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dsbgvd.f(3) LAPACK dsbgvd.f(3)

NAME

dsbgvd.f

SYNOPSIS

Functions/Subroutines


subroutine dsbgvd (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO)
DSBGVD

Function/Subroutine Documentation

subroutine dsbgvd (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 LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)

DSBGVD

Purpose:


DSBGVD 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. 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.

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(ka+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 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 >= max(1,N).

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 dimension of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= 2*N.
If JOBZ = 'V' and N > 1, LWORK >= 1 + 5*N + 2*N**2.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.

IWORK


IWORK is INTEGER array, dimension (MAX(1,LIWORK))
On exit, if LIWORK > 0, IWORK(1) returns the optimal LIWORK.

LIWORK


LIWORK is INTEGER
The dimension of the 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 optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK 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: 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.

Date:

June 2016

Contributors:

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

Definition at line 229 of file dsbgvd.f.

Author

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