SRC/ssygv.f(3)
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πΈ NAME
SRC/ssygv.f
β¨ SYNOPSIS
Functions/Subroutines
subroutine ssygv (itype, jobz, uplo, n, a, lda, b, ldb, w, work, lwork,
info)
SSYGV
π Function/Subroutine Documentation
π§ subroutine ssygv
subroutine ssygv (integer itype, character jobz, character uplo, integer n,
real, dimension( lda, * ) a, integer lda, real, dimension( ldb, * ) b,
integer ldb, real, dimension( * ) w, real, dimension( * ) work, integer
lwork, integer info)
SSYGV
π― Purpose
Okay so SSYGV 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. No cap, that part matters. π
π Parameters
π§ ITYPE
ITYPEisINTEGER- 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
JOBZisCHARACTER*1= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors.
πΈ UPLO
UPLOisCHARACTER*1= 'U': Upper triangles of A and B are stored;= 'L': Lower triangles of A and B are stored.
β¨ N
NisINTEGER- The order of the matrices A and B.
N >= 0.
π A
AisREALarray, 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. IfUPLO = '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 ifINFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows:- if
ITYPE = 1or2,Z**T*B*Z = I; - if
ITYPE = 3,Z**T*inv(B)*Z = I.
- if
- If
JOBZ = 'N', then on exit the upper triangle (ifUPLO='U') or the lower triangle (ifUPLO='L') of A, including the diagonal, is destroyed. π
π LDA
LDAisINTEGER- The leading dimension of the array A.
LDA >= max(1,N).
π§ B
BisREALarray, dimension(LDB, N)- On entry, the symmetric positive definite matrix B. If
UPLO = '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 factorizationB = U**T*UorB = L*L**T.
π LDB
LDBisINTEGER- The leading dimension of the array B.
LDB >= max(1,N).
π W
WisREALarray, dimension(N)- If
INFO = 0, the eigenvalues in ascending order.
π₯ WORK
WORKisREALarray, dimension(MAX(1,LWORK))- On exit, if
INFO = 0,WORK(1)returns the optimalLWORK.
π«Ά LWORK
LWORKisINTEGER- The length of the array
WORK.LWORK >= max(1,3*N-1). - For optimal efficiency,
LWORK >= (NB+2)*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.
π INFO
INFOisINTEGER= 0: successful exit< 0: ifINFO = -i, the i-th argument had an illegal value> 0:SPOTRForSSYEVreturned an error code:<= N: ifINFO = i,SSYEVfailed to converge;ioff-diagonal elements of an intermediate tridiagonal form did not converge to zero;> N: ifINFO = N + i, for1 <= i <= N, then the leading principal minor of orderiof B is not positive. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 173 of file ssygv.f.
π Author
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