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ssbgvx.f(3) LAPACK ssbgvx.f(3)

NAME

ssbgvx.f -

SYNOPSIS

Functions/Subroutines


subroutine ssbgvx (JOBZ, RANGE, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO)
 
SSBGST

Function/Subroutine Documentation

subroutine ssbgvx (characterJOBZ, characterRANGE, characterUPLO, integerN, integerKA, integerKB, real, dimension( ldab, * )AB, integerLDAB, real, dimension( ldbb, * )BB, integerLDBB, real, dimension( ldq, * )Q, integerLDQ, realVL, realVU, integerIL, integerIU, realABSTOL, integerM, real, dimension( * )W, real, dimension( ldz, * )Z, integerLDZ, real, dimension( * )WORK, integer, dimension( * )IWORK, integer, dimension( * )IFAIL, integerINFO)

SSBGST
Purpose:
 SSBGVX computes selected eigenvalues, and optionally, 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.  Eigenvalues and
 eigenvectors can be selected by specifying either all eigenvalues,
 a range of values or a range of indices for the desired eigenvalues.
Parameters:
JOBZ
          JOBZ is CHARACTER*1
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.
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': the IL-th through IU-th eigenvalues will be found.
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(ka+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.
Q
          Q is REAL array, dimension (LDQ, N)
          If JOBZ = 'V', the n-by-n matrix used in the reduction of
          A*x = (lambda)*B*x to standard form, i.e. C*x = (lambda)*x,
          and consequently C to tridiagonal form.
          If JOBZ = 'N', the array Q is not referenced.
LDQ
          LDQ is INTEGER
          The leading dimension of the array Q.  If JOBZ = 'N',
          LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N).
VL
          VL is REAL
VU
          VU is REAL
If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.
IL
          IL is INTEGER
IU
          IU is INTEGER
If RANGE='I', the indices (in ascending order) of the smallest and largest eigenvalues 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'.
ABSTOL
          ABSTOL 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 A to tridiagonal form.
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').
M
          M is INTEGER
          The total number of eigenvalues found.  0 <= M <= N.
          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+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 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 >= max(1,N).
WORK
          WORK is REAL array, dimension (7N)
IWORK
          IWORK is INTEGER array, dimension (5N)
IFAIL
          IFAIL is INTEGER array, dimension (M)
          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 eigenvalues that failed to converge.
          If JOBZ = 'N', then IFAIL is not referenced.
INFO
          INFO is INTEGER
          = 0 : successful exit
          < 0 : if INFO = -i, the i-th argument had an illegal value
          <= N: if INFO = i, then i eigenvectors failed to converge.
                  Their indices are stored in IFAIL.
          > N : SPBSTF returned an error code; i.e.,
                if INFO = N + i, for 1 <= i <= N, then the leading
                minor of order i of B is not positive definite.
                The factorization of B could not be completed and
                no eigenvalues or eigenvectors were computed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Definition at line 284 of file ssbgvx.f.

Author

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