Visible to Intel only — GUID: GUID-380CA3B9-DDA8-4AC1-95AC-987220F1842A
Visible to Intel only — GUID: GUID-380CA3B9-DDA8-4AC1-95AC-987220F1842A
?sygvd
Computes all eigenvalues and, optionally, eigenvectors of a real generalized symmetric definite eigenproblem using a divide and conquer method.
Syntax
call ssygvd(itype, jobz, uplo, n, a, lda, b, ldb, w, work, lwork, iwork, liwork, info)
call dsygvd(itype, jobz, uplo, n, a, lda, b, ldb, w, work, lwork, iwork, liwork, info)
call sygvd(a, b, w [,itype] [,jobz] [,uplo] [,info])
Include Files
- mkl.fi, lapack.f90
Description
The routine computes all the 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 and B is also positive definite.
It uses a divide and conquer algorithm.
Input Parameters
- 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.
- uplo
-
CHARACTER*1. Must be 'U' or 'L'.
If uplo = 'U', arrays a and b store the upper triangles of A and B;
If uplo = 'L', arrays a and b store the lower triangles of A and B.
- n
-
INTEGER. The order of the matrices A and B (n≥ 0).
- a, b, work
-
REAL for ssygvd
DOUBLE PRECISION for dsygvd.
Arrays:
a(lda,*) contains the upper or lower triangle of the symmetric matrix A, as specified by uplo.
The second dimension of a must be at least max(1, n).
b(ldb,*) contains the upper or lower triangle of the symmetric positive definite matrix B, as specified by uplo.
The second dimension of b must be at least max(1, n).
work is a workspace array, its dimension max(1, lwork).
- lda
-
INTEGER. The leading dimension of a; at least max(1, n).
- ldb
-
INTEGER. The leading dimension of b; at least max(1, n).
- lwork
-
INTEGER.
The dimension of the array work.
Constraints:
If n≤ 1, lwork≥ 1;
If jobz = 'N' and n>1, lwork < 2n+1;
If jobz = 'V' and n>1, lwork < 2n2+6n+1.
If lwork = -1, then a workspace query is assumed; the routine only calculates the required 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. See Application Notes for details.
- iwork
-
INTEGER.
Workspace array, its dimension max(1, lwork).
- liwork
-
INTEGER.
The dimension of the array iwork.
Constraints:
If n≤ 1, liwork≥ 1;
If jobz = 'N' and n>1, liwork≥ 1;
If jobz = 'V' and n>1, liwork≥ 5n+3.
If liwork = -1, then a workspace query is assumed; the routine only calculates the required 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. See Application Notes for details.
Output Parameters
- a
-
On exit, if jobz = 'V', then if info = 0, a contains the matrix Z of eigenvectors. 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 on exit the upper triangle (if uplo = 'U') or the lower triangle (if uplo = 'L') of A, including the diagonal, is destroyed.
- b
-
On exit, if info≤n, the part of b containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = UT*U or B = L*LT.
- w
-
REAL for ssygvd
DOUBLE PRECISION for dsygvd.
Array, size at least max(1, n).
If info = 0, contains the eigenvalues in ascending order.
- work(1)
-
On exit, if info = 0, then work(1) returns the required minimal size of lwork.
- iwork(1)
-
On exit, if info = 0, then iwork(1) returns the required minimal size of liwork.
- info
-
INTEGER.
If info = 0, the execution is successful.
If info = -i, the i-th argument had an illegal value.
If info > 0, an error code is returned as specified below.
For info≤n:
If info = i and jobz = 'N', then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero.
If jobz = 'V', then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns info/(n+1) through mod(info,n+1).
For info > n:
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.
LAPACK 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 LAPACK 95 Interface Conventions.
Specific details for the routine sygvd interface are the following:
- a
-
Holds the matrix A of size (n, n).
- b
-
Holds the matrix B of size (n, n).
- w
-
Holds the vector of length n.
- itype
-
Must be 1, 2, or 3. The default value is 1.
- jobz
-
Must be 'N' or 'V'. The default value is 'N'.
- uplo
-
Must be 'U' or 'L'. The default value is 'U'.
Application Notes
If it is not clear how much workspace to supply, use a generous value of lwork (or liwork) for the first run or set lwork = -1 (liwork = -1).
If lwork (or liwork) has any of admissible sizes, which is no less than the minimal value described, the routine completes the task, though probably not so fast as with a recommended workspace, and provides the recommended workspace in the first element of the corresponding array (work, iwork) on exit. Use this value (work(1), iwork(1)) for subsequent runs.
If lwork = -1 (liwork = -1), the routine returns immediately and provides the recommended workspace in the first element of the corresponding array (work, iwork). This operation is called a workspace query.
Note that if work (liwork) is less than the minimal required value and is not equal to -1, the routine returns immediately with an error exit and does not provide any information on the recommended workspace.