DSYGV(l) LAPACK driver routine (version 1.1) DSYGV(l)
NAME
DSYGV - compute all the eigenvalues, and optionally, the eigenvectors of a
real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x
SYNOPSIS
SUBROUTINE DSYGV( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK,
INFO )
CHARACTER JOBZ, UPLO
INTEGER INFO, ITYPE, LDA, LDB, LWORK, N
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), W( * ), WORK( * )
PURPOSE
DSYGV computes all the eigenvalues, and optionally, the eigenvectors of a
real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are
assumed to be symmetric and B is also
positive definite.
ARGUMENTS
ITYPE (input) INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO (input) CHARACTER*1
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading N-
by-N upper triangular part of A contains the upper triangular part
of the matrix A. If UPLO = 'L', the leading N-by-N lower triangu-
lar part of A contains the lower triangular part of the matrix 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, Z**T*B*Z = I; if ITYPE = 3, Z**T*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 des-
troyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output) DOUBLE PRECISION array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = 'U', the leading N-
by-N upper triangular part of B contains the upper triangular part
of the matrix B. If UPLO = 'L', the leading N-by-N lower triangu-
lar part of B contains the lower triangular part of the matrix 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 fac-
torization B = U**T*U or B = L*L**T.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
WORK (workspace) DOUBLE PRECISION array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= max(1,3*N-1). For optimal
efficiency, LWORK >= (NB+2)*N, where NB is the blocksize for DSYTRD
returned by ILAENV.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: DPOTRF or DSYEV returned an error code:
<= N: if INFO = i, DSYEV failed to converge; i off-diagonal ele-
ments of an intermediate tridiagonal form did not converge to zero;
> 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 com-
puted.
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