sspgvd - compute 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
SUBROUTINE SSPGVD( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, * LWORK, IWORK, LIWORK, INFO) CHARACTER * 1 JOBZ, UPLO INTEGER ITYPE, N, LDZ, LWORK, LIWORK, INFO INTEGER IWORK(*) REAL AP(*), BP(*), W(*), Z(LDZ,*), WORK(*)
SUBROUTINE SSPGVD_64( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, * LWORK, IWORK, LIWORK, INFO) CHARACTER * 1 JOBZ, UPLO INTEGER*8 ITYPE, N, LDZ, LWORK, LIWORK, INFO INTEGER*8 IWORK(*) REAL AP(*), BP(*), W(*), Z(LDZ,*), WORK(*)
SUBROUTINE SPGVD( ITYPE, JOBZ, UPLO, [N], AP, BP, W, Z, [LDZ], [WORK], * [LWORK], [IWORK], [LIWORK], [INFO]) CHARACTER(LEN=1) :: JOBZ, UPLO INTEGER :: ITYPE, N, LDZ, LWORK, LIWORK, INFO INTEGER, DIMENSION(:) :: IWORK REAL, DIMENSION(:) :: AP, BP, W, WORK REAL, DIMENSION(:,:) :: Z
SUBROUTINE SPGVD_64( ITYPE, JOBZ, UPLO, [N], AP, BP, W, Z, [LDZ], * [WORK], [LWORK], [IWORK], [LIWORK], [INFO]) CHARACTER(LEN=1) :: JOBZ, UPLO INTEGER(8) :: ITYPE, N, LDZ, LWORK, LIWORK, INFO INTEGER(8), DIMENSION(:) :: IWORK REAL, DIMENSION(:) :: AP, BP, W, WORK REAL, DIMENSION(:,:) :: Z
#include <sunperf.h>
void sspgvd(int itype, char jobz, char uplo, int n, float *ap, float *bp, float *w, float *z, int ldz, int *info);
void sspgvd_64(long itype, char jobz, char uplo, long n, float *ap, float *bp, float *w, float *z, long ldz, long *info);
sspgvd 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, 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.
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
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.
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**T*U or B = L*L**T, in the same storage format as B.
WORK(1)
returns the optimal LWORK.
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.
IWORK(1)
returns the optimal LIWORK.
If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the IWORK array, returns this value as the first entry of the IWORK array, and no error message related to LIWORK is issued by XERBLA.
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: SPPTRF or SSPEVD returned an error code:
< = N: if INFO = i, SSPEVD 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.
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA