?spgvx

Computes selected eigenvalues and, optionally, eigenvectors of a real generalized symmetric definite eigenproblem with matrices in packed storage.

Syntax

FORTRAN 77:

call sspgvx(itype, jobz, range, uplo, n, ap, bp, vl, vu, il, iu, abstol, m, w, z, ldz, work, iwork, ifail, info)

call dspgvx(itype, jobz, range, uplo, n, ap, bp, vl, vu, il, iu, abstol, m, w, z, ldz, work, iwork, ifail, info)

Fortran 95:

call spgvx(ap, bp, w [,itype] [,uplo] [,z] [,vl] [,vu] [,il] [,iu] [,m] [,ifail] [,abstol] [,info])

C:

lapack_int LAPACKE_<?>spgvx( int matrix_layout, lapack_int itype, char jobz, char range, char uplo, lapack_int n, <datatype>* ap, <datatype>* bp, <datatype> vl, <datatype> vu, lapack_int il, lapack_int iu, <datatype> abstol, lapack_int* m, <datatype>* w, <datatype>* z, lapack_int ldz, lapack_int* ifail );

Include Files

  • Fortran: mkl.fi
  • Fortran 95: lapack.f90
  • C: mkl.h

Description

The routine computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-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 symmetric, 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

The data types are given for the Fortran interface. A <datatype> placeholder, if present, is used for the C interface data types in the C interface section above. See C Interface Conventions for the C interface principal conventions and type definitions.

itype

INTEGER. 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

CHARACTER*1. Must be 'N' or 'V'.

If jobz = 'N', then compute eigenvalues only.

If jobz = 'V', then compute eigenvalues and eigenvectors.

range

CHARACTER*1. Must be 'A' or 'V' or 'I'.

If range = 'A', the routine computes all eigenvalues.

If range = 'V', the routine computes eigenvalues lambda(i) in the half-open interval:

vl<lambda(i) vu.

If range = 'I', the routine computes eigenvalues with indices il to iu.

uplo

CHARACTER*1. 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

INTEGER. The order of the matrices A and B (n 0).

ap, bp, work

REAL for sspgvx

DOUBLE PRECISION for dspgvx.

Arrays:

ap(*) contains the packed upper or lower triangle of the symmetric 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 symmetric matrix B, as specified by uplo.

The dimension of bp must be at least max(1, n*(n+1)/2).

work(*) is a workspace array, DIMENSION at least max(1, 8n).

vl, vu

REAL for sspgvx

DOUBLE PRECISION for dspgvx.

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

INTEGER.

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

REAL for sspgvx

DOUBLE PRECISION for dspgvx.

The absolute error tolerance for the eigenvalues. See Application Notes for more information.

ldz

INTEGER. The leading dimension of the output array z. Constraints:

ldz 1; if jobz = 'V', ldz max(1, n).

iwork

INTEGER.

Workspace array, DIMENSION at least max(1, 5n).

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 = UT*U or B = L*LT, in the same storage format as B.

m

INTEGER. The total number of eigenvalues found,

0 m n. If range = 'A', m = n, and if range = 'I',

m = iu-il+1.

w, z

REAL for sspgvx

DOUBLE PRECISION for dspgvx.

Arrays:

w(*), DIMENSION at least max(1, n).

If info = 0, contains the eigenvalues in ascending order.

z(ldz,*).

The second dimension of z must be at least max(1, n).

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, ZT*B*Z = I;

if itype = 3, ZT*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

INTEGER.

Array, DIMENSION 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.

info

INTEGER.

If info = 0, the execution is successful.

If info = -i, the i-th argument had an illegal value.

If info > 0, spptrf/dpptrf and sspevx/dspevx returned an error code:

If info = i n, sspevx/dspevx 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.

Fortran 95 Interface Notes

Routines in Fortran 95 interface have fewer arguments in the calling sequence than their FORTRAN 77 counterparts. For general conventions applied to skip redundant or restorable arguments, see Fortran 95 Interface Conventions.

Specific details for the routine spgvx interface are the following:

ap

Holds the array A of size (n*(n+1)/2).

bp

Holds the array B of size (n*(n+1)/2).

w

Holds the vector with the number of elements n.

z

Holds the matrix Z of size (n, n), where the values n and m are significant.

ifail

Holds the vector with the number of elements n.

itype

Must be 1, 2, or 3. The default value is 1.

uplo

Must be 'U' or 'L'. The default value is 'U'.

vl

Default value for this element is vl = -HUGE(vl).

vu

Default value for this element is vu = HUGE(vl).

il

Default value for this argument is il = 1.

iu

Default value for this argument is iu = n.

abstol

Default value for this element is abstol = 0.0_WP.

jobz

Restored based on the presence of the argument z as follows:

jobz = 'V', if z is present,

jobz = 'N', if z is omitted.

Note that there will be an error condition if ifail is present and z is omitted.

range

Restored based on the presence of arguments vl, vu, il, iu as follows:

range = 'V', if one of or both vl and vu are present,

range = 'I', if one of or both il and iu are present,

range = 'A', if none of vl, vu, il, iu is present,

Note that there will be an error condition if one of or both vl and vu are present and at the same time one of or both il and iu are present.

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 instead, where T is the tridiagonal matrix obtained by reducing A to tridiagonal form. Eigenvalues are 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, set abstol to 2*?lamch('S').

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