ZHBGVX(3) LAPACK driver routine (version 3.1) ZHBGVX(3)
NAME
ZHBGVX - all the eigenvalues, and optionally, the eigenvectors of a
complex generalized Hermitian-definite banded eigenproblem, of the form
A*x=(lambda)*B*x
SYNOPSIS
SUBROUTINE ZHBGVX( 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 )
CHARACTER JOBZ, RANGE, UPLO
INTEGER IL, INFO, IU, KA, KB, LDAB, LDBB, LDQ, LDZ, M, N
DOUBLE PRECISION ABSTOL, VL, VU
INTEGER IFAIL( * ), IWORK( * )
DOUBLE PRECISION RWORK( * ), W( * )
COMPLEX*16 AB( LDAB, * ), BB( LDBB, * ), Q( LDQ, * ), WORK( *
), Z( LDZ, * )
PURPOSE
ZHBGVX 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.
ARGUMENTS
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE (input) 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 (input) CHARACTER*1
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
N (input) INTEGER
The order of the matrices A and B. N >= 0.
KA (input) INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U', or
the number of subdiagonals if UPLO = 'L'. KA >= 0.
KB (input) INTEGER
The number of superdiagonals of the matrix B if UPLO = 'U', or
the number of subdiagonals if UPLO = 'L'. KB >= 0.
AB (input/output) COMPLEX*16 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 (input) INTEGER
The leading dimension of the array AB. LDAB >= KA+1.
BB (input/output) COMPLEX*16 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 ZPBSTF.
LDBB (input) INTEGER
The leading dimension of the array BB. LDBB >= KB+1.
Q (output) COMPLEX*16 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 con-
sequently C to tridiagonal form. If JOBZ = 'N', the array Q is
not referenced.
LDQ (input) INTEGER
The leading dimension of the array Q. If JOBZ = 'N', LDQ >= 1.
If JOBZ = 'V', LDQ >= max(1,N).
VL (input) DOUBLE PRECISION
VU (input) DOUBLE PRECISION If RANGE='V', the lower and
upper bounds of the interval to be searched for eigenvalues. VL
< VU. Not referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER If RANGE='I', the indices (in ascending
order) of the smallest and largest eigenvalues 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 (input) DOUBLE PRECISION
The absolute error tolerance for the eigenvalues. An approxi-
mate 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 reduc-
ing AP to tridiagonal form.
Eigenvalues will be computed most accurately when ABSTOL is set
to twice the underflow threshold 2*DLAMCH('S'), not zero. If
this routine returns with INFO>0, indicating that some eigen-
vectors did not converge, try setting ABSTOL to 2*DLAMCH('S').
M (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N. If RANGE
= 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z (output) COMPLEX*16 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 (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ =
'V', LDZ >= N.
WORK (workspace) COMPLEX*16 array, dimension (N)
RWORK (workspace) DOUBLE PRECISION array, dimension (7*N)
IWORK (workspace) INTEGER array, dimension (5*N)
IFAIL (output) 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 (output) 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 ZPBSTF
returned INFO = i: B is not positive definite. The factoriza-
tion of B could not be completed and no eigenvalues or eigen-
vectors were computed.
FURTHER DETAILS
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
LAPACK driver routine (version 3.N1o)vember 2006 ZHBGVX(3)