Previous: sspgst Up: ../lapack-s.html Next: ssprfs
NAME
SSPGV - compute all the eigenvalues and, optionally, the
eigenvectors of a real generalized symmetric-definite eigen-
problem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or
B*A*x=(lambda)*x
SYNOPSIS
SUBROUTINE SSPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ,
WORK, INFO )
CHARACTER JOBZ, UPLO
INTEGER INFO, ITYPE, LDZ, N
REAL AP( * ), BP( * ), W( * ), WORK( * ), Z(
LDZ, * )
PURPOSE
SSPGV computes all the eigenvalues and, optionally, the
eigenvectors of a real generalized symmetric-definite eigen-
problem, 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,
stored in packed format, and B is also positive definite.
ARGUMENTS
ITYPE (input) 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 (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
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 matrix A. N >= 0.
AP (input/workspace) REAL array, dimension
(N*(N+1)/2) On entry, the upper or lower triangle of
the symmetric 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)*(2n-j)/2) = A(i,j) for j<=i<=n.
On exit, the contents of AP are destroyed.
BP (input/output) REAL array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the sym-
metric 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)*(2n-j)/2) = B(i,j) for j<=i<=n.
On exit, the triangular factor U or L from the
Cholesky factorization B = U**T*U or B = L*L**T, in
the same storage format as B.
W (output) REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z (output) REAL array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the
matrix Z of eigenvectors. The eigenvectors are nor-
malized 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 Z is not referenced.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and
if JOBZ = 'V', LDZ >= max(1,N).
WORK (workspace) REAL array, dimension (3*N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
> 0: SPPTRF or SSPEV returned an error code:
<= N: if INFO = i, SSPEV 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 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.