I am solving for the lowest eignevalues (only) of a generalized eigen value problem
Kx = lamda M x; with M being diagonal
I am using the following sequence of calls:
(1) call dpbstf(uplo,n,kb,dmass,ldbb,info)
(2) call dsbgst(vect,uplo,n,ka,kb,dstiffness,ldab,dmass,ldbb,x,n,
(3) call dsbtrd ( 'N', uplo, n, ka, dstiffness, ldab, d, e, q, n,
& work, info)
(4) call dstebz('V','E',n,vl,vu,0,0,1.0e-15,d,e,mfound,nsplit,
I am using VisualStudio Microsoft Development Environment Vers 7.1
I have benn able to solve for eigenvalues upto matrices of size around 5000. Beyond this, it simply takes a very loooooong time, especially the call to "dsbtrd".
Is there any limitation on the size on the matrices ? Alos, I am not assigning any space to "q" and "x" as I do not need these matrices.
Any help will be greatly appreciated...
Size limitation for eigenvalue problem