chpgvd - compute 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
SUBROUTINE CHPGVD(ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO) CHARACTER*1 JOBZ, UPLO COMPLEX AP(*), BP(*), Z(LDZ,*), WORK(*) INTEGER ITYPE, N, LDZ, LWORK, LRWORK, LIWORK, INFO INTEGER IWORK(*) REAL W(*), RWORK(*) SUBROUTINE CHPGVD_64(ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO) CHARACTER*1 JOBZ, UPLO COMPLEX AP(*), BP(*), Z(LDZ,*), WORK(*) INTEGER*8 ITYPE, N, LDZ, LWORK, LRWORK, LIWORK, INFO INTEGER*8 IWORK(*) REAL W(*), RWORK(*) F95 INTERFACE SUBROUTINE HPGVD(ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO) CHARACTER(LEN=1) :: JOBZ, UPLO COMPLEX, DIMENSION(:) :: AP, BP, WORK COMPLEX, DIMENSION(:,:) :: Z INTEGER :: ITYPE, N, LDZ, LWORK, LRWORK, LIWORK, INFO INTEGER, DIMENSION(:) :: IWORK REAL, DIMENSION(:) :: W, RWORK SUBROUTINE HPGVD_64(ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO) CHARACTER(LEN=1) :: JOBZ, UPLO COMPLEX, DIMENSION(:) :: AP, BP, WORK COMPLEX, DIMENSION(:,:) :: Z INTEGER(8) :: ITYPE, N, LDZ, LWORK, LRWORK, LIWORK, INFO INTEGER(8), DIMENSION(:) :: IWORK REAL, DIMENSION(:) :: W, RWORK C INTERFACE #include <sunperf.h> void chpgvd(int itype, char jobz, char uplo, int n, complex *ap, com- plex *bp, float *w, complex *z, int ldz, int *info); void chpgvd_64(long itype, char jobz, char uplo, long n, complex *ap, complex *bp, float *w, complex *z, long ldz, long *info);
Oracle Solaris Studio Performance Library chpgvd(3P)
NAME
chpgvd - compute 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
SYNOPSIS
SUBROUTINE CHPGVD(ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
CHARACTER*1 JOBZ, UPLO
COMPLEX AP(*), BP(*), Z(LDZ,*), WORK(*)
INTEGER ITYPE, N, LDZ, LWORK, LRWORK, LIWORK, INFO
INTEGER IWORK(*)
REAL W(*), RWORK(*)
SUBROUTINE CHPGVD_64(ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
CHARACTER*1 JOBZ, UPLO
COMPLEX AP(*), BP(*), Z(LDZ,*), WORK(*)
INTEGER*8 ITYPE, N, LDZ, LWORK, LRWORK, LIWORK, INFO
INTEGER*8 IWORK(*)
REAL W(*), RWORK(*)
F95 INTERFACE
SUBROUTINE HPGVD(ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
CHARACTER(LEN=1) :: JOBZ, UPLO
COMPLEX, DIMENSION(:) :: AP, BP, WORK
COMPLEX, DIMENSION(:,:) :: Z
INTEGER :: ITYPE, N, LDZ, LWORK, LRWORK, LIWORK, INFO
INTEGER, DIMENSION(:) :: IWORK
REAL, DIMENSION(:) :: W, RWORK
SUBROUTINE HPGVD_64(ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ,
WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
CHARACTER(LEN=1) :: JOBZ, UPLO
COMPLEX, DIMENSION(:) :: AP, BP, WORK
COMPLEX, DIMENSION(:,:) :: Z
INTEGER(8) :: ITYPE, N, LDZ, LWORK, LRWORK, LIWORK, INFO
INTEGER(8), DIMENSION(:) :: IWORK
REAL, DIMENSION(:) :: W, RWORK
C INTERFACE
#include <sunperf.h>
void chpgvd(int itype, char jobz, char uplo, int n, complex *ap, com-
plex *bp, float *w, complex *z, int ldz, int *info);
void chpgvd_64(long itype, char jobz, char uplo, long n, complex *ap,
complex *bp, float *w, complex *z, long ldz, long *info);
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.
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 dig-
its, but we know of none.
ARGUMENTS
ITYPE (input)
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 (input)
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO (input)
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
N (input) The order of the matrices A and B. N >= 0.
AP (input/output) 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 (input/output) 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 fac-
torization B = U**H*U or B = L*L**H, in the same storage for-
mat as B.
W (output) REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z (output) 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 (input)
The leading dimension of the array Z. LDZ >= 1, and if JOBZ
= 'V', LDZ >= max(1,N).
WORK (workspace) COMPLEX array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input)
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 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.
RWORK (workspace) REAL array, dimension (LRWORK)
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
LRWORK (input)
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 rou-
tine only calculates the optimal size of the RWORK array,
returns this value as the first entry of the RWORK array, and
no error message related to LRWORK is issued by XERBLA.
IWORK (workspace/output) INTEGER array, dimension (LIWORK)
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
LIWORK (input)
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 rou-
tine 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.
INFO (output)
= 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 con-
vergeto 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 eigen-
values or eigenvectors were computed.
FURTHER DETAILS
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
7 Nov 2015 chpgvd(3P)