SSBGV
November 2006
Purpose
SSBGV 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.
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.
Arguments
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 matrices A and B. N >= 0.
|
KA |
(input) INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KA >= 0. |
KB |
(input) INTEGER
The number of superdiagonals of the matrix B if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KB >= 0. |
AB |
(input/output) REAL 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 |
(input) INTEGER
The leading dimension of the array AB. LDAB >= KA+1.
|
BB |
(input/output) REAL 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(kb+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 SPBSTF. |
LDBB |
(input) INTEGER
The leading dimension of the array BB. LDBB >= KB+1.
|
W |
(output) REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
|
Z |
(output) REAL 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 that Z**T*B*Z = I. If JOBZ = 'N', then Z is not referenced. |
LDZ |
(input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= N. |
WORK |
(workspace) REAL array, dimension (3*N)
|
INFO |
(output) 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 SPBSTF returned INFO = i: B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed. |