CHPGVD computes all the eigenvalues and, optionally, the 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.


 If eigenvectors are desired, it uses a divide and conquer algorithm.


 The divide and conquer algorithm makes very mild assumptions about


 floating point arithmetic. It will work on machines with a guard


 digit in add/subtract, or on those binary machines without guard


 digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or


 Cray-2. It could conceivably fail on hexadecimal or decimal machines


 without guard digits, but we know of none.

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

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.

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.

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.

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.  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 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 COMPLEX array, dimension (MAX(1,LWORK))


          On exit, if INFO = 0, WORK(1) returns the required LWORK.

LWORK

          LWORK is INTEGER


          The dimension of array WORK.


          If N <= 1,               LWORK >= 1.


          If JOBZ = 'N' and N > 1, LWORK >= N.


          If JOBZ = 'V' and N > 1, LWORK >= 2*N.


          If LWORK = -1, then a workspace query is assumed; the routine


          only calculates the required sizes of the WORK, RWORK and


          IWORK arrays, returns these values as the first entries of


          the WORK, RWORK and IWORK arrays, and no error message


          related to LWORK or LRWORK or LIWORK is issued by XERBLA.

RWORK

          RWORK is REAL array, dimension (MAX(1,LRWORK))


          On exit, if INFO = 0, RWORK(1) returns the required LRWORK.

LRWORK

          LRWORK is INTEGER


          The dimension of array RWORK.


          If N <= 1,               LRWORK >= 1.


          If JOBZ = 'N' and N > 1, LRWORK >= N.


          If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.


          If LRWORK = -1, then a workspace query is assumed; the


          routine only calculates the required sizes of the WORK, RWORK


          and IWORK arrays, returns these values as the first entries


          of the WORK, RWORK and IWORK arrays, and no error message


          related to LWORK or LRWORK or LIWORK is issued by XERBLA.

IWORK

          IWORK is INTEGER array, dimension (MAX(1,LIWORK))


          On exit, if INFO = 0, IWORK(1) returns the required LIWORK.

LIWORK

          LIWORK is INTEGER


          The dimension of array IWORK.


          If JOBZ  = 'N' or N <= 1, LIWORK >= 1.


          If JOBZ  = 'V' and N > 1, LIWORK >= 3 + 5*N.


          If LIWORK = -1, then a workspace query is assumed; the


          routine only calculates the required sizes of the WORK, RWORK


          and IWORK arrays, returns these values as the first entries


          of the WORK, RWORK and IWORK arrays, and no error message


          related to LWORK or LRWORK or LIWORK is issued by XERBLA.

INFO

          INFO is INTEGER


          = 0:  successful exit


          < 0:  if INFO = -i, the i-th argument had an illegal value


          > 0:  CPPTRF or CHPEVD returned an error code:


             <= N:  if INFO = i, CHPEVD failed to converge;


                    i off-diagonal elements of an intermediate


                    tridiagonal form did not convergeto zero;


             > 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.

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

November 2011

Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA