hegvx(3)
okay so bestie, welcome to hegvx(3) from the Library Functions Manual π
this is the part where we meet the {he,sy}gvx crew and get into the chegvx docs. letβs go π«Ά
πΈ NAME πΈ
hegvx-{he,sy}gvx: eig, bisection
π SYNOPSIS π
π« Functions π«
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)
CHEGVX
subroutine dsygvx (itype, jobz, range, uplo, n, a, lda, b, ldb, vl, vu,
il, iu, abstol, m, w, z, ldz, work, lwork, iwork, ifail, info)
DSYGVX
subroutine ssygvx (itype, jobz, range, uplo, n, a, lda, b, ldb, vl, vu,
il, iu, abstol, m, w, z, ldz, work, lwork, iwork, ifail, info)
SSYGVX
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
π¦ Detailed Description π¦
okay so this is the detailed-description zone, and then the actual function docs roll in. no extra lore, just the map π
π Function Documentation π
β¨ subroutine chegvx β¨
subroutine chegvx (integer itype, character jobz, character range, character
uplo, integer n, complex, dimension( lda, * ) a, integer lda, complex,
dimension( ldb, * ) b, integer ldb, real vl, real vu, integer il,
integer iu, real abstol, integer m, real, dimension( * ) w, complex,
dimension( ldz, * ) z, integer ldz, complex, dimension( * ) work,
integer lwork, real, dimension( * ) rwork, integer, dimension( * )
iwork, integer, dimension( * ) ifail, integer info)
CHEGVX
π Purpose π
CHEGVX 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. iconic behavior, honestly π
π Parameters π
ITYPEβITYPE 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
JOBZβJOBZ is CHARACTER*1= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors.
RANGEβRANGE is 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.
UPLOβUPLO is CHARACTER*1= 'U': Upper triangles of A and B are stored;= 'L': Lower triangles of A and B are stored.
NβN is INTEGER. The order of the matrices A and B.N >= 0.AβA is COMPLEX array, dimension (LDA, N). On entry, the Hermitian matrix A. IfUPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. IfUPLO = '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. yes bestie, destroyed β say bye to that triangle π
LDAβLDA is INTEGER. The leading dimension of the array A.LDA >= max(1,N).BβB is COMPLEX array, dimension (LDB, N). On entry, the Hermitian matrix B. IfUPLO = 'U', the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. IfUPLO = '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.
LDBβLDB is INTEGER. The leading dimension of the array B.LDB >= max(1,N).VLβVL is REAL. IfRANGE='V', the lower bound of the interval to be searched for eigenvalues.VL < VU. Not referenced ifRANGE = 'A'or'I'.VUβVU is REAL. IfRANGE='V', the upper bound of the interval to be searched for eigenvalues.VL < VU. Not referenced ifRANGE = 'A'or'I'.ILβIL is INTEGER. 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'.IUβIU is INTEGER. 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'.ABSTOLβABSTOL is 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 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*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'). ngl, this is the βread the manual twiceβ parameter π
MβM is INTEGER. The total number of eigenvalues found.0 <= M <= N. IfRANGE = 'A',M = N, and ifRANGE = 'I',M = IU-IL+1.WβW is REAL array, dimension (N). The first M elements contain the selected eigenvalues in ascending order.ZβZ is COMPLEX array, dimension (LDZ, max(1,M)). 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 = 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. bestie, this is a βyou gotta budget your columnsβ situation π
LDZβLDZ is INTEGER. The leading dimension of the array Z.LDZ >= 1, and ifJOBZ = 'V',LDZ >= max(1,N).WORKβWORK is COMPLEX array, dimension (MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβLWORK is INTEGER. The length of the array WORK.LWORK >= max(1,2*N). For optimal efficiency,LWORK >= (NB+1)*N, where NB is the blocksize forCHETRDreturned byILAENV.
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.
RWORKβRWORK is REAL array, dimension (7*N).IWORKβIWORK is INTEGER array, dimension (5*N).IFAILβIFAIL is INTEGER 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.INFOβINFO is 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 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«Ά Contributors: π«Ά
- Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Definition at line 304 of file chegvx.f.
π dsygvx β the double precision icon
subroutine dsygvx (integer itype, character jobz, character range, character
uplo, integer n, double precision, dimension( lda, * ) a, integer lda,
double precision, dimension( ldb, * ) b, integer ldb, double precision
vl, double precision vu, integer il, integer iu, double precision
abstol, integer m, double precision, dimension( * ) w, double precision,
dimension( ldz, * ) z, integer ldz, double precision, dimension( * )
work, integer lwork, integer, dimension( * ) iwork, integer, dimension(
* ) ifail, integer info)
DSYGVX
π¦ Purpose
okay so bestie, DSYGVX computes selected eigenvalues β and optionally eigenvectors too, like it's flexible β of a real generalized symmetric-definite eigenproblem. Three possible forms, pick your fighter:
A*x=(lambda)*B*x
A*Bx=(lambda)*x
B*A*x=(lambda)*x
Here A and B are assumed to be symmetric, and B is also positive definite (that part is non-negotiable, it's giving main character requirement β¨). And the way you get to pick which eigenvalues you want? By specifying either a range of values or a range of indices for the desired eigenvalues. Obsessed honestly.
π Parameters
ITYPEβ INTEGER, tells the routine which problem type to solve:= 1:A*x = (lambda)*B*x= 2:A*B*x = (lambda)*x= 3:B*A*x = (lambda)*x
JOBZβ CHARACTER*1, the "do I want the eigenvectors" switch:= 'N':compute eigenvalues only= 'V':compute eigenvalues and eigenvectors
RANGEβ CHARACTER*1, controls the selection vibe:= '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
UPLOβ CHARACTER*1, which triangle is the one storing the tea:= 'U':upper triangle ofAandBare stored= 'L':lower triangle ofAandBare stored
Nβ INTEGER, the order of the matrix pencil(A,B). Must beN >= 0.Aβ DOUBLE PRECISION array, dimension(LDA, N). On entry, the symmetric matrixA. IfUPLO = 'U', the leadingN-by-Nupper triangular part ofAcontains the upper triangular part of the matrixA. IfUPLO = 'L', the leadingN-by-Nlower triangular part ofAcontains the lower triangular part of the matrixA.
On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed. π so if you needed that copy, you should've copied it, bestie.
LDAβ INTEGER, the leading dimension of the arrayA. Must beLDA >= max(1,N).Bβ DOUBLE PRECISION array, dimension(LDB, N). On entry, the symmetric matrixB. IfUPLO = 'U', the leadingN-by-Nupper triangular part ofBcontains the upper triangular part of the matrixB. IfUPLO = 'L', the leadingN-by-Nlower triangular part ofBcontains the lower triangular part of the matrixB.
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. Yup, B gets a whole glow-up too π¦.
LDBβ INTEGER, the leading dimension of the arrayB. Must beLDB >= max(1,N).VLβ DOUBLE PRECISION. IfRANGE='V', the lower bound of the interval to be searched for eigenvalues.VL < VU. Not referenced ifRANGE = 'A'or'I'.VUβ DOUBLE PRECISION. IfRANGE='V', the upper bound of the interval to be searched for eigenvalues.VL < VU. Not referenced ifRANGE = 'A'or'I'.ILβ INTEGER. 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 INTEGER. 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 DOUBLE PRECISION, 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 C to tridiagonal form, where C is the symmetric matrix of the standard symmetric problem to which the generalized problem is transformed. (iykyk π§)
Real talk though: eigenvalues will be computed most accurately whenABSTOLis set to twice the underflow threshold2*DLAMCH('S'), not zero. And if this routine returns withINFO>0, meaning some eigenvectors did not converge, try settingABSTOLto2*DLAMCH('S'). Not me telling you twice π
Mβ INTEGER, the total number of eigenvalues found.0 <= M <= N. IfRANGE = 'A',M = N, and ifRANGE = 'I',M = IU-IL+1.Wβ DOUBLE PRECISION array, dimension(N). On normal exit, the firstMelements contain the selected eigenvalues in ascending order. Slay, sorted β¨Zβ DOUBLE PRECISION array, dimension(LDZ, max(1,M)). IfJOBZ = 'N', thenZis not referenced at all, ignore her. IfJOBZ = 'V', then ifINFO = 0, the firstMcolumns ofZcontain the orthonormal eigenvectors of the matrixAcorresponding to the selected eigenvalues, with thei-th column ofZholding the eigenvector associated withW(i).
The eigenvectors are normalized as follows:
- if
ITYPE = 1or2,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.
Heads up bestie: 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. Plan ahead, okay? π
LDZβ INTEGER, the leading dimension of the arrayZ.LDZ >= 1, and ifJOBZ = 'V',LDZ >= max(1,N).WORKβ DOUBLE PRECISION array, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK. It's literally telling you the answer π«ΆLWORKβ INTEGER, the length of the arrayWORK.LWORK >= max(1,8*N). For optimal efficiency,LWORK >= (NB+3)*N, whereNBis the blocksize forDSYTRDreturned byILAENV.
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. Sneaky but iconic.
IWORKβ INTEGER array, dimension(5*N).IFAILβ INTEGER array, dimension(N). IfJOBZ = 'V', then ifINFO = 0, the firstMelements ofIFAILare zero. IfINFO > 0, thenIFAILcontains the indices of the eigenvectors that failed to converge. IfJOBZ = 'N', thenIFAILis not referenced.INFOβ INTEGER, the whole mood report:= 0:successful exit π< 0:ifINFO = -i, thei-th argument had an illegal value π> 0:DPOTRForDSYEVXreturned an error code:<= N:ifINFO = i,DSYEVXfailed 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. Rough π
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Definition at line 294 of file dsygvx.f.
π ssygvx β same energy, single precision
subroutine ssygvx (integer itype, character jobz, character range, character
uplo, integer n, real, dimension( lda, * ) a, integer lda, real,
dimension( ldb, * ) b, integer ldb, real vl, real vu, integer il,
integer iu, real abstol, integer m, real, dimension( * ) w, real,
dimension( ldz, * ) z, integer ldz, real, dimension( * ) work, integer
lwork, integer, dimension( * ) iwork, integer, dimension( * ) ifail,
integer info)
SSYGVX
π Purpose
SSYGVX computes selected eigenvalues β and optionally eigenvectors, because she's generous β of a real generalized symmetric-definite eigenproblem, of the form:
A*x=(lambda)*B*x
A*Bx=(lambda)*x
B*A*x=(lambda)*x
Here A and B are assumed to be symmetric 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. Same deal as her double-precision sister, just real instead of double precision β the vibe check passed β
π Parameters
Okay so the parameter list kicks off with the problem-type selector β first up: ITYPE
ITYPEβ bestie,ITYPE is INTEGER, and it picks the whole problem-type vibe:= 1: A*x = (lambda)*B*x= 2: A*B*x = (lambda)*x= 3: B*A*x = (lambda)*x
JOBZβJOBZ is CHARACTER*1, so it decides how much we're doing:= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors.
RANGEβRANGE is CHARACTER*1, and this is the βwhich eigenvalues, exactly?β selector:= '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.
UPLOβUPLO is CHARACTER*1, and it tells us which triangle got stored:= 'U': Upper triangle of A and B are stored;= 'L': Lower triangle of A and B are stored.
NβN is INTEGER. It's the order of the matrix pencil(A,B). AndN >= 0.obvi.AβA is REAL array, dimension (LDA, N). On entry, it's the symmetric matrixA, okay?- If
UPLO = 'U', the leadingN-by-Nupper triangular part ofAcontains the upper triangular part of the matrixA. - If
UPLO = 'L', the leadingN-by-Nlower triangular part ofAcontains the lower triangular part of the matrixA. - On exit, the lower triangle (if
UPLO='L') or the upper triangle (ifUPLO='U') ofA, including the diagonal, is destroyed. Like, gone gone. No cap. π
- If
LDAβLDA is INTEGER. It's the leading dimension of the arrayA, andLDA >= max(1,N).BβB is REAL array, dimension (LDB, N). On entry, it's the symmetric matrixB.- If
UPLO = 'U', the leadingN-by-Nupper triangular part ofBcontains the upper triangular part of the matrixB. - If
UPLO = 'L', the leadingN-by-Nlower triangular part ofBcontains the lower triangular part of the matrixB. - On exit, if
INFO <= N, the part ofBcontaining the matrix is overwritten by the triangular factorUorLfrom the Cholesky factorizationB = U**T*UorB = L*L**T. So yeah,Bgets a whole new outfit. π
- If
LDBβLDB is INTEGER. Leading dimension of the arrayB, andLDB >= max(1,N).VLβVL is REAL. IfRANGE='V', this is the lower bound of the interval to be searched for eigenvalues.VL < VU.Not referenced ifRANGE = 'A'or'I'.VUβVU is REAL. IfRANGE='V', this is the upper bound of the interval to be searched for eigenvalues.VL < VU.Not referenced ifRANGE = 'A'or'I'.ILβIL is INTEGER. IfRANGE='I', it's 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 ifRANGE = 'A'or'V'.IUβIU is INTEGER. IfRANGE='I', it's 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 ifRANGE = 'A'or'V'.ABSTOLβABSTOL is REAL. It's the absolute error tolerance for the eigenvalues, bestie. 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 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*SLAMCH('S'). π«Ά
MβM is INTEGER. The total number of eigenvalues found.0 <= M <= N.IfRANGE = 'A',M = N, and ifRANGE = 'I',M = IU-IL+1.WβW is REAL array, dimension (N). On normal exit, the firstMelements contain the selected eigenvalues in ascending order. Slay. β¨ZβZ is REAL array, dimension (LDZ, max(1,M)).- If
JOBZ = 'N', thenZis not referenced. - If
JOBZ = 'V', then ifINFO = 0, the firstMcolumns ofZcontain the orthonormal eigenvectors of the matrixAcorresponding to the selected eigenvalues, with thei-th column ofZholding the eigenvector associated withW(i). - The eigenvectors are normalized as follows: if
ITYPE = 1or2,Z**T*B*Z = I; ifITYPE = 3,Z**T*inv(B)*Z = I. - If an eigenvector fails to converge, then that column of
Zcontains the latest approximation to the eigenvector, and the index of the eigenvector is returned inIFAIL. - Note: the user must ensure that at least
max(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. This is your reminder, not a suggestion. π
- If
LDZβLDZ is INTEGER. The leading dimension of the arrayZ.LDZ >= 1, and ifJOBZ = 'V',LDZ >= max(1,N).WORKβWORK is REAL array, dimension (MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβLWORK is INTEGER. The length of the arrayWORK.LWORK >= max(1,8*N).For optimal efficiency,LWORK >= (NB+3)*N, whereNBis the blocksize forSSYTRDreturned byILAENV.- If
LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of theWORKarray, returns this value as the first entry of theWORKarray, and no error message related toLWORKis issued byXERBLA. iykyk.
- If
IWORKβIWORK is INTEGER array, dimension (5*N).IFAILβIFAIL is INTEGER array, dimension (N).- If
JOBZ = 'V', then ifINFO = 0, the firstMelements ofIFAILare zero. - If
INFO > 0, thenIFAILcontains the indices of the eigenvectors that failed to converge. - If
JOBZ = 'N', thenIFAILis not referenced.
- If
INFOβINFO is INTEGER, and this is the final vibe check:= 0: successful exit< 0: if INFO = -i, the i-th argument had an illegal value> 0: SPOTRF or SSYEVX returned an error code:<= N: if INFO = i, SSYEVX failed to converge;i eigenvectors failed to converge. Their indicesare stored in array IFAIL.> N: if INFO = N + i, for 1 <= i <= N, then the leadingprincipal minor of order i of B is not positive.The factorization of B could not be completed andno eigenvalues or eigenvectors were computed.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
πΈ Contributors πΈ
- Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Definition at line 294 of file ssygvx.f.
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)
π¦ ZHEGVX π¦
π Purpose π
Okay so ZHEGVX 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. Literally the choose-your-own-adventure of eigenproblems. π
π Parameters π
ITYPEβITYPE is INTEGER, and 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
JOBZβJOBZ is CHARACTER*1:= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors.
RANGEβRANGE is 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.
UPLOβUPLO is CHARACTER*1:= 'U': Upper triangles of A and B are stored;= 'L': Lower triangles of A and B are stored.
NβN is INTEGER. The order of the matricesAandB.N >= 0.AβAβ okay soAisCOMPLEX*16array, dimension(LDA, N). On entry, sheβs the Hermitian matrixAβ main character energy. IfUPLO = 'U', the leadingN-by-Nupper triangular part ofAcontains the upper triangular part of the matrixA. IfUPLO = 'L', the leadingN-by-Nlower triangular part ofAcontains the lower triangular part of the matrixA. On exit, the lower triangle (ifUPLO='L') or the upper triangle (ifUPLO='U') ofA, including the diagonal, is destroyed π β like, gone-gone, not okay. This is a warning, bestie.LDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N). π¦BβBisCOMPLEX*16array, dimension(LDB, N). On entry, the Hermitian matrixB. IfUPLO = 'U', the leadingN-by-Nupper triangular part ofBcontains the upper triangular part of the matrixB. IfUPLO = 'L', the leadingN-by-Nlower triangular part ofBcontains the lower triangular part of the matrixB. On exit, ifINFO <= N, the part ofBcontaining the matrix is overwritten by the triangular factorUorLfrom the Cholesky factorizationB = U**H*UorB = L*L**H. slay. β¨LDBβLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N). πVLβVLisDOUBLE PRECISION. IfRANGE='V', the lower bound of the interval to be searched for eigenvalues.VL < VU. Not referenced ifRANGE = 'A'or'I'. πVUβVUisDOUBLE PRECISION. IfRANGE='V', the upper bound of the interval to be searched for eigenvalues.VL < VU. Not referenced ifRANGE = 'A'or'I'. πΈILβILisINTEGER. 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'. π«ΆIUβIUisINTEGER. 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'. πABSTOLβABSTOLisDOUBLE PRECISION. 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 toABSTOL + EPS * max( |a|,|b| ) ,whereEPSis the machine precision. IfABSTOLis less than or equal to zero, thenEPS*|T|will be used in its place, where|T|is the 1-norm of the tridiagonal matrix obtained by reducingCto tridiagonal form, whereCis 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'). π₯
MβMisINTEGER. The total number of eigenvalues found.0 <= M <= N. IfRANGE = 'A',M = N, and ifRANGE = 'I',M = IU-IL+1. βWβWisDOUBLE PRECISIONarray, dimension(N). The firstMelements contain the selected eigenvalues in ascending order. πZβZisCOMPLEX*16array, dimension(LDZ, max(1,M)). IfJOBZ = 'N', thenZis not referenced. IfJOBZ = 'V', then ifINFO = 0, the firstMcolumns ofZcontain the orthonormal eigenvectors of the matrixAcorresponding to the selected eigenvalues, with thei-th column ofZholding the eigenvector associated withW(i). The eigenvectors are normalized as follows: ifITYPE = 1or2,Z**T*B*Z = I; ifITYPE = 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. π
LDZβLDZisINTEGER. The leading dimension of the arrayZ.LDZ >= 1, and ifJOBZ = 'V',LDZ >= max(1,N). π¦WORKβWORKisCOMPLEX*16array, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK. β¨LWORKβLWORKisINTEGER. The length of the arrayWORK.LWORK >= max(1,2*N). For optimal efficiency,LWORK >= (NB+1)*N, whereNBis the blocksize forZHETRDreturned byILAENV. IfLWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of theWORKarray, returns this value as the first entry of theWORKarray, and no error message related toLWORKis issued byXERBLA. πRWORKβRWORKisDOUBLE PRECISIONarray, dimension(7*N). πIWORKβIWORKisINTEGERarray, dimension(5*N). πΈIFAILβIFAILisINTEGERarray, dimension(N). IfJOBZ = 'V', then ifINFO = 0, the firstMelements ofIFAILare zero. IfINFO > 0, thenIFAILcontains the indices of the eigenvectors that failed to converge. IfJOBZ = 'N', thenIFAILis not referenced. π«ΆINFOβINFOisINTEGER.= 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.
Contributors: π«Ά
- Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Definition at line 304 of file zhegvx.f. π
Author π
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