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dsygv.f(3) LAPACK dsygv.f(3)

NAME

dsygv.f -

SYNOPSIS

Functions/Subroutines


subroutine dsygv (ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, INFO)
DSYGST

Function/Subroutine Documentation

subroutine dsygv (integerITYPE, characterJOBZ, characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( * )W, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DSYGST

Purpose:


DSYGV computes all the eigenvalues, and optionally, the eigenvectors
of a real generalized symmetric-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 symmetric and B is also
positive definite.

Parameters:

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.

A


A is DOUBLE PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = 'V', then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**T*B*Z = I;
if ITYPE = 3, Z**T*inv(B)*Z = I.
If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
or the lower triangle (if UPLO='L') of A, including the
diagonal, is destroyed.

LDA


LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).

B


B is DOUBLE PRECISION array, dimension (LDB, N)
On entry, the symmetric positive definite matrix B.
If UPLO = 'U', the leading N-by-N upper triangular part of B
contains the upper triangular part of the matrix B.
If UPLO = 'L', the leading N-by-N lower triangular part of B
contains the lower triangular part of the matrix B.
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**T*U or B = L*L**T.

LDB


LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).

W


W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.

WORK


WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK


LWORK is INTEGER
The length of the array WORK. LWORK >= max(1,3*N-1).
For optimal efficiency, LWORK >= (NB+2)*N,
where NB is the blocksize for DSYTRD returned by ILAENV.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.

INFO


INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: DPOTRF or DSYEV returned an error code:
<= N: if INFO = i, DSYEV 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 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

Definition at line 175 of file dsygv.f.

Author

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Tue Sep 25 2012 Version 3.4.2