mkl_sparse_?_gv
mkl_sparse_?_gv
Computes the largest/smallest eigenvalues and corresponding eigenvectors of a generalized eigenvalue problem
Syntax
sparse_status_t
mkl_sparse_s_gv
(
char
*which
,
MKL_INT
*pm
,
sparse_matrix_t
A
,
struct
matrix_descr
descrA
,
sparse_matrix_t
B
,
struct
matrix_descr
descrB
,
MKL_INT
k0
,
MKL_INT
*k
,
float
*E
,
float
*X
,
float
*res
);
sparse_status_t
mkl_sparse_d_gv
(
char
*which
,
MKL_INT
*pm
,
sparse_matrix_t
A
,
struct
matrix_descr
descrA
,
sparse_matrix_t
B
,
struct
matrix_descr
descrB
,
MKL_INT
k0
,
MKL_INT
*k
,
double
*E
,
double
*X
,
double
*res
);
Include Files
- mkl_solvers_ee.h
Description
The
mkl_sparse_?_gv
routine computes the largest/smallest eigenvalues and corresponding eigenvectors of a generalized eigenvalue problem.Ax = lambda Bx
where
A
is the real symmetric matrix and B
is the real symmetric positive definite matrix.Input Parameters
- which
- Indicates eigenvalues for which to search:
- which = 'L'indicates the largest eigenvalues.
- which = 'S'indicates the smallest eigenvalues.
- pm
- Array of size 128. This array is used to pass various parameters to Extended Eigensolver routines. See • Extended Eigensolver Input Parameters for Extremal Eigenvalue Problem for a complete description of the parameters and their default values.
- A
- Handle containing sparse matrix in internal data structure.
- descrA
- Structure specifying sparse matrix properties.
- sparse_matrix_type_ttype
- Specifies the type of a sparse matrix:
- SPARSE_MATRIX_TYPE_GENERALThe matrix is processed as-is.
- SPARSE_MATRIX_TYPE_SYMMETRICThe matrix is symmetric (only the requested triangle is processed).
- sparse_fill_mode_tmode
- Specifies the triangular matrix part for symmetric, Hermitian, triangular, and block-triangular matrices:
- SPARSE_FILL_MODE_LOWERThe lower triangular matrix part is processed.
- SPARSE_FILL_MODE_UPPERThe upper triangular matrix part is processed.
- sparse_diag_type_tdiag
- Specifies the diagonal type for non-general matrices:
- SPARSE_DIAG_NON_UNITDiagonal elements might not be equal to one.
- SPARSE_DIAG_UNITDiagonal elements are equal to one
- B
- Handle containing sparse matrix in internal data structure.
- descrB
- Structure specifying sparse matrix properties.
- sparse_matrix_type_ttype
- Specifies the type of a sparse matrix:
- SPARSE_MATRIX_TYPE_GENERALThe matrix is processed as-is.
- SPARSE_MATRIX_TYPE_SYMMETRICThe matrix is symmetric (only the requested triangle is processed).
- sparse_fill_mode_tmode
- Specifies the triangular matrix part for symmetric, Hermitian, triangular, and block-triangular matrices:
- SPARSE_FILL_MODE_LOWERThe lower triangular matrix part is processed.
- SPARSE_FILL_MODE_UPPERThe upper triangular matrix part is processed.
- sparse_diag_type_tdiag
- Specifies the diagonal type for non-general matrices:
- SPARSE_DIAG_NON_UNITDiagonal elements might not be equal to one.
- SPARSE_DIAG_UNITDiagonal elements are equal to one
- k0
- The desired number of the largest/smallest eigenvalues to find.
Output Parameters
- k
- Number of eigenvalues found.
- E
- Array of sizek0. Containsklargest/smallest eigenvalues.
- X
- Array of sizek0*Number of columns of matrix A. Containskeigenvectors.
- Res
- Array of sizek0. Containskresiduals.
Return Values
The function returns a value indicating whether the operation was successful or not, and why.
- SPARSE_STATUS_SUCCESS
- The operation was successful.
- SPARSE_STATUS_NOT_INITIALIZED
- The routine encountered an empty handle or matrix array.
- SPARSE_STATUS_ALLOC_FAILED
- Internal memory allocation failed.
- SPARSE_STATUS_INVALID_VALUE
- The input parameters contain an invalid value.
- SPARSE_STATUS_EXECUTION_FAILED
- Execution failed.
- SPARSE_STATUS_INTERNAL_ERROR
- An error in algorithm implementation occurred.
- SPARSE_STATUS_NOT_SUPPORTED
- The requested operation is not supported.