hegv(3)

NAME
hegv - {he,sy}gv: eig, QR iteration

SYNOPSIS

  Functions

subroutine chegv (itype, jobz, uplo, n, a, lda, b, ldb, w, work, lwork, rwork, info)
CHEGV
subroutine dsygv (itype, jobz, uplo, n, a, lda, b, ldb, w, work, lwork, info)
DSYGV
subroutine ssygv (itype, jobz, uplo, n, a, lda, b, ldb, w, work, lwork, info)
SSYGV
subroutine zhegv (itype, jobz, uplo, n, a, lda, b, ldb, w, work, lwork, rwork, info)
ZHEGV

Detailed Description

Function Documentation

  subroutine chegv (integer itype, character jobz, character uplo, integer n, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldb, * ) b, integer ldb, real, dimension( * ) w, complex, dimension( * ) work, integer lwork, real, dimension( * ) rwork, integer info)

CHEGV

Purpose:

    !>
    !> CHEGV 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 and B is also
    !> positive definite.
    !>

Parameters
    ITYPE

    !>          ITYPE is INTEGER
    !>          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

    !>          JOBZ is CHARACTER*1
    !>          = 'N':  Compute eigenvalues only;
    !>          = 'V':  Compute eigenvalues and eigenvectors.
    !>

    UPLO

    !>          UPLO is CHARACTER*1
    !>          = 'U':  Upper triangles of A and B are stored;
    !>          = 'L':  Lower triangles of A and B are stored.
    !>

    N

    !>          N is INTEGER
    !>          The order of the matrices A and B.  N >= 0.
    !>

    A

    !>          A is COMPLEX array, dimension (LDA, N)
    !>          On entry, the Hermitian matrix A.  If UPLO = 'U', the
    !>          leading N-by-N upper triangular part of A contains the
    !>          upper triangular part of the matrix A.  If UPLO = 'L',
    !>          the leading N-by-N lower triangular part of A contains
    !>          the lower triangular part of the matrix A.
    !>
    !>          On exit, if JOBZ = 'V', then if INFO = 0, A 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 on exit the upper triangle (if UPLO='U')
    !>          or the lower triangle (if UPLO='L') of A, including the
    !>          diagonal, is destroyed.
    !>

    LDA

    !>          LDA is INTEGER
    !>          The leading dimension of the array A.  LDA >= max(1,N).
    !>

    B

    !>          B is COMPLEX array, dimension (LDB, N)
    !>          On entry, the Hermitian positive definite matrix B.
    !>          If UPLO = 'U', the leading N-by-N upper triangular part of B
    !>          contains the upper triangular part of the matrix B.
    !>          If UPLO = 'L', the leading N-by-N lower triangular part of B
    !>          contains the lower triangular part of the matrix B.
    !>
    !>          On exit, if INFO <= N, the part of B containing the matrix is
    !>          overwritten by the triangular factor U or L from the Cholesky
    !>          factorization B = U**H*U or B = L*L**H.
    !>

    LDB

    !>          LDB is INTEGER
    !>          The leading dimension of the array B.  LDB >= max(1,N).
    !>

    W

    !>          W is REAL array, dimension (N)
    !>          If INFO = 0, the eigenvalues in ascending order.
    !>

    WORK

    !>          WORK is COMPLEX array, dimension (MAX(1,LWORK))
    !>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
    !>

    LWORK

    !>          LWORK is INTEGER
    !>          The length of the array WORK.  LWORK >= max(1,2*N-1).
    !>          For optimal efficiency, LWORK >= (NB+1)*N,
    !>          where NB is the blocksize for CHETRD returned by ILAENV.
    !>
    !>          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

    !>          RWORK is REAL array, dimension (max(1, 3*N-2))
    !>

    INFO

    !>          INFO is INTEGER
    !>          = 0:  successful exit
    !>          < 0:  if INFO = -i, the i-th argument had an illegal value
    !>          > 0:  CPOTRF or CHEEV returned an error code:
    !>             <= N:  if INFO = i, CHEEV 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
    !>                    principal minor of order i of B is not positive.
    !>                    The factorization of B could not be completed and
    !>                    no eigenvalues or eigenvectors were computed.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

  subroutine dsygv (integer itype, character jobz, character uplo, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, double precision, dimension( * ) w, double precision, dimension( * ) work, integer lwork, integer info)

DSYGV

Purpose:

    !>
    !> DSYGV 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 and B is also
    !> positive definite.
    !>

Parameters
    ITYPE

    !>          ITYPE is INTEGER
    !>          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

    !>          JOBZ is CHARACTER*1
    !>          = 'N':  Compute eigenvalues only;
    !>          = 'V':  Compute eigenvalues and eigenvectors.
    !>

    UPLO

    !>          UPLO is CHARACTER*1
    !>          = 'U':  Upper triangles of A and B are stored;
    !>          = 'L':  Lower triangles of A and B are stored.
    !>

    N

    !>          N is INTEGER
    !>          The order of the matrices A and B.  N >= 0.
    !>

    A

    !>          A is DOUBLE PRECISION array, dimension (LDA, N)
    !>          On entry, the symmetric matrix A.  If UPLO = 'U', the
    !>          leading N-by-N upper triangular part of A contains the
    !>          upper triangular part of the matrix A.  If UPLO = 'L',
    !>          the leading N-by-N lower triangular part of A contains
    !>          the lower triangular part of the matrix A.
    !>
    !>          On exit, if JOBZ = 'V', then if INFO = 0, A contains the
    !>          matrix Z of eigenvectors.  The eigenvectors are normalized
    !>          as follows:
    !>          if ITYPE = 1 or 2, Z**T*B*Z = I;
    !>          if ITYPE = 3, Z**T*inv(B)*Z = I.
    !>          If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
    !>          or the lower triangle (if UPLO='L') of A, including the
    !>          diagonal, is destroyed.
    !>

    LDA

    !>          LDA is INTEGER
    !>          The leading dimension of the array A.  LDA >= max(1,N).
    !>

    B

    !>          B is DOUBLE PRECISION array, dimension (LDB, N)
    !>          On entry, the symmetric positive definite matrix B.
    !>          If UPLO = 'U', the leading N-by-N upper triangular part of B
    !>          contains the upper triangular part of the matrix B.
    !>          If UPLO = 'L', the leading N-by-N lower triangular part of B
    !>          contains the lower triangular part of the matrix B.
    !>
    !>          On exit, if INFO <= N, the part of B containing the matrix is
    !>          overwritten by the triangular factor U or L from the Cholesky
    !>          factorization B = U**T*U or B = L*L**T.
    !>

    LDB

    !>          LDB is INTEGER
    !>          The leading dimension of the array B.  LDB >= max(1,N).
    !>

    W

    !>          W is DOUBLE PRECISION array, dimension (N)
    !>          If INFO = 0, the eigenvalues in ascending order.
    !>

    WORK

    !>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
    !>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
    !>

    LWORK

    !>          LWORK is INTEGER
    !>          The length of the array WORK.  LWORK >= max(1,3*N-1).
    !>          For optimal efficiency, LWORK >= (NB+2)*N,
    !>          where NB is the blocksize for DSYTRD returned by ILAENV.
    !>
    !>          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.
    !>

    INFO

    !>          INFO is INTEGER
    !>          = 0:  successful exit
    !>          < 0:  if INFO = -i, the i-th argument had an illegal value
    !>          > 0:  DPOTRF or DSYEV returned an error code:
    !>             <= N:  if INFO = i, DSYEV 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
    !>                    principal minor of order i of B is not positive.
    !>                    The factorization of B could not be completed and
    !>                    no eigenvalues or eigenvectors were computed.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

  subroutine ssygv (integer itype, character jobz, character uplo, integer n, real, dimension( lda, * ) a, integer lda, real, dimension( ldb, * ) b, integer ldb, real, dimension( * ) w, real, dimension( * ) work, integer lwork, integer info)

SSYGV

Purpose:

    !>
    !> SSYGV 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 and B is also
    !> positive definite.
    !>

Parameters
    ITYPE

    !>          ITYPE is INTEGER
    !>          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

    !>          JOBZ is CHARACTER*1
    !>          = 'N':  Compute eigenvalues only;
    !>          = 'V':  Compute eigenvalues and eigenvectors.
    !>

    UPLO

    !>          UPLO is CHARACTER*1
    !>          = 'U':  Upper triangles of A and B are stored;
    !>          = 'L':  Lower triangles of A and B are stored.
    !>

    N

    !>          N is INTEGER
    !>          The order of the matrices A and B.  N >= 0.
    !>

    A

    !>          A is REAL array, dimension (LDA, N)
    !>          On entry, the symmetric matrix A.  If UPLO = 'U', the
    !>          leading N-by-N upper triangular part of A contains the
    !>          upper triangular part of the matrix A.  If UPLO = 'L',
    !>          the leading N-by-N lower triangular part of A contains
    !>          the lower triangular part of the matrix A.
    !>
    !>          On exit, if JOBZ = 'V', then if INFO = 0, A contains the
    !>          matrix Z of eigenvectors.  The eigenvectors are normalized
    !>          as follows:
    !>          if ITYPE = 1 or 2, Z**T*B*Z = I;
    !>          if ITYPE = 3, Z**T*inv(B)*Z = I.
    !>          If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
    !>          or the lower triangle (if UPLO='L') of A, including the
    !>          diagonal, is destroyed.
    !>

    LDA

    !>          LDA is INTEGER
    !>          The leading dimension of the array A.  LDA >= max(1,N).
    !>

    B

    !>          B is REAL array, dimension (LDB, N)
    !>          On entry, the symmetric positive definite matrix B.
    !>          If UPLO = 'U', the leading N-by-N upper triangular part of B
    !>          contains the upper triangular part of the matrix B.
    !>          If UPLO = 'L', the leading N-by-N lower triangular part of B
    !>          contains the lower triangular part of the matrix B.
    !>
    !>          On exit, if INFO <= N, the part of B containing the matrix is
    !>          overwritten by the triangular factor U or L from the Cholesky
    !>          factorization B = U**T*U or B = L*L**T.
    !>

    LDB

    !>          LDB is INTEGER
    !>          The leading dimension of the array B.  LDB >= max(1,N).
    !>

    W

    !>          W is REAL array, dimension (N)
    !>          If INFO = 0, the eigenvalues in ascending order.
    !>

    WORK

    !>          WORK is REAL array, dimension (MAX(1,LWORK))
    !>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
    !>

    LWORK

    !>          LWORK is INTEGER
    !>          The length of the array WORK.  LWORK >= max(1,3*N-1).
    !>          For optimal efficiency, LWORK >= (NB+2)*N,
    !>          where NB is the blocksize for SSYTRD returned by ILAENV.
    !>
    !>          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.
    !>

    INFO

    !>          INFO is INTEGER
    !>          = 0:  successful exit
    !>          < 0:  if INFO = -i, the i-th argument had an illegal value
    !>          > 0:  SPOTRF or SSYEV returned an error code:
    !>             <= N:  if INFO = i, SSYEV 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
    !>                    principal minor of order i of B is not positive.
    !>                    The factorization of B could not be completed and
    !>                    no eigenvalues or eigenvectors were computed.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

  subroutine zhegv (integer itype, character jobz, character uplo, integer n, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldb, * ) b, integer ldb, double precision, dimension( * ) w, complex*16, dimension( * ) work, integer lwork, double precision, dimension( * ) rwork, integer info)

ZHEGV

Purpose:

    !>
    !> ZHEGV 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 and B is also
    !> positive definite.
    !>

Parameters
    ITYPE

    !>          ITYPE is INTEGER
    !>          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

    !>          JOBZ is CHARACTER*1
    !>          = 'N':  Compute eigenvalues only;
    !>          = 'V':  Compute eigenvalues and eigenvectors.
    !>

    UPLO

    !>          UPLO is CHARACTER*1
    !>          = 'U':  Upper triangles of A and B are stored;
    !>          = 'L':  Lower triangles of A and B are stored.
    !>

    N

    !>          N is INTEGER
    !>          The order of the matrices A and B.  N >= 0.
    !>

    A

    !>          A is COMPLEX*16 array, dimension (LDA, N)
    !>          On entry, the Hermitian matrix A.  If UPLO = 'U', the
    !>          leading N-by-N upper triangular part of A contains the
    !>          upper triangular part of the matrix A.  If UPLO = 'L',
    !>          the leading N-by-N lower triangular part of A contains
    !>          the lower triangular part of the matrix A.
    !>
    !>          On exit, if JOBZ = 'V', then if INFO = 0, A 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 on exit the upper triangle (if UPLO='U')
    !>          or the lower triangle (if UPLO='L') of A, including the
    !>          diagonal, is destroyed.
    !>

    LDA

    !>          LDA is INTEGER
    !>          The leading dimension of the array A.  LDA >= max(1,N).
    !>

    B

    !>          B is COMPLEX*16 array, dimension (LDB, N)
    !>          On entry, the Hermitian positive definite matrix B.
    !>          If UPLO = 'U', the leading N-by-N upper triangular part of B
    !>          contains the upper triangular part of the matrix B.
    !>          If UPLO = 'L', the leading N-by-N lower triangular part of B
    !>          contains the lower triangular part of the matrix B.
    !>
    !>          On exit, if INFO <= N, the part of B containing the matrix is
    !>          overwritten by the triangular factor U or L from the Cholesky
    !>          factorization B = U**H*U or B = L*L**H.
    !>

    LDB

    !>          LDB is INTEGER
    !>          The leading dimension of the array B.  LDB >= max(1,N).
    !>

    W

    !>          W is DOUBLE PRECISION array, dimension (N)
    !>          If INFO = 0, the eigenvalues in ascending order.
    !>

    WORK

    !>          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
    !>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
    !>

    LWORK

    !>          LWORK is INTEGER
    !>          The length of the array WORK.  LWORK >= max(1,2*N-1).
    !>          For optimal efficiency, LWORK >= (NB+1)*N,
    !>          where NB is the blocksize for ZHETRD returned by ILAENV.
    !>
    !>          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

    !>          RWORK is DOUBLE PRECISION array, dimension (max(1, 3*N-2))
    !>

    INFO

    !>          INFO is INTEGER
    !>          = 0:  successful exit
    !>          < 0:  if INFO = -i, the i-th argument had an illegal value
    !>          > 0:  ZPOTRF or ZHEEV returned an error code:
    !>             <= N:  if INFO = i, ZHEEV 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
    !>                    principal minor of order i of B is not positive.
    !>                    The factorization of B could not be completed and
    !>                    no eigenvalues or eigenvectors were computed.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Author

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