chbgvx(3)

complex Other Eigenvalue routines

Section 3 liblapack-doc bookworm source

Description

complexOTHEReigen

NAME

complexOTHEReigen - complex Other Eigenvalue routines

SYNOPSIS

Functions

subroutine cggglm (N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, INFO)
CGGGLM
subroutine chbev (JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, RWORK, INFO)
CHBEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
subroutine chbev_2stage (JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, LWORK, RWORK, INFO)
CHBEV_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
subroutine chbevd (JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
CHBEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
subroutine chbevd_2stage (JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
CHBEVD_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
subroutine chbevx (JOBZ, RANGE, UPLO, N, KD, AB, LDAB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO)
CHBEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
subroutine chbevx_2stage (JOBZ, RANGE, UPLO, N, KD, AB, LDAB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL, INFO)
CHBEVX_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
subroutine chbgv (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, RWORK, INFO)
CHBGV
subroutine chbgvd (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
CHBGVD
subroutine chbgvx (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)
CHBGVX
subroutine chpev (JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, RWORK, INFO)
CHPEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
subroutine chpevd (JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
CHPEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
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 matrices
subroutine chpgv (ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, RWORK, INFO)
CHPGV
subroutine chpgvd (ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
CHPGVD
subroutine chpgvx (ITYPE, JOBZ, RANGE, UPLO, N, AP, BP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO)
CHPGVX

Detailed Description

This is the group of complex Other Eigenvalue routines

Function Documentation

subroutine cggglm (integer N, integer M, integer P, complex, dimension( lda,* ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex,dimension( * ) D, complex, dimension( * ) X, complex, dimension( * ) Y,complex, dimension( * ) WORK, integer LWORK, integer INFO)

CGGGLM

Purpose:

CGGGLM solves a general Gauss-Markov linear model (GLM) problem:

minimize || y ||_2 subject to d = A*x + B*y
x

where A is an N-by-M matrix, B is an N-by-P matrix, and d is a
given N-vector. It is assumed that M <= N <= M+P, and

rank(A) = M and rank( A B ) = N.

Under these assumptions, the constrained equation is always
consistent, and there is a unique solution x and a minimal 2-norm
solution y, which is obtained using a generalized QR factorization
of the matrices (A, B) given by

A = Q*(R), B = Q*T*Z.
(0)

In particular, if matrix B is square nonsingular, then the problem
GLM is equivalent to the following weighted linear least squares
problem

minimize || inv(B)*(d-A*x) ||_2
x

where inv(B) denotes the inverse of B.

Parameters

N is INTEGER
The number of rows of the matrices A and B. N >= 0.

M is INTEGER
The number of columns of the matrix A. 0 <= M <= N.

P is INTEGER
The number of columns of the matrix B. P >= N-M.

A is COMPLEX array, dimension (LDA,M)
On entry, the N-by-M matrix A.
On exit, the upper triangular part of the array A contains
the M-by-M upper triangular matrix R.

LDA

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

B is COMPLEX array, dimension (LDB,P)
On entry, the N-by-P matrix B.
On exit, if N <= P, the upper triangle of the subarray
B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T;
if N > P, the elements on and above the (N-P)th subdiagonal
contain the N-by-P upper trapezoidal matrix T.

LDB

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

D is COMPLEX array, dimension (N)
On entry, D is the left hand side of the GLM equation.
On exit, D is destroyed.

X is COMPLEX array, dimension (M)

Y is COMPLEX array, dimension (P)

On exit, X and Y are the solutions of the GLM problem.

WORK

WORK is COMPLEX 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. LWORK >= max(1,N+M+P).
For optimum performance, LWORK >= M+min(N,P)+max(N,P)*NB,
where NB is an upper bound for the optimal blocksizes for
CGEQRF, CGERQF, CUNMQR and CUNMRQ.

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.
= 1: the upper triangular factor R associated with A in the
generalized QR factorization of the pair (A, B) is
singular, so that rank(A) < M; the least squares
solution could not be computed.
= 2: the bottom (N-M) by (N-M) part of the upper trapezoidal
factor T associated with B in the generalized QR
factorization of the pair (A, B) is singular, so that
rank( A B ) < N; the least squares solution could not
be computed.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine chbev (character JOBZ, character UPLO, integer N, integer KD,complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) W,complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK,real, dimension( * ) RWORK, integer INFO)

CHBEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices

Purpose:

CHBEV computes all the eigenvalues and, optionally, eigenvectors of
a complex Hermitian band matrix A.

Parameters

JOBZ

JOBZ is CHARACTER*1
= ’N’: Compute eigenvalues only;
= ’V’: Compute eigenvalues and eigenvectors.

UPLO

UPLO is CHARACTER*1
= ’U’: Upper triangle of A is stored;
= ’L’: Lower triangle of A is stored.

N is INTEGER
The order of the matrix A. N >= 0.

KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = ’U’,
or the number of subdiagonals if UPLO = ’L’. KD >= 0.

AB is COMPLEX array, dimension (LDAB, N)
On entry, the upper or lower triangle of the Hermitian band
matrix A, stored in the first KD+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(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = ’L’, AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).

On exit, AB is overwritten by values generated during the
reduction to tridiagonal form. If UPLO = ’U’, the first
superdiagonal and the diagonal of the tridiagonal matrix T
are returned in rows KD and KD+1 of AB, and if UPLO = ’L’,
the diagonal and first subdiagonal of T are returned in the
first two rows of AB.

LDAB

LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD + 1.

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

Z is COMPLEX array, dimension (LDZ, N)
If JOBZ = ’V’, then if INFO = 0, Z contains the orthonormal
eigenvectors of the matrix A, with the i-th column of Z
holding the eigenvector associated with W(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 (N)

RWORK

RWORK is REAL array, dimension (max(1,3*N-2))

INFO

INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, the algorithm failed to converge; i
off-diagonal elements of an intermediate tridiagonal
form did not converge to zero.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine chbev_2stage (character JOBZ, character UPLO, integer N, integerKD, complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) W,complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK,integer LWORK, real, dimension( * ) RWORK, integer INFO)

CHBEV_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices

Purpose:

CHBEV_2STAGE computes all the eigenvalues and, optionally, eigenvectors of
a complex Hermitian band matrix A using the 2stage technique for
the reduction to tridiagonal.

Parameters

JOBZ

JOBZ is CHARACTER*1
= ’N’: Compute eigenvalues only;
= ’V’: Compute eigenvalues and eigenvectors.
Not available in this release.

UPLO

UPLO is CHARACTER*1
= ’U’: Upper triangle of A is stored;
= ’L’: Lower triangle of A is stored.

N is INTEGER
The order of the matrix A. N >= 0.

KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = ’U’,
or the number of subdiagonals if UPLO = ’L’. KD >= 0.

LDAB

LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD + 1.

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

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

LWORK

LWORK is INTEGER
The length of the array WORK. LWORK >= 1, when N <= 1;
otherwise
If JOBZ = ’N’ and N > 1, LWORK must be queried.
LWORK = MAX(1, dimension) where
dimension = (2KD+1)*N + KD*NTHREADS
where KD is the size of the band.
NTHREADS is the number of threads used when
openMP compilation is enabled, otherwise =1.
If JOBZ = ’V’ and N > 1, LWORK must be queried. Not yet available.

If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal 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(1,3*N-2))

INFO

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

All details about the 2stage techniques are available in:

Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
Parallel reduction to condensed forms for symmetric eigenvalue problems
using aggregated fine-grained and memory-aware kernels. In Proceedings
of 2011 International Conference for High Performance Computing,
Networking, Storage and Analysis (SC ’11), New York, NY, USA,
Article 8 , 11 pages.
http://doi.acm.org/10.1145/2063384.2063394

A. Haidar, J. Kurzak, P. Luszczek, 2013.
An improved parallel singular value algorithm and its implementation
for multicore hardware, In Proceedings of 2013 International Conference
for High Performance Computing, Networking, Storage and Analysis (SC ’13).
Denver, Colorado, USA, 2013.
Article 90, 12 pages.
http://doi.acm.org/10.1145/2503210.2503292

A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
A novel hybrid CPU-GPU generalized eigensolver for electronic structure
calculations based on fine-grained memory aware tasks.
International Journal of High Performance Computing Applications.
Volume 28 Issue 2, Pages 196-209, May 2014.
http://hpc.sagepub.com/content/28/2/196

subroutine chbevd (character JOBZ, character UPLO, integer N, integer KD,complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) W,complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK,integer LWORK, real, dimension( * ) RWORK, integer LRWORK, integer,dimension( * ) IWORK, integer LIWORK, integer INFO)

CHBEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices

Purpose:

CHBEVD computes all the eigenvalues and, optionally, eigenvectors of
a complex Hermitian band matrix A. 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 triangle of A is stored;
= ’L’: Lower triangle of A is stored.

N is INTEGER
The order of the matrix A. N >= 0.

KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = ’U’,
or the number of subdiagonals if UPLO = ’L’. KD >= 0.

LDAB

LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD + 1.

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

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 optimal LWORK.

LWORK

LWORK is INTEGER
The dimension of the array WORK.
If N <= 1, LWORK must be at least 1.
If JOBZ = ’N’ and N > 1, LWORK must be at least N.
If JOBZ = ’V’ and N > 1, LWORK must be at least 2*N**2.

RWORK

RWORK is REAL array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.

LRWORK

LRWORK is INTEGER
The dimension of array RWORK.
If N <= 1, LRWORK must be at least 1.
If JOBZ = ’N’ and N > 1, LRWORK must be at least N.
If JOBZ = ’V’ and N > 1, LRWORK must be at least
1 + 5*N + 2*N**2.

If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal 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 optimal LIWORK.

LIWORK

LIWORK is INTEGER
The dimension of array IWORK.
If JOBZ = ’N’ or N <= 1, LIWORK must be at least 1.
If JOBZ = ’V’ and N > 1, LIWORK must be at least 3 + 5*N .

If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal 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

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine chbevd_2stage (character JOBZ, character UPLO, integer N, integerKD, complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) W,complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK,integer LWORK, real, dimension( * ) RWORK, integer LRWORK, integer,dimension( * ) IWORK, integer LIWORK, integer INFO)

CHBEVD_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices

Purpose:

CHBEVD_2STAGE computes all the eigenvalues and, optionally, eigenvectors of
a complex Hermitian band matrix A using the 2stage technique for
the reduction to tridiagonal. If eigenvectors are desired, it
uses a divide and conquer algorithm.

Parameters

JOBZ

JOBZ is CHARACTER*1
= ’N’: Compute eigenvalues only;
= ’V’: Compute eigenvalues and eigenvectors.
Not available in this release.

UPLO

UPLO is CHARACTER*1
= ’U’: Upper triangle of A is stored;
= ’L’: Lower triangle of A is stored.

N is INTEGER
The order of the matrix A. N >= 0.

KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = ’U’,
or the number of subdiagonals if UPLO = ’L’. KD >= 0.

LDAB

LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD + 1.

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

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 optimal LWORK.

LWORK

RWORK

RWORK is REAL array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.

LRWORK

IWORK

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

LIWORK

LIWORK is INTEGER
The dimension of array IWORK.
If JOBZ = ’N’ or N <= 1, LIWORK must be at least 1.
If JOBZ = ’V’ and N > 1, LIWORK must be at least 3 + 5*N .

INFO

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

All details about the 2stage techniques are available in:

subroutine chbevx (character JOBZ, character RANGE, character UPLO, integerN, integer KD, complex, dimension( ldab, * ) AB, integer LDAB, complex,dimension( ldq, * ) Q, integer LDQ, real VL, real VU, integer IL, integerIU, 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)

CHBEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices

Purpose:

CHBEVX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian band matrix A. Eigenvalues and eigenvectors
can be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.

Parameters

JOBZ

JOBZ is CHARACTER*1
= ’N’: Compute eigenvalues only;
= ’V’: Compute eigenvalues and eigenvectors.

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.

UPLO

UPLO is CHARACTER*1
= ’U’: Upper triangle of A is stored;
= ’L’: Lower triangle of A is stored.

N is INTEGER
The order of the matrix A. N >= 0.

KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = ’U’,
or the number of subdiagonals if UPLO = ’L’. KD >= 0.

On exit, AB is overwritten by values generated during the
reduction to tridiagonal form.

LDAB

LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD + 1.

Q is COMPLEX array, dimension (LDQ, N)
If JOBZ = ’V’, the N-by-N unitary matrix used in the
reduction to tridiagonal form.
If JOBZ = ’N’, the array Q is not referenced.

LDQ

LDQ is INTEGER
The leading dimension of the array Q. If JOBZ = ’V’, then
LDQ >= max(1,N).

VL is REAL
If RANGE=’V’, the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = ’A’ or ’I’.

VU is REAL
If RANGE=’V’, the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = ’A’ or ’I’.

IL is INTEGER
If RANGE=’I’, the index of the
smallest eigenvalue 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’.

IU is INTEGER
If RANGE=’I’, the index of the
largest eigenvalue 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’.

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 AB 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’).

See ’Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy,’ by Demmel and
Kahan, LAPACK Working Note #3.

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.

W is REAL array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.

Z is COMPLEX array, dimension (LDZ, max(1,M))
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).
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.
If JOBZ = ’N’, then Z is not referenced.
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.

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 (N)

RWORK

RWORK is REAL array, dimension (7*N)

IWORK

IWORK is INTEGER array, dimension (5*N)

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.

INFO

INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in array IFAIL.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine chbevx_2stage (character JOBZ, character RANGE, character UPLO,integer N, integer KD, complex, dimension( ldab, * ) AB, integer LDAB,complex, dimension( ldq, * ) Q, integer LDQ, real VL, real VU, integer IL,integer IU, real ABSTOL, integer M, real, dimension( * ) W, complex,dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK, integerLWORK, real, dimension( * ) RWORK, integer, dimension( * ) IWORK, integer,dimension( * ) IFAIL, integer INFO)

CHBEVX_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices

Purpose:

CHBEVX_2STAGE computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian band matrix A using the 2stage technique for
the reduction to tridiagonal. Eigenvalues and eigenvectors
can be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.

Parameters

JOBZ

JOBZ is CHARACTER*1
= ’N’: Compute eigenvalues only;
= ’V’: Compute eigenvalues and eigenvectors.
Not available in this release.

RANGE

UPLO

UPLO is CHARACTER*1
= ’U’: Upper triangle of A is stored;
= ’L’: Lower triangle of A is stored.

N is INTEGER
The order of the matrix A. N >= 0.

KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = ’U’,
or the number of subdiagonals if UPLO = ’L’. KD >= 0.

On exit, AB is overwritten by values generated during the
reduction to tridiagonal form.

LDAB

LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD + 1.

Q is COMPLEX array, dimension (LDQ, N)
If JOBZ = ’V’, the N-by-N unitary matrix used in the
reduction to tridiagonal form.
If JOBZ = ’N’, the array Q is not referenced.

LDQ

LDQ is INTEGER
The leading dimension of the array Q. If JOBZ = ’V’, then
LDQ >= max(1,N).

VL is REAL
If RANGE=’V’, the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = ’A’ or ’I’.

VU is REAL
If RANGE=’V’, the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = ’A’ or ’I’.

IL is INTEGER
If RANGE=’I’, the index of the
smallest eigenvalue 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’.

IU is INTEGER
If RANGE=’I’, the index of the
largest eigenvalue 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’.

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| ) ,

See ’Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy,’ by Demmel and
Kahan, LAPACK Working Note #3.

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.

W is REAL array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.

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 (LWORK)

LWORK

RWORK

RWORK is REAL array, dimension (7*N)

IWORK

IWORK is INTEGER array, dimension (5*N)

IFAIL

INFO

INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in array IFAIL.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

All details about the 2stage techniques are available in:

subroutine chbgv (character JOBZ, character UPLO, integer N, integer KA,integer KB, complex, dimension( ldab, * ) AB, integer LDAB, complex,dimension( ldbb, * ) BB, integer LDBB, real, dimension( * ) W, complex,dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK, real,dimension( * ) RWORK, integer INFO)

CHBGV

Purpose:

CHBGV 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.

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 is INTEGER
The order of the matrices A and B. N >= 0.

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 is INTEGER
The number of superdiagonals of the matrix B if UPLO = ’U’,
or the number of subdiagonals if UPLO = ’L’. KB >= 0.

AB is COMPLEX array, dimension (LDAB, N)
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.

LDAB

LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KA+1.

BB is COMPLEX array, dimension (LDBB, N)
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 CPBSTF.

LDBB

LDBB is INTEGER
The leading dimension of the array BB. LDBB >= KB+1.

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

Z is COMPLEX 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 that Z**H*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 >= N.

WORK

WORK is COMPLEX array, dimension (N)

RWORK

RWORK is REAL array, dimension (3*N)

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 CPBSTF
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.

subroutine chbgvd (character JOBZ, character UPLO, integer N, integer KA,integer KB, complex, dimension( ldab, * ) AB, integer LDAB, complex,dimension( ldbb, * ) BB, integer LDBB, real, dimension( * ) W, complex,dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK, integerLWORK, real, dimension( * ) RWORK, integer LRWORK, integer, dimension( * )IWORK, integer LIWORK, integer INFO)

CHBGVD

Purpose:

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

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 is INTEGER
The order of the matrices A and B. N >= 0.

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 is INTEGER
The number of superdiagonals of the matrix B if UPLO = ’U’,
or the number of subdiagonals if UPLO = ’L’. KB >= 0.

On exit, the contents of AB are destroyed.

LDAB

LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KA+1.

On exit, the factor S from the split Cholesky factorization
B = S**H*S, as returned by CPBSTF.

LDBB

LDBB is INTEGER
The leading dimension of the array BB. LDBB >= KB+1.

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

LDZ

LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = ’V’, LDZ >= N.

WORK

WORK is COMPLEX 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 >= N.
If JOBZ = ’V’ and N > 1, LWORK >= 2*N**2.

RWORK

RWORK is REAL array, dimension (MAX(1,LRWORK))
On exit, if INFO=0, RWORK(1) returns the optimal 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.

IWORK

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

INFO

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Contributors:

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

subroutine chbgvx (character JOBZ, character RANGE, character UPLO, integerN, integer KA, integer KB, complex, dimension( ldab, * ) AB, integer LDAB,complex, dimension( ldbb, * ) BB, integer LDBB, complex, dimension( ldq, ) Q, integer LDQ, real VL, real VU, integer IL, integer IU, real ABSTOL,integer M, real, dimension( ) W, complex, dimension( ldz, * ) Z, integerLDZ, complex, dimension( * ) WORK, real, dimension( * ) RWORK, integer,dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)

CHBGVX

Purpose:

CHBGVX 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.

Parameters

JOBZ

JOBZ is CHARACTER*1
= ’N’: Compute eigenvalues only;
= ’V’: Compute eigenvalues and eigenvectors.

RANGE

UPLO

UPLO is CHARACTER*1
= ’U’: Upper triangles of A and B are stored;
= ’L’: Lower triangles of A and B are stored.

N is INTEGER
The order of the matrices A and B. N >= 0.

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 is INTEGER
The number of superdiagonals of the matrix B if UPLO = ’U’,
or the number of subdiagonals if UPLO = ’L’. KB >= 0.

On exit, the contents of AB are destroyed.

LDAB

LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KA+1.

On exit, the factor S from the split Cholesky factorization
B = S**H*S, as returned by CPBSTF.

LDBB

LDBB is INTEGER
The leading dimension of the array BB. LDBB >= KB+1.

Q is COMPLEX array, dimension (LDQ, N)
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.

LDQ

LDQ is INTEGER
The leading dimension of the array Q. If JOBZ = ’N’,
LDQ >= 1. If JOBZ = ’V’, LDQ >= max(1,N).

VL is REAL

If RANGE=’V’, the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = ’A’ or ’I’.

VU is REAL

If RANGE=’V’, the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = ’A’ or ’I’.

IL is INTEGER

If RANGE=’I’, the index of the
smallest eigenvalue 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’.

IU is INTEGER

If RANGE=’I’, the index of the
largest eigenvalue 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’.

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| ) ,

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.

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

LDZ

LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = ’V’, LDZ >= N.

WORK

WORK is COMPLEX array, dimension (N)

RWORK

RWORK is REAL array, dimension (7*N)

IWORK

IWORK is INTEGER array, dimension (5*N)

IFAIL

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: then i eigenvectors failed to converge. Their
indices are stored in array IFAIL.
> N: if INFO = N + i, for 1 <= i <= N, then CPBSTF
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.

Contributors:

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

subroutine chpev (character JOBZ, character UPLO, integer N, complex,dimension( * ) AP, real, dimension( * ) W, complex, dimension( ldz, * ) Z,integer LDZ, complex, dimension( * ) WORK, real, dimension( * ) RWORK,integer INFO)

CHPEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices

Purpose:

CHPEV computes all the eigenvalues and, optionally, eigenvectors of a
complex Hermitian matrix in packed storage.

Parameters

JOBZ

JOBZ is CHARACTER*1
= ’N’: Compute eigenvalues only;
= ’V’: Compute eigenvalues and eigenvectors.

UPLO

UPLO is CHARACTER*1
= ’U’: Upper triangle of A is stored;
= ’L’: Lower triangle of A is stored.

N is INTEGER
The order of the matrix A. N >= 0.

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, AP is overwritten by values generated during the
reduction to tridiagonal form. If UPLO = ’U’, the diagonal
and first superdiagonal of the tridiagonal matrix T overwrite
the corresponding elements of A, and if UPLO = ’L’, the
diagonal and first subdiagonal of T overwrite the
corresponding elements of A.

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

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, 2*N-1))

RWORK

RWORK is REAL array, dimension (max(1, 3*N-2))

INFO

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine chpevd (character JOBZ, character UPLO, integer N, complex,dimension( * ) AP, real, dimension( * ) W, complex, dimension( ldz, * ) Z,integer LDZ, complex, dimension( * ) WORK, integer LWORK, real, dimension(* ) RWORK, integer LRWORK, integer, dimension( * ) IWORK, integer LIWORK,integer INFO)

CHPEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices

Purpose:

CHPEVD computes all the eigenvalues and, optionally, eigenvectors of
a complex Hermitian matrix A in packed storage. If eigenvectors are
desired, it uses a divide and conquer algorithm.

Parameters

JOBZ

JOBZ is CHARACTER*1
= ’N’: Compute eigenvalues only;
= ’V’: Compute eigenvalues and eigenvectors.

UPLO

UPLO is CHARACTER*1
= ’U’: Upper triangle of A is stored;
= ’L’: Lower triangle of A is stored.

N is INTEGER
The order of the matrix A. N >= 0.

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

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 must be at least 1.
If JOBZ = ’N’ and N > 1, LWORK must be at least N.
If JOBZ = ’V’ and N > 1, LWORK must be at least 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

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 must be at least 1.
If JOBZ = ’V’ and N > 1, LIWORK must be at least 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: if INFO = i, the algorithm failed to converge; i
off-diagonal elements of an intermediate tridiagonal
form did not converge to zero.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine chpevx (character JOBZ, character RANGE, character UPLO, integerN, complex, dimension( * ) AP, 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)

CHPEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices

Purpose:

CHPEVX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A in packed storage.
Eigenvalues/vectors can be selected by specifying either a range of
values or a range of indices for the desired eigenvalues.

Parameters

JOBZ

JOBZ is CHARACTER*1
= ’N’: Compute eigenvalues only;
= ’V’: Compute eigenvalues and eigenvectors.

RANGE

UPLO

UPLO is CHARACTER*1
= ’U’: Upper triangle of A is stored;
= ’L’: Lower triangle of A is stored.

N is INTEGER
The order of the matrix A. N >= 0.

VL is REAL
If RANGE=’V’, the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = ’A’ or ’I’.

VU is REAL
If RANGE=’V’, the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = ’A’ or ’I’.

IL is INTEGER
If RANGE=’I’, the index of the
smallest eigenvalue 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’.

IU is INTEGER
If RANGE=’I’, the index of the
largest eigenvalue 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’.

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| ) ,

See ’Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy,’ by Demmel and
Kahan, LAPACK Working Note #3.

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.

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

Z is COMPLEX array, dimension (LDZ, max(1,M))
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).
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.
If JOBZ = ’N’, then Z is not referenced.
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.

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 (2*N)

RWORK

RWORK is REAL array, dimension (7*N)

IWORK

IWORK is INTEGER array, dimension (5*N)

IFAIL

INFO

INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in array IFAIL.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine chpgv (integer ITYPE, character JOBZ, character UPLO, integer N,complex, dimension( * ) AP, complex, dimension( * ) BP, real, dimension( ) W, complex, dimension( ldz, ) Z, integer LDZ, complex, dimension( * )WORK, real, dimension( * ) RWORK, integer INFO)

CHPGV

Purpose:

CHPGV 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.

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 is INTEGER
The order of the matrices A and B. N >= 0.

On exit, the contents of AP are destroyed.

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

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, 2*N-1))

RWORK

RWORK is REAL array, dimension (max(1, 3*N-2))

INFO

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

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine chpgvd (integer ITYPE, character JOBZ, character UPLO, integer N,complex, dimension( * ) AP, complex, dimension( * ) BP, real, dimension( ) W, complex, dimension( ldz, ) Z, integer LDZ, complex, dimension( * )WORK, integer LWORK, real, dimension( * ) RWORK, integer LRWORK, integer,dimension( * ) IWORK, integer LIWORK, integer INFO)

CHPGVD

Purpose:

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.

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 is INTEGER
The order of the matrices A and B. N >= 0.

On exit, the contents of AP are destroyed.

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

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.

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.

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.

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.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Contributors:

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

subroutine chpgvx (integer ITYPE, character JOBZ, character RANGE, characterUPLO, 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)

CHPGVX

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

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.

RANGE

UPLO

UPLO is CHARACTER*1
= ’U’: Upper triangles of A and B are stored;
= ’L’: Lower triangles of A and B are stored.

N is INTEGER
The order of the matrices A and B. N >= 0.

On exit, the contents of AP are destroyed.

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.

VL is REAL

If RANGE=’V’, the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = ’A’ or ’I’.

VU is REAL

If RANGE=’V’, the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = ’A’ or ’I’.

IL is INTEGER

If RANGE=’I’, the index of the
smallest eigenvalue 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’.

IU is INTEGER

If RANGE=’I’, the index of the
largest eigenvalue 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’.

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| ) ,

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.

W is REAL array, dimension (N)
On normal exit, the first M elements contain the selected
eigenvalues in ascending order.

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.

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 (2*N)

RWORK

RWORK is REAL array, dimension (7*N)

IWORK

IWORK is INTEGER array, dimension (5*N)

IFAIL

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.

Contributors:

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

Author

Generated automatically by Doxygen for LAPACK from the source code.

Description

complexOTHEReigen

NAME

SYNOPSIS

Functions

Detailed Description

Function Documentation

subroutine cggglm (integer N, integer M, integer P, complex, dimension( lda,* ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, complex,dimension( * ) D, complex, dimension( * ) X, complex, dimension( * ) Y,complex, dimension( * ) WORK, integer LWORK, integer INFO)

subroutine chbev (character JOBZ, character UPLO, integer N, integer KD,complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) W,complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK,real, dimension( * ) RWORK, integer INFO)

subroutine chbev_2stage (character JOBZ, character UPLO, integer N, integerKD, complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) W,complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK,integer LWORK, real, dimension( * ) RWORK, integer INFO)

subroutine chpev (character JOBZ, character UPLO, integer N, complex,dimension( * ) AP, real, dimension( * ) W, complex, dimension( ldz, * ) Z,integer LDZ, complex, dimension( * ) WORK, real, dimension( * ) RWORK,integer INFO)

subroutine chpgv (integer ITYPE, character JOBZ, character UPLO, integer N,complex, dimension( * ) AP, complex, dimension( * ) BP, real, dimension( *) W, complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * )WORK, real, dimension( * ) RWORK, integer INFO)

Author

subroutine chpgv (integer ITYPE, character JOBZ, character UPLO, integer N,complex, dimension( * ) AP, complex, dimension( * ) BP, real, dimension( ) W, complex, dimension( ldz, ) Z, integer LDZ, complex, dimension( * )WORK, real, dimension( * ) RWORK, integer INFO)