Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

  • 0.10
  • 10/21/2020
  • Public Content
Contents

?hpgvx

Computes selected eigenvalues and, optionally, eigenvectors of a generalized Hermitian positive-definite eigenproblem with matrices in packed storage.

Syntax

lapack_int LAPACKE_chpgvx
(
int
matrix_layout
,
lapack_int
itype
,
char
jobz
,
char
range
,
char
uplo
,
lapack_int
n
,
lapack_complex_float*
ap
,
lapack_complex_float*
bp
,
float
vl
,
float
vu
,
lapack_int
il
,
lapack_int
iu
,
float
abstol
,
lapack_int*
m
,
float*
w
,
lapack_complex_float*
z
,
lapack_int
ldz
,
lapack_int*
ifail
);
lapack_int LAPACKE_zhpgvx
(
int
matrix_layout
,
lapack_int
itype
,
char
jobz
,
char
range
,
char
uplo
,
lapack_int
n
,
lapack_complex_double*
ap
,
lapack_complex_double*
bp
,
double
vl
,
double
vu
,
lapack_int
il
,
lapack_int
iu
,
double
abstol
,
lapack_int*
m
,
double*
w
,
lapack_complex_double*
z
,
lapack_int
ldz
,
lapack_int*
ifail
);
Include Files
  • mkl.h
Description
The routine computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian positive-definite eigenproblem, of the form
A
*
x
 =
λ
*
B
*
x
,
A
*
B
*
x
 =
λ
*
x
, or
B
*
A
*
x
 =
λ
*
x
.
Here
A
 and
B
 are assumed to be Hermitian, stored in packed format, and
B
 is also positive definite. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.
Input Parameters
matrix_layout
Specifies whether matrix storage layout is row major (
LAPACK_ROW_MAJOR
) or column major (
LAPACK_COL_MAJOR
).
itype
Must be 1 or 2 or 3. Specifies the problem type to be solved:
if
itype
 = 1
, the problem type is
A*x
 =
lambda
*
B
*
x
;
if
itype
 = 2
, the problem type is
A*B*x
 =
lambda
*
x
;
if
itype
 = 3
, the problem type is
B
*
A*x
 =
lambda
*
x
.
jobz
Must be
'N'
 or
'V'
.
If
jobz
 =
'N'
, then compute eigenvalues only.
If
jobz
 =
'V'
, then compute eigenvalues and eigenvectors.
range
Must be
'A'
 or
'V'
 or
'I'
.
If
range
 =
'A'
, the routine computes all eigenvalues.
If
range
 =
'V'
, the routine computes eigenvalues
w[
i
]
 in the half-open interval:
vl
<
w[
i
]
≤
vu
.
If
range
 =
'I'
, the routine computes eigenvalues with indices
il
 to
iu
.
uplo
Must be
'U'
 or
'L'
.
If
uplo
 =
'U'
, arrays
ap
 and
bp
 store the upper triangles of
A
 and
B
;
If
uplo
 =
'L'
, arrays
ap
 and
bp
 store the lower triangles of
A
 and
B
.
n
The order of the matrices
A
 and
B
 (
n
≥
 0
).
ap
,
bp
Arrays:
ap
 contains the packed upper or lower triangle of the Hermitian matrix
A
, as specified by
uplo
.
The dimension of
ap
 must be at least max(1,
n
*(
n
+1)/2).
bp
 contains the packed upper or lower triangle of the Hermitian matrix
B
, as specified by
uplo
.
The dimension of
bp
 must be at least max(1,
n
*(
n
+1)/2).
vl
,
vu
If
range
 =
'V'
, the lower and upper bounds of the interval to be searched for eigenvalues.
Constraint:
vl
<
vu
.
If
range
 =
'A'
 or
'I'
,
vl
 and
vu
 are not referenced.
il
,
iu
If
range
 =
'I'
, the indices in ascending order of the smallest and largest eigenvalues to be returned.
Constraint:
1
≤
il
≤
iu
≤
n
, if
n
 > 0
;
il
=1
 and
iu
=0
if
n
 = 0
.
If
range
 =
'A'
 or
'V'
,
il
 and
iu
 are not referenced.
abstol
The absolute error tolerance for the eigenvalues.
See
Application Notes
 for more information.
ldz
The leading dimension of the output array
z
;
ldz
≥
 1
. If
jobz
 =
'V'
,
ldz
≥
 max(1,
n
)
for column major layout and
ldz
≥
 max(1,
m
) for row major layout
.
Output Parameters
ap
On exit, the contents of
ap
 are overwritten.
bp
On exit, contains the triangular factor
U
 or
L
 from the Cholesky factorization
B
 =
U
H
*
U
 or
B
 =
L
*
L
H
, in the same storage format as
B
.
m
The total number of eigenvalues found,
0
≤
m
≤
n
. If
range
 =
'A'
,
m
 =
n
, and if
range
 =
'I'
,
m
 =
iu
-
il
+1
.
w
Array, size at least max(1,
n
).
If
info
 = 0
, contains the eigenvalues in ascending order.
z
Array
z
(size at least max(1,
ldz
*
m
) for column major layout and max(1,
ldz
*
n
) for row major layout)
.
If
jobz
 =
'V'
, then if
info
 = 0
, the first
m
 columns of
z
 contain the orthonormal eigenvectors of the matrix
A
 corresponding to the selected eigenvalues, with the
i
-th column of
z
 holding the eigenvector associated with
w
(
i
). 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
z
 is not referenced.
If an eigenvector fails to converge, then that column of
z
 contains the latest approximation to the eigenvector, and the index of the eigenvector is returned in
ifail
.
Note: you must ensure that at least max(1,
m
) columns are supplied in the array
z
; if
range
 =
'V'
, the exact value of
m
 is not known in advance and an upper bound must be used.
ifail
Array, size at least max(1,
n
).
If
jobz
 =
'V'
, then if
info
 = 0
, the first
m
 elements of
ifail
 are zero; if
info
 > 0
, the
ifail
 contains the indices of the eigenvectors that failed to converge.
If
jobz
 =
'N'
, then
ifail
 is not referenced.
Return Values
This function returns a value
info
.
If
info
=0
, the execution is successful.
If
info
 =
-i
, the
i
-th parameter had an illegal value.
If
info
 > 0
,
cpptrf
/
zpptrf
 and
chpevx
/
zhpevx
 returned an error code:
If
info
 =
i
≤
n
,
chpevx
/
zhpevx
 failed to converge, and
i
 eigenvectors failed to converge. Their indices are stored in the array
ifail
;
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.
Application Notes
An approximate eigenvalue is accepted as converged when it is determined to lie in an interval [a,b] of width less than or equal to
abstol
+
ε
*max(|a|,|b|)
, where
ε
 is the machine precision.
If
abstol
 is less than or equal to zero, then
ε
*||
T
||
1
 is used as tolerance, where
T
 is the tridiagonal matrix obtained by reducing
A
 to tridiagonal form. Eigenvalues will be computed most accurately when
abstol
 is set to twice the underflow threshold 2*
?lamch
('S'), not zero.
If this routine returns with
info
 > 0
, indicating that some eigenvectors did not converge, try setting
abstol
 to 2*
?lamch
('S').

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804