dsbgvx.f(3)

NAME
dsbgvx.f -

SYNOPSIS

  Functions/Subroutines
subroutine DSBGVX (JOBZ, RANGE, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO)
DSBGST

Function/Subroutine Documentation

  subroutine DSBGVX (CHARACTERJOBZ, CHARACTERRANGE, CHARACTERUPLO, INTEGERN, INTEGERKA, INTEGERKB, DOUBLE PRECISION, dimension( ldab, * )AB, INTEGERLDAB, DOUBLE PRECISION, dimension( ldbb, * )BB, INTEGERLDBB, DOUBLE PRECISION, dimension( ldq, * )Q, INTEGERLDQ, DOUBLE PRECISIONVL, DOUBLE PRECISIONVU, INTEGERIL, INTEGERIU, DOUBLE PRECISIONABSTOL, INTEGERM, DOUBLE PRECISION, dimension( * )W, DOUBLE PRECISION, dimension( ldz, * )Z, INTEGERLDZ, DOUBLE PRECISION, dimension( * )WORK, INTEGER, dimension( * )IWORK, INTEGER, dimension( * )IFAIL, INTEGERINFO)

DSBGST

Purpose:

     DSBGVX computes selected eigenvalues, and optionally, 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.  Eigenvalues and
     eigenvectors can be selected by specifying either all eigenvalues,
     a range of values or a range of indices for the desired eigenvalues.

Parameters:
    JOBZ

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

    RANGE

              RANGE is CHARACTER*1
              = 'A': all eigenvalues will be found.
              = 'V': all eigenvalues in the half-open interval (VL,VU]
                     will be found.
              = 'I': the IL-th through IU-th eigenvalues will be found.

    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.

    Q

              Q is DOUBLE PRECISION array, dimension (LDQ, N)
              If JOBZ = 'V', the n-by-n matrix used in the reduction of
              A*x = (lambda)*B*x to standard form, i.e. C*x = (lambda)*x,
              and consequently C to tridiagonal form.
              If JOBZ = 'N', the array Q is not referenced.

    LDQ

              LDQ is INTEGER
              The leading dimension of the array Q.  If JOBZ = 'N',
              LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N).

    VL

              VL is DOUBLE PRECISION

    VU

              VU is DOUBLE PRECISION
              If RANGE='V', the lower and upper bounds of the interval to
              be searched for eigenvalues. VL < VU.
              Not referenced if RANGE = 'A' or 'I'.

    IL

              IL is INTEGER

    IU

              IU is INTEGER
              If RANGE='I', the indices (in ascending order) of the
              smallest and largest eigenvalues to be returned.
              1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
              Not referenced if RANGE = 'A' or 'V'.

    ABSTOL

              ABSTOL is DOUBLE PRECISION
              The absolute error tolerance for the eigenvalues.
              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 + EPS *   max( |a|,|b| ) ,
              where EPS is the machine precision.  If ABSTOL is less than
              or equal to zero, then  EPS*|T|  will be used in its place,
              where |T| is the 1-norm of 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*DLAMCH('S'), not zero.
              If this routine returns with INFO>0, indicating that some
              eigenvectors did not converge, try setting ABSTOL to
              2*DLAMCH('S').

    M

              M is INTEGER
              The total number of eigenvalues found.  0 <= M <= N.
              If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+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 (7*N)

    IWORK

              IWORK is INTEGER array, dimension (5*N)

    IFAIL

              IFAIL is INTEGER array, dimension (M)
              If JOBZ = 'V', then if INFO = 0, the first M elements of
              IFAIL are zero.  If INFO > 0, then IFAIL contains the
              indices of the eigenvalues that failed to converge.
              If JOBZ = 'N', then IFAIL is not referenced.

    INFO

              INFO is INTEGER
              = 0 : successful exit
              < 0 : if INFO = -i, the i-th argument had an illegal value
              <= N: if INFO = i, then i eigenvectors failed to converge.
                      Their indices are stored in IFAIL.
              > N : DPBSTF returned an error code; i.e.,
                    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.

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 284 of file dsbgvx.f'.

Author

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