LAPACK  3.5.0
LAPACK: Linear Algebra PACKage
chpgvx.f File Reference

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Functions/Subroutines

subroutine chpgvx (ITYPE, JOBZ, RANGE, UPLO, N, AP, BP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO)
 CHPGST More...
 

Function/Subroutine Documentation

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 
)

CHPGST

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Purpose:
 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.
Parameters
[in]ITYPE
          ITYPE 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
[in]JOBZ
          JOBZ is CHARACTER*1
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.
[in]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.
[in]UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangles of A and B are stored;
          = 'L':  Lower triangles of A and B are stored.
[in]N
          N is INTEGER
          The order of the matrices A and B.  N >= 0.
[in,out]AP
          AP is COMPLEX 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) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.

          On exit, the contents of AP are destroyed.
[in,out]BP
          BP is COMPLEX 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) for 1<=i<=j;
          if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.

          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.
[in]VL
          VL is REAL
[in]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'.
[in]IL
          IL is INTEGER
[in]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'.
[in]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 AP 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').
[out]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.
[out]W
          W is REAL array, dimension (N)
          On normal exit, the first M elements contain the selected
          eigenvalues in ascending order.
[out]Z
          Z is COMPLEX array, dimension (LDZ, N)
          If JOBZ = 'N', then Z is not referenced.
          If JOBZ = 'V', then if INFO = 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 with W(i).
          The eigenvectors are normalized as follows:
          if ITYPE = 1 or 2, Z**H*B*Z = I;
          if ITYPE = 3, Z**H*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.
[in]LDZ
          LDZ is INTEGER
          The leading dimension of the array Z.  LDZ >= 1, and if
          JOBZ = 'V', LDZ >= max(1,N).
[out]WORK
          WORK is COMPLEX array, dimension (2*N)
[out]RWORK
          RWORK is REAL array, dimension (7*N)
[out]IWORK
          IWORK is INTEGER array, dimension (5*N)
[out]IFAIL
          IFAIL is INTEGER array, dimension (N)
          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 eigenvectors that failed to converge.
          If JOBZ = 'N', then IFAIL is not referenced.
[out]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  CPPTRF or CHPEVX returned an error code:
             <= N:  if INFO = i, CHPEVX 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
                    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 270 of file chpgvx.f.

270 *
271 * -- LAPACK driver routine (version 3.4.0) --
272 * -- LAPACK is a software package provided by Univ. of Tennessee, --
273 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
274 * November 2011
275 *
276 * .. Scalar Arguments ..
277  CHARACTER jobz, range, uplo
278  INTEGER il, info, itype, iu, ldz, m, n
279  REAL abstol, vl, vu
280 * ..
281 * .. Array Arguments ..
282  INTEGER ifail( * ), iwork( * )
283  REAL rwork( * ), w( * )
284  COMPLEX ap( * ), bp( * ), work( * ), z( ldz, * )
285 * ..
286 *
287 * =====================================================================
288 *
289 * .. Local Scalars ..
290  LOGICAL alleig, indeig, upper, valeig, wantz
291  CHARACTER trans
292  INTEGER j
293 * ..
294 * .. External Functions ..
295  LOGICAL lsame
296  EXTERNAL lsame
297 * ..
298 * .. External Subroutines ..
299  EXTERNAL chpevx, chpgst, cpptrf, ctpmv, ctpsv, xerbla
300 * ..
301 * .. Intrinsic Functions ..
302  INTRINSIC min
303 * ..
304 * .. Executable Statements ..
305 *
306 * Test the input parameters.
307 *
308  wantz = lsame( jobz, 'V' )
309  upper = lsame( uplo, 'U' )
310  alleig = lsame( range, 'A' )
311  valeig = lsame( range, 'V' )
312  indeig = lsame( range, 'I' )
313 *
314  info = 0
315  IF( itype.LT.1 .OR. itype.GT.3 ) THEN
316  info = -1
317  ELSE IF( .NOT.( wantz .OR. lsame( jobz, 'N' ) ) ) THEN
318  info = -2
319  ELSE IF( .NOT.( alleig .OR. valeig .OR. indeig ) ) THEN
320  info = -3
321  ELSE IF( .NOT.( upper .OR. lsame( uplo, 'L' ) ) ) THEN
322  info = -4
323  ELSE IF( n.LT.0 ) THEN
324  info = -5
325  ELSE
326  IF( valeig ) THEN
327  IF( n.GT.0 .AND. vu.LE.vl ) THEN
328  info = -9
329  END IF
330  ELSE IF( indeig ) THEN
331  IF( il.LT.1 ) THEN
332  info = -10
333  ELSE IF( iu.LT.min( n, il ) .OR. iu.GT.n ) THEN
334  info = -11
335  END IF
336  END IF
337  END IF
338  IF( info.EQ.0 ) THEN
339  IF( ldz.LT.1 .OR. ( wantz .AND. ldz.LT.n ) ) THEN
340  info = -16
341  END IF
342  END IF
343 *
344  IF( info.NE.0 ) THEN
345  CALL xerbla( 'CHPGVX', -info )
346  RETURN
347  END IF
348 *
349 * Quick return if possible
350 *
351  IF( n.EQ.0 )
352  $ RETURN
353 *
354 * Form a Cholesky factorization of B.
355 *
356  CALL cpptrf( uplo, n, bp, info )
357  IF( info.NE.0 ) THEN
358  info = n + info
359  RETURN
360  END IF
361 *
362 * Transform problem to standard eigenvalue problem and solve.
363 *
364  CALL chpgst( itype, uplo, n, ap, bp, info )
365  CALL chpevx( jobz, range, uplo, n, ap, vl, vu, il, iu, abstol, m,
366  $ w, z, ldz, work, rwork, iwork, ifail, info )
367 *
368  IF( wantz ) THEN
369 *
370 * Backtransform eigenvectors to the original problem.
371 *
372  IF( info.GT.0 )
373  $ m = info - 1
374  IF( itype.EQ.1 .OR. itype.EQ.2 ) THEN
375 *
376 * For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
377 * backtransform eigenvectors: x = inv(L)**H*y or inv(U)*y
378 *
379  IF( upper ) THEN
380  trans = 'N'
381  ELSE
382  trans = 'C'
383  END IF
384 *
385  DO 10 j = 1, m
386  CALL ctpsv( uplo, trans, 'Non-unit', n, bp, z( 1, j ),
387  $ 1 )
388  10 CONTINUE
389 *
390  ELSE IF( itype.EQ.3 ) THEN
391 *
392 * For B*A*x=(lambda)*x;
393 * backtransform eigenvectors: x = L*y or U**H*y
394 *
395  IF( upper ) THEN
396  trans = 'C'
397  ELSE
398  trans = 'N'
399  END IF
400 *
401  DO 20 j = 1, m
402  CALL ctpmv( uplo, trans, 'Non-unit', n, bp, z( 1, j ),
403  $ 1 )
404  20 CONTINUE
405  END IF
406  END IF
407 *
408  RETURN
409 *
410 * End of CHPGVX
411 *
subroutine ctpmv(UPLO, TRANS, DIAG, N, AP, X, INCX)
CTPMV
Definition: ctpmv.f:144
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine chpevx(JOBZ, RANGE, UPLO, N, AP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO)
CHPEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matric...
Definition: chpevx.f:235
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:55
subroutine cpptrf(UPLO, N, AP, INFO)
CPPTRF
Definition: cpptrf.f:121
subroutine chpgst(ITYPE, UPLO, N, AP, BP, INFO)
CHPGST
Definition: chpgst.f:115
subroutine ctpsv(UPLO, TRANS, DIAG, N, AP, X, INCX)
CTPSV
Definition: ctpsv.f:146

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