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.TH CHPGVD l "15 June 2000" "LAPACK version 3.0" ")"
.SH 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
.SH SYNOPSIS
.TP 19
SUBROUTINE CHPGVD(
ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
.TP 19
.ti +4
CHARACTER
JOBZ, UPLO
.TP 19
.ti +4
INTEGER
INFO, ITYPE, LDZ, LIWORK, LRWORK, LWORK, N
.TP 19
.ti +4
INTEGER
IWORK( * )
.TP 19
.ti +4
REAL
RWORK( * ), W( * )
.TP 19
.ti +4
COMPLEX
AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
.SH 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.
.br
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.
.br
.SH ARGUMENTS
.TP 8
ITYPE (input) INTEGER
Specifies the problem type to be solved:
.br
= 1: A*x = (lambda)*B*x
.br
= 2: A*B*x = (lambda)*x
.br
= 3: B*A*x = (lambda)*x
.TP 8
JOBZ (input) CHARACTER*1
.br
= 'N': Compute eigenvalues only;
.br
= 'V': Compute eigenvalues and eigenvectors.
.TP 8
UPLO (input) CHARACTER*1
.br
= 'U': Upper triangles of A and B are stored;
.br
= 'L': Lower triangles of A and B are stored.
.TP 8
N (input) INTEGER
The order of the matrices A and B. N >= 0.
.TP 8
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.
.TP 8
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
factorization B = U**H*U or B = L*L**H, in the same storage
format as B.
.TP 8
W (output) REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
.TP 8
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.
.TP 8
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
.TP 8
WORK (workspace) COMPLEX array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
.TP 8
LWORK (input) 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.
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.
.TP 8
RWORK (workspace) REAL array, dimension (LRWORK)
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
.TP 8
LRWORK (input) 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.
If LRWORK = -1, then a workspace query is assumed; the
routine 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.
.TP 8
IWORK (workspace/output) INTEGER array, dimension (LIWORK)
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
.TP 8
LIWORK (input) INTEGER
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
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.
.TP 8
INFO (output) INTEGER
= 0: successful exit
.br
< 0: if INFO = -i, the i-th argument had an illegal value
.br
> 0: CPPTRF or CHPEVD returned an error code:
.br
<= 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.
.SH FURTHER DETAILS
Based on contributions by
.br
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
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