chpgvx(3P) Sun Performance Library chpgvx(3P)NAMEchpgvx - compute 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
SYNOPSIS
SUBROUTINE CHPGVX(ITYPE, JOBZ, RANGE, UPLO, N, AP, BP, VL, VU, IL,
IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO)
CHARACTER * 1 JOBZ, RANGE, UPLO
COMPLEX AP(*), BP(*), Z(LDZ,*), WORK(*)
INTEGER ITYPE, N, IL, IU, M, LDZ, INFO
INTEGER IWORK(*), IFAIL(*)
REAL VL, VU, ABSTOL
REAL W(*), RWORK(*)
SUBROUTINE CHPGVX_64(ITYPE, JOBZ, RANGE, UPLO, N, AP, BP, VL, VU, IL,
IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO)
CHARACTER * 1 JOBZ, RANGE, UPLO
COMPLEX AP(*), BP(*), Z(LDZ,*), WORK(*)
INTEGER*8 ITYPE, N, IL, IU, M, LDZ, INFO
INTEGER*8 IWORK(*), IFAIL(*)
REAL VL, VU, ABSTOL
REAL W(*), RWORK(*)
F95 INTERFACE
SUBROUTINE HPGVX(ITYPE, JOBZ, RANGE, UPLO, [N], AP, BP, VL, VU, IL,
IU, ABSTOL, M, W, Z, [LDZ], [WORK], [RWORK], [IWORK], IFAIL,
[INFO])
CHARACTER(LEN=1) :: JOBZ, RANGE, UPLO
COMPLEX, DIMENSION(:) :: AP, BP, WORK
COMPLEX, DIMENSION(:,:) :: Z
INTEGER :: ITYPE, N, IL, IU, M, LDZ, INFO
INTEGER, DIMENSION(:) :: IWORK, IFAIL
REAL :: VL, VU, ABSTOL
REAL, DIMENSION(:) :: W, RWORK
SUBROUTINE HPGVX_64(ITYPE, JOBZ, RANGE, UPLO, [N], AP, BP, VL, VU,
IL, IU, ABSTOL, M, W, Z, [LDZ], [WORK], [RWORK], [IWORK], IFAIL,
[INFO])
CHARACTER(LEN=1) :: JOBZ, RANGE, UPLO
COMPLEX, DIMENSION(:) :: AP, BP, WORK
COMPLEX, DIMENSION(:,:) :: Z
INTEGER(8) :: ITYPE, N, IL, IU, M, LDZ, INFO
INTEGER(8), DIMENSION(:) :: IWORK, IFAIL
REAL :: VL, VU, ABSTOL
REAL, DIMENSION(:) :: W, RWORK
C INTERFACE
#include <sunperf.h>
void chpgvx(int itype, char jobz, char range, char uplo, int n, complex
*ap, complex *bp, float vl, float vu, int il, int iu, float
abstol, int *m, float *w, complex *z, int ldz, int *ifail,
int *info);
void chpgvx_64(long itype, char jobz, char range, char uplo, long n,
complex *ap, complex *bp, float vl, float vu, long il, long
iu, float abstol, long *m, float *w, complex *z, long ldz,
long *ifail, long *info);
PURPOSEchpgvx 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.
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.
RANGE (input)
= '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)
= '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.
VL (input)
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'.
VU (input)
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)
If RANGE='I', the indices (in ascending order) of the small‐
est 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'.
IU (input)
If RANGE='I', the indices (in ascending order) of the small‐
est 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)
The absolute error tolerance for the eigenvalues. An approx‐
imate eigenvalue is accepted as converged when it is deter‐
mined 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 AP 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').
M (output)
The total number of eigenvalues found. 0 <= M <= N. If
RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) REAL array, dimension (N)
On normal exit, the first M elements contain the selected ei‐
genvalues in ascending order.
Z (output) 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 eigenvec‐
tor 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 (input)
The leading dimension of the array Z. LDZ >= 1, and if JOBZ
= 'V', LDZ >= max(1,N).
WORK (workspace)
COMPLEX array, dimension(2*N)
RWORK (workspace)
REAL array, dimension(7*N)
IWORK (workspace)
INTEGER array, dimension(5*N)
IFAIL (output)
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)
= 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 factor‐
ization of B could not be completed and no eigenvalues or
eigenvectors were computed.
FURTHER DETAILS
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
6 Mar 2009 chpgvx(3P)
