dsbgvd.f(3)

NAME
dsbgvd.f -

SYNOPSIS

  Functions/Subroutines
subroutine dsbgvd (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO)
DSBGST

Function/Subroutine Documentation

  subroutine dsbgvd (characterJOBZ, characterUPLO, integerN, integerKA, integerKB, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldbb, * )BB, integerLDBB, double precision, dimension( * )W, double precision, dimension( ldz, * )Z, integerLDZ, double precision, dimension( * )WORK, integerLWORK, integer, dimension( * )IWORK, integerLIWORK, integerINFO)

DSBGST

Purpose:

     DSBGVD computes all the eigenvalues, and optionally, the eigenvectors
     of a real generalized symmetric-definite banded eigenproblem, of the
     form A*x=(lambda)*B*x.  Here A and B are assumed to be symmetric and
     banded, and B is also positive definite.  If eigenvectors are
     desired, it uses a divide and conquer algorithm.
     The divide and conquer algorithm makes very mild assumptions about
     floating point arithmetic. It will work on machines with a guard
     digit in add/subtract, or on those binary machines without guard
     digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
     Cray-2. It could conceivably fail on hexadecimal or decimal machines
     without guard digits, but we know of none.

Parameters:
    JOBZ

              JOBZ is CHARACTER*1
              = 'N':  Compute eigenvalues only;
              = 'V':  Compute eigenvalues and eigenvectors.

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangles of A and B are stored;
              = 'L':  Lower triangles of A and B are stored.

    N

              N is INTEGER
              The order of the matrices A and B.  N >= 0.

    KA

              KA is INTEGER
              The number of superdiagonals of the matrix A if UPLO = 'U',
              or the number of subdiagonals if UPLO = 'L'.  KA >= 0.

    KB

              KB is INTEGER
              The number of superdiagonals of the matrix B if UPLO = 'U',
              or the number of subdiagonals if UPLO = 'L'.  KB >= 0.

    AB

              AB is DOUBLE PRECISION array, dimension (LDAB, N)
              On entry, the upper or lower triangle of the symmetric band
              matrix A, stored in the first ka+1 rows of the array.  The
              j-th column of A is stored in the j-th column of the array AB
              as follows:
              if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
              if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+ka).
              On exit, the contents of AB are destroyed.

    LDAB

              LDAB is INTEGER
              The leading dimension of the array AB.  LDAB >= KA+1.

    BB

              BB is DOUBLE PRECISION array, dimension (LDBB, N)
              On entry, the upper or lower triangle of the symmetric band
              matrix B, stored in the first kb+1 rows of the array.  The
              j-th column of B is stored in the j-th column of the array BB
              as follows:
              if UPLO = 'U', BB(ka+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
              if UPLO = 'L', BB(1+i-j,j)    = B(i,j) for j<=i<=min(n,j+kb).
              On exit, the factor S from the split Cholesky factorization
              B = S**T*S, as returned by DPBSTF.

    LDBB

              LDBB is INTEGER
              The leading dimension of the array BB.  LDBB >= KB+1.

    W

              W is DOUBLE PRECISION array, dimension (N)
              If INFO = 0, the eigenvalues in ascending order.

    Z

              Z is DOUBLE PRECISION array, dimension (LDZ, N)
              If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
              eigenvectors, with the i-th column of Z holding the
              eigenvector associated with W(i).  The eigenvectors are
              normalized so Z**T*B*Z = I.
              If JOBZ = 'N', then Z is not referenced.

    LDZ

              LDZ is INTEGER
              The leading dimension of the array Z.  LDZ >= 1, and if
              JOBZ = 'V', LDZ >= max(1,N).

    WORK

              WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The dimension of the array WORK.
              If N <= 1,               LWORK >= 1.
              If JOBZ = 'N' and N > 1, LWORK >= 3*N.
              If JOBZ = 'V' and N > 1, LWORK >= 1 + 5*N + 2*N**2.
              If LWORK = -1, then a workspace query is assumed; the routine
              only calculates the optimal sizes of the WORK and IWORK
              arrays, returns these values as the first entries of the WORK
              and IWORK arrays, and no error message related to LWORK or
              LIWORK is issued by XERBLA.

    IWORK

              IWORK is INTEGER array, dimension (MAX(1,LIWORK))
              On exit, if LIWORK > 0, IWORK(1) returns the optimal LIWORK.

    LIWORK

              LIWORK is INTEGER
              The dimension of the array IWORK.
              If JOBZ  = 'N' or N <= 1, LIWORK >= 1.
              If JOBZ  = 'V' and N > 1, LIWORK >= 3 + 5*N.
              If LIWORK = -1, then a workspace query is assumed; the
              routine only calculates the optimal sizes of the WORK and
              IWORK arrays, returns these values as the first entries of
              the WORK and IWORK arrays, and no error message related to
              LWORK or LIWORK is issued by XERBLA.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  if INFO = i, and i is:
                 <= N:  the algorithm 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 DPBSTF
                        returned INFO = i: B is not positive definite.
                        The factorization of B could not be completed and
                        no eigenvalues or eigenvectors were computed.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    November 2011

Contributors:
    Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA

Definition at line 227 of file dsbgvd.f.

Author

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