table of contents
| hbgv(3) | LAPACK | hbgv(3) |
NAME¶
hbgv - {hb,sb}gv: eig, QR iteration
SYNOPSIS¶
Functions¶
subroutine chbgv (jobz, uplo, n, ka, kb, ab, ldab, bb,
ldbb, w, z, ldz, work, rwork, info)
CHBGV subroutine dsbgv (jobz, uplo, n, ka, kb, ab, ldab, bb,
ldbb, w, z, ldz, work, info)
DSBGV subroutine ssbgv (jobz, uplo, n, ka, kb, ab, ldab, bb,
ldbb, w, z, ldz, work, info)
SSBGV subroutine zhbgv (jobz, uplo, n, ka, kb, ab, ldab, bb,
ldbb, w, z, ldz, work, rwork, info)
ZHBGV
Detailed Description¶
Function Documentation¶
subroutine chbgv (character jobz, character uplo, integer n, integer ka, integer kb, complex, dimension( ldab, * ) ab, integer ldab, complex, dimension( ldbb, * ) bb, integer ldbb, real, dimension( * ) w, complex, dimension( ldz, * ) z, integer ldz, complex, dimension( * ) work, real, dimension( * ) rwork, integer info)¶
CHBGV
Purpose:
CHBGV computes all the eigenvalues, and optionally, the eigenvectors
of a complex generalized Hermitian-definite banded eigenproblem, of
the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian
and banded, and B is also positive definite.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
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 COMPLEX array, dimension (LDAB, N)
On entry, the upper or lower triangle of the Hermitian 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 COMPLEX array, dimension (LDBB, N)
On entry, the upper or lower triangle of the Hermitian 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(kb+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**H*S, as returned by CPBSTF.
LDBB
LDBB is INTEGER
The leading dimension of the array BB. LDBB >= KB+1.
W
W is REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is COMPLEX 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 that Z**H*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 >= N.
WORK
WORK is COMPLEX array, dimension (N)
RWORK
RWORK is REAL array, dimension (3*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, and i is:
<= N: the algorithm failed to converge:
i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
> N: if INFO = N + i, for 1 <= i <= N, then CPBSTF
returned INFO = i: 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.
subroutine dsbgv (character jobz, character uplo, integer n, integer ka, integer kb, double precision, dimension( ldab, * ) ab, integer ldab, double precision, dimension( ldbb, * ) bb, integer ldbb, double precision, dimension( * ) w, double precision, dimension( ldz, * ) z, integer ldz, double precision, dimension( * ) work, integer info)¶
DSBGV
Purpose:
DSBGV computes all the eigenvalues, and optionally, the 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.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
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 DOUBLE PRECISION 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 DOUBLE PRECISION 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(kb+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 DPBSTF.
LDBB
LDBB is INTEGER
The leading dimension of the array BB. LDBB >= KB+1.
W
W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is DOUBLE PRECISION 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 that 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 >= N.
WORK
WORK is DOUBLE PRECISION array, dimension (3*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, and i is:
<= N: the algorithm failed to converge:
i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
> N: if INFO = N + i, for 1 <= i <= N, then DPBSTF
returned INFO = i: 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.
subroutine ssbgv (character jobz, character uplo, integer n, integer ka, integer kb, real, dimension( ldab, * ) ab, integer ldab, real, dimension( ldbb, * ) bb, integer ldbb, real, dimension( * ) w, real, dimension( ldz, * ) z, integer ldz, real, dimension( * ) work, integer info)¶
SSBGV
Purpose:
SSBGV computes all the eigenvalues, and optionally, the 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.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
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(kb+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.
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 that 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 >= N.
WORK
WORK is REAL array, dimension (3*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, and i is:
<= N: the algorithm failed to converge:
i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
> N: if INFO = N + i, for 1 <= i <= N, then SPBSTF
returned INFO = i: 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.
subroutine zhbgv (character jobz, character uplo, integer n, integer ka, integer kb, complex*16, dimension( ldab, * ) ab, integer ldab, complex*16, dimension( ldbb, * ) bb, integer ldbb, double precision, dimension( * ) w, complex*16, dimension( ldz, * ) z, integer ldz, complex*16, dimension( * ) work, double precision, dimension( * ) rwork, integer info)¶
ZHBGV
Purpose:
ZHBGV computes all the eigenvalues, and optionally, the eigenvectors
of a complex generalized Hermitian-definite banded eigenproblem, of
the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian
and banded, and B is also positive definite.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
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 COMPLEX*16 array, dimension (LDAB, N)
On entry, the upper or lower triangle of the Hermitian 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 COMPLEX*16 array, dimension (LDBB, N)
On entry, the upper or lower triangle of the Hermitian 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(kb+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**H*S, as returned by ZPBSTF.
LDBB
LDBB is INTEGER
The leading dimension of the array BB. LDBB >= KB+1.
W
W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is COMPLEX*16 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 that Z**H*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 >= N.
WORK
WORK is COMPLEX*16 array, dimension (N)
RWORK
RWORK is DOUBLE PRECISION array, dimension (3*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, and i is:
<= N: the algorithm failed to converge:
i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
> N: if INFO = N + i, for 1 <= i <= N, then ZPBSTF
returned INFO = i: 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.
Author¶
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