ZHBGVX(l) ) ZHBGVX(l)NAME
ZHBGVX - compute 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 version 3.0 15 June 2000 ZHBGVX(l)