i + (j-1)*(2*n-j)/2) = B(i,j)forj<=i<=n.
- if
On exit, the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H, in the same storage format as B.
VLβ isREAL. IfRANGE='V', the lower bound of the interval to be searched for eigenvalues.VL < VU. Not referenced ifRANGE = 'A'or'I'.VUβ isREAL. IfRANGE='V', the upper bound of the interval to be searched for eigenvalues.VL < VU. Not referenced ifRANGE = 'A'or'I'.ILβ isINTEGER. IfRANGE='I', the index of the smallest eigenvalue to be returned.1 <= IL <= IU <= N, ifN > 0;IL = 1andIU = 0ifN = 0. Not referenced ifRANGE = 'A'or'V'.IUβ isINTEGER. IfRANGE='I', the index of the largest eigenvalue to be returned.1 <= IL <= IU <= N, ifN > 0;IL = 1andIU = 0ifN = 0. Not referenced ifRANGE = 'A'or'V'.ABSTOLβ isREAL. 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 AP to tridiagonal form.
Eigenvalues will be computed most accurately whenABSTOLis set to twice the underflow threshold2*SLAMCH('S'), not zero. If this routine returns withINFO>0, indicating that some eigenvectors did not converge, try settingABSTOLto2*SLAMCH('S').
Mβ isINTEGER. The total number of eigenvalues found.0 <= M <= N. IfRANGE = 'A',M = N, and ifRANGE = 'I',M = IU-IL+1.Wβ isREAL array, dimension (N). On normal exit, the first M elements contain the selected eigenvalues in ascending order.Zβ isCOMPLEX array, dimension (LDZ, N). IfJOBZ = 'N', then Z is not referenced. IfJOBZ = 'V', then ifINFO = 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 withW(i). The eigenvectors are normalized as follows:- if
ITYPE = 1or2,Z**H*B*Z = I; - if
ITYPE = 3,Z**H*inv(B)*Z = I.
- if
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 array Z; ifRANGE = 'V', the exact value of M is not known in advance and an upper bound must be used.
LDZβ isINTEGER. The leading dimension of the array Z.LDZ >= 1, and ifJOBZ = 'V',LDZ >= max(1,N).WORKβ isCOMPLEX array, dimension (2*N).RWORKβ isREAL array, dimension (7*N).IWORKβ isINTEGER array, dimension (5*N).IFAILβ isINTEGER array, dimension (N). IfJOBZ = 'V', then ifINFO = 0, the first M elements of IFAIL are zero. IfINFO > 0, then IFAIL contains the indices of the eigenvectors that failed to converge. IfJOBZ = 'N', then IFAIL is not referenced.INFOβ isINTEGER:= 0:successful exit< 0:ifINFO = -i, the i-th argument had an illegal value> 0:CPPTRForCHPEVXreturned an error code:<= N:ifINFO = i,CHPEVXfailed to converge; i eigenvectors failed to converge. Their indices are stored in arrayIFAIL.> N:ifINFO = N + i, for1 <= 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.
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
Definition at line 274 of file chpgvx.f.
π« Author π«
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