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ZHBGVX(1) LAPACK driver routine (version 3.2) ZHBGVX(1)

NAME

ZHBGVX - computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite banded eigenproblem, of the form A*x=(lambda)*B*x

SYNOPSIS

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

CHARACTER JOBZ, RANGE, UPLO INTEGER IL, INFO, IU, KA, KB, LDAB, LDBB, LDQ, LDZ, M, N DOUBLE PRECISION ABSTOL, VL, VU INTEGER IFAIL( * ), IWORK( * ) DOUBLE PRECISION RWORK( * ), W( * ) COMPLEX*16 AB( LDAB, * ), BB( LDBB, * ), Q( LDQ, * ), WORK( * ), Z( LDZ, * )

PURPOSE

ZHBGVX 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. Eigenvalues and eigenvectors can be selected by specifying either all eigenvalues, a range of values or a range of indices for the desired eigenvalues.

ARGUMENTS

= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.

= '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.

= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
The order of the matrices A and B. N >= 0.
The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KA >= 0.
The number of superdiagonals of the matrix B if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KB >= 0.
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.
The leading dimension of the array AB. LDAB >= KA+1.
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.
The leading dimension of the array BB. LDBB >= KB+1.
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.
The leading dimension of the array Q. If JOBZ = 'N', LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N).
VU (input) DOUBLE PRECISION 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'.
IU (input) 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'.
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*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').
The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
If INFO = 0, the eigenvalues in ascending order.
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.
The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= 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.
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, and i is:
<= N: then i eigenvectors failed to converge. Their indices are stored in array IFAIL. > 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.

FURTHER DETAILS

Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA

November 2008 LAPACK driver routine (version 3.2)