LAPACK
3.4.2
LAPACK: Linear Algebra PACKage

Functions/Subroutines  
subroutine  ssyev (JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO) 
SSYEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices  
subroutine  ssyevd (JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK, LIWORK, INFO) 
SSYEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices  
subroutine  ssyevr (JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO) 
SSYEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices  
subroutine  ssyevx (JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO) 
SSYEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices  
subroutine  ssygv (ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, INFO) 
SSYGST  
subroutine  ssygvd (ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, IWORK, LIWORK, INFO) 
SSYGST  
subroutine  ssygvx (ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO) 
SSYGST 
This is the group of real eigenvalue driver functions for SY matrices
subroutine ssyev  (  character  JOBZ, 
character  UPLO,  
integer  N,  
real, dimension( lda, * )  A,  
integer  LDA,  
real, dimension( * )  W,  
real, dimension( * )  WORK,  
integer  LWORK,  
integer  INFO  
) 
SSYEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
Download SSYEV + dependencies [TGZ] [ZIP] [TXT]SSYEV computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix A.
[in]  JOBZ  JOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. 
[in]  UPLO  UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. 
[in]  N  N is INTEGER The order of the matrix A. N >= 0. 
[in,out]  A  A is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading NbyN upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading NbyN lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed. 
[in]  LDA  LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). 
[out]  W  W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order. 
[out]  WORK  WORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. 
[in]  LWORK  LWORK is INTEGER The length of the array WORK. LWORK >= max(1,3*N1). For optimal efficiency, LWORK >= (NB+2)*N, where NB is the blocksize for SSYTRD returned by ILAENV. If LWORK = 1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. 
[out]  INFO  INFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value > 0: if INFO = i, the algorithm failed to converge; i offdiagonal elements of an intermediate tridiagonal form did not converge to zero. 
Definition at line 133 of file ssyev.f.
subroutine ssyevd  (  character  JOBZ, 
character  UPLO,  
integer  N,  
real, dimension( lda, * )  A,  
integer  LDA,  
real, dimension( * )  W,  
real, dimension( * )  WORK,  
integer  LWORK,  
integer, dimension( * )  IWORK,  
integer  LIWORK,  
integer  INFO  
) 
SSYEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
Download SSYEVD + dependencies [TGZ] [ZIP] [TXT]SSYEVD computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix A. 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 XMP, Cray YMP, Cray C90, or Cray2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. Because of large use of BLAS of level 3, SSYEVD needs N**2 more workspace than SSYEVX.
[in]  JOBZ  JOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. 
[in]  UPLO  UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. 
[in]  N  N is INTEGER The order of the matrix A. N >= 0. 
[in,out]  A  A is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading NbyN upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading NbyN lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed. 
[in]  LDA  LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). 
[out]  W  W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order. 
[out]  WORK  WORK is REAL array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. 
[in]  LWORK  LWORK is INTEGER The dimension of the array WORK. If N <= 1, LWORK must be at least 1. If JOBZ = 'N' and N > 1, LWORK must be at least 2*N+1. If JOBZ = 'V' and N > 1, LWORK must be at least 1 + 6*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. 
[out]  IWORK  IWORK is INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. 
[in]  LIWORK  LIWORK is INTEGER The dimension of the array IWORK. If N <= 1, LIWORK must be at least 1. If JOBZ = 'N' and N > 1, LIWORK must be at least 1. If JOBZ = 'V' and N > 1, LIWORK must be at least 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. 
[out]  INFO  INFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value > 0: if INFO = i and JOBZ = 'N', then the algorithm failed to converge; i offdiagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and 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). 
Definition at line 183 of file ssyevd.f.
subroutine ssyevr  (  character  JOBZ, 
character  RANGE,  
character  UPLO,  
integer  N,  
real, dimension( lda, * )  A,  
integer  LDA,  
real  VL,  
real  VU,  
integer  IL,  
integer  IU,  
real  ABSTOL,  
integer  M,  
real, dimension( * )  W,  
real, dimension( ldz, * )  Z,  
integer  LDZ,  
integer, dimension( * )  ISUPPZ,  
real, dimension( * )  WORK,  
integer  LWORK,  
integer, dimension( * )  IWORK,  
integer  LIWORK,  
integer  INFO  
) 
SSYEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
Download SSYEVR + dependencies [TGZ] [ZIP] [TXT]SSYEVR computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues. SSYEVR first reduces the matrix A to tridiagonal form T with a call to SSYTRD. Then, whenever possible, SSYEVR calls SSTEMR to compute the eigenspectrum using Relatively Robust Representations. SSTEMR computes eigenvalues by the dqds algorithm, while orthogonal eigenvectors are computed from various "good" L D L^T representations (also known as Relatively Robust Representations). GramSchmidt orthogonalization is avoided as far as possible. More specifically, the various steps of the algorithm are as follows. For each unreduced block (submatrix) of T, (a) Compute T  sigma I = L D L^T, so that L and D define all the wanted eigenvalues to high relative accuracy. This means that small relative changes in the entries of D and L cause only small relative changes in the eigenvalues and eigenvectors. The standard (unfactored) representation of the tridiagonal matrix T does not have this property in general. (b) Compute the eigenvalues to suitable accuracy. If the eigenvectors are desired, the algorithm attains full accuracy of the computed eigenvalues only right before the corresponding vectors have to be computed, see steps c) and d). (c) For each cluster of close eigenvalues, select a new shift close to the cluster, find a new factorization, and refine the shifted eigenvalues to suitable accuracy. (d) For each eigenvalue with a large enough relative separation compute the corresponding eigenvector by forming a rank revealing twisted factorization. Go back to (c) for any clusters that remain. The desired accuracy of the output can be specified by the input parameter ABSTOL. For more details, see SSTEMR's documentation and:  Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices," Linear Algebra and its Applications, 387(1), pp. 128, August 2004.  Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25, 2004. Also LAPACK Working Note 154.  Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", Computer Science Division Technical Report No. UCB/CSD97971, UC Berkeley, May 1997. Note 1 : SSYEVR calls SSTEMR when the full spectrum is requested on machines which conform to the ieee754 floating point standard. SSYEVR calls SSTEBZ and SSTEIN on nonieee machines and when partial spectrum requests are made. Normal execution of SSTEMR may create NaNs and infinities and hence may abort due to a floating point exception in environments which do not handle NaNs and infinities in the ieee standard default manner.
[in]  JOBZ  JOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. 
[in]  RANGE  RANGE is CHARACTER*1 = 'A': all eigenvalues will be found. = 'V': all eigenvalues in the halfopen interval (VL,VU] will be found. = 'I': the ILth through IUth eigenvalues will be found. For RANGE = 'V' or 'I' and IU  IL < N  1, SSTEBZ and SSTEIN are called 
[in]  UPLO  UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. 
[in]  N  N is INTEGER The order of the matrix A. N >= 0. 
[in,out]  A  A is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading NbyN upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading NbyN lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed. 
[in]  LDA  LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). 
[in]  VL  VL is REAL 
[in]  VU  VU is REAL 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'. 
[in]  IL  IL is INTEGER 
[in]  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'. 
[in]  ABSTOL  ABSTOL is REAL 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 1norm of the tridiagonal matrix obtained by reducing A to tridiagonal form. See "Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK Working Note #3. If high relative accuracy is important, set ABSTOL to SLAMCH( 'Safe minimum' ). Doing so will guarantee that eigenvalues are computed to high relative accuracy when possible in future releases. The current code does not make any guarantees about high relative accuracy, but future releases will. See J. Barlow and J. Demmel, "Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices", LAPACK Working Note #7, for a discussion of which matrices define their eigenvalues to high relative accuracy. 
[out]  M  M is INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IUIL+1. 
[out]  W  W is REAL array, dimension (N) The first M elements contain the selected eigenvalues in ascending order. 
[out]  Z  Z is REAL array, dimension (LDZ, max(1,M)) If JOBZ = 'V', then if INFO = 0, the first M columns of Z contain the orthonormal eigenvectors of the matrix A corresponding to the selected eigenvalues, with the ith column of Z holding the eigenvector associated with W(i). If JOBZ = 'N', then Z is not referenced. Note: the user must ensure that at least max(1,M) columns are supplied in the array Z; if RANGE = 'V', the exact value of M is not known in advance and an upper bound must be used. Supplying N columns is always safe. 
[in]  LDZ  LDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N). 
[out]  ISUPPZ  ISUPPZ is INTEGER array, dimension ( 2*max(1,M) ) The support of the eigenvectors in Z, i.e., the indices indicating the nonzero elements in Z. The ith eigenvector is nonzero only in elements ISUPPZ( 2*i1 ) through ISUPPZ( 2*i ). Implemented only for RANGE = 'A' or 'I' and IU  IL = N  1 
[out]  WORK  WORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. 
[in]  LWORK  LWORK is INTEGER The dimension of the array WORK. LWORK >= max(1,26*N). For optimal efficiency, LWORK >= (NB+6)*N, where NB is the max of the blocksize for SSYTRD and SORMTR returned by ILAENV. 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. 
[out]  IWORK  IWORK is INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LWORK. 
[in]  LIWORK  LIWORK is INTEGER The dimension of the array IWORK. LIWORK >= max(1,10*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. 
[out]  INFO  INFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value > 0: Internal error 
Definition at line 326 of file ssyevr.f.
subroutine ssyevx  (  character  JOBZ, 
character  RANGE,  
character  UPLO,  
integer  N,  
real, dimension( lda, * )  A,  
integer  LDA,  
real  VL,  
real  VU,  
integer  IL,  
integer  IU,  
real  ABSTOL,  
integer  M,  
real, dimension( * )  W,  
real, dimension( ldz, * )  Z,  
integer  LDZ,  
real, dimension( * )  WORK,  
integer  LWORK,  
integer, dimension( * )  IWORK,  
integer, dimension( * )  IFAIL,  
integer  INFO  
) 
SSYEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
Download SSYEVX + dependencies [TGZ] [ZIP] [TXT]SSYEVX computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.
[in]  JOBZ  JOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. 
[in]  RANGE  RANGE is CHARACTER*1 = 'A': all eigenvalues will be found. = 'V': all eigenvalues in the halfopen interval (VL,VU] will be found. = 'I': the ILth through IUth eigenvalues will be found. 
[in]  UPLO  UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. 
[in]  N  N is INTEGER The order of the matrix A. N >= 0. 
[in,out]  A  A is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading NbyN upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading NbyN lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed. 
[in]  LDA  LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). 
[in]  VL  VL is REAL 
[in]  VU  VU is REAL 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'. 
[in]  IL  IL is INTEGER 
[in]  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'. 
[in]  ABSTOL  ABSTOL is REAL 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 1norm 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*SLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*SLAMCH('S'). See "Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK Working Note #3. 
[out]  M  M is INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IUIL+1. 
[out]  W  W is REAL array, dimension (N) On normal exit, the first M elements contain the selected eigenvalues in ascending order. 
[out]  Z  Z is REAL array, dimension (LDZ, max(1,M)) If JOBZ = 'V', then if INFO = 0, the first M columns of Z contain the orthonormal eigenvectors of the matrix A corresponding to the selected eigenvalues, with the ith column of Z holding the eigenvector associated with W(i). If an eigenvector fails to converge, then that column of Z contains the latest approximation to the eigenvector, and the index of the eigenvector is returned in IFAIL. If JOBZ = 'N', then Z is not referenced. Note: the user must ensure that at least max(1,M) columns are supplied in the array Z; if RANGE = 'V', the exact value of M is not known in advance and an upper bound must be used. 
[in]  LDZ  LDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N). 
[out]  WORK  WORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. 
[in]  LWORK  LWORK is INTEGER The length of the array WORK. LWORK >= 1, when N <= 1; otherwise 8*N. For optimal efficiency, LWORK >= (NB+3)*N, where NB is the max of the blocksize for SSYTRD and SORMTR returned by ILAENV. If LWORK = 1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. 
[out]  IWORK  IWORK is INTEGER array, dimension (5*N) 
[out]  IFAIL  IFAIL is INTEGER array, dimension (N) 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 eigenvectors that failed to converge. If JOBZ = 'N', then IFAIL is not referenced. 
[out]  INFO  INFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value > 0: if INFO = i, then i eigenvectors failed to converge. Their indices are stored in array IFAIL. 
Definition at line 245 of file ssyevx.f.
subroutine ssygv  (  integer  ITYPE, 
character  JOBZ,  
character  UPLO,  
integer  N,  
real, dimension( lda, * )  A,  
integer  LDA,  
real, dimension( ldb, * )  B,  
integer  LDB,  
real, dimension( * )  W,  
real, dimension( * )  WORK,  
integer  LWORK,  
integer  INFO  
) 
SSYGST
Download SSYGV + dependencies [TGZ] [ZIP] [TXT]SSYGV computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetricdefinite 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.
[in]  ITYPE  ITYPE is 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 
[in]  JOBZ  JOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. 
[in]  UPLO  UPLO is CHARACTER*1 = 'U': Upper triangles of A and B are stored; = 'L': Lower triangles of A and B are stored. 
[in]  N  N is INTEGER The order of the matrices A and B. N >= 0. 
[in,out]  A  A is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading NbyN upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading NbyN lower triangular 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 destroyed. 
[in]  LDA  LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). 
[in,out]  B  B is REAL array, dimension (LDB, N) On entry, the symmetric positive definite matrix B. If UPLO = 'U', the leading NbyN upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', the leading NbyN lower triangular 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 factorization B = U**T*U or B = L*L**T. 
[in]  LDB  LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). 
[out]  W  W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order. 
[out]  WORK  WORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. 
[in]  LWORK  LWORK is INTEGER The length of the array WORK. LWORK >= max(1,3*N1). For optimal efficiency, LWORK >= (NB+2)*N, where NB is the blocksize for SSYTRD returned by ILAENV. If LWORK = 1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. 
[out]  INFO  INFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value > 0: SPOTRF or SSYEV returned an error code: <= N: if INFO = i, SSYEV failed to converge; i offdiagonal elements 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 computed. 
Definition at line 175 of file ssygv.f.
subroutine ssygvd  (  integer  ITYPE, 
character  JOBZ,  
character  UPLO,  
integer  N,  
real, dimension( lda, * )  A,  
integer  LDA,  
real, dimension( ldb, * )  B,  
integer  LDB,  
real, dimension( * )  W,  
real, dimension( * )  WORK,  
integer  LWORK,  
integer, dimension( * )  IWORK,  
integer  LIWORK,  
integer  INFO  
) 
SSYGST
Download SSYGVD + dependencies [TGZ] [ZIP] [TXT]SSYGVD computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetricdefinite 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. 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 XMP, Cray YMP, Cray C90, or Cray2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.
[in]  ITYPE  ITYPE is 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 
[in]  JOBZ  JOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. 
[in]  UPLO  UPLO is CHARACTER*1 = 'U': Upper triangles of A and B are stored; = 'L': Lower triangles of A and B are stored. 
[in]  N  N is INTEGER The order of the matrices A and B. N >= 0. 
[in,out]  A  A is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading NbyN upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading NbyN lower triangular 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 destroyed. 
[in]  LDA  LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). 
[in,out]  B  B is REAL array, dimension (LDB, N) On entry, the symmetric matrix B. If UPLO = 'U', the leading NbyN upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', the leading NbyN lower triangular 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 factorization B = U**T*U or B = L*L**T. 
[in]  LDB  LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). 
[out]  W  W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order. 
[out]  WORK  WORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. 
[in]  LWORK  LWORK is INTEGER The dimension of the array WORK. If N <= 1, LWORK >= 1. If JOBZ = 'N' and N > 1, LWORK >= 2*N+1. If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*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. 
[out]  IWORK  IWORK is INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. 
[in]  LIWORK  LIWORK is INTEGER The dimension of the array IWORK. If N <= 1, LIWORK >= 1. If JOBZ = 'N' and 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. 
[out]  INFO  INFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value > 0: SPOTRF or SSYEVD returned an error code: <= N: if INFO = i and JOBZ = 'N', then the algorithm failed to converge; i offdiagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and 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); > 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. 
Modified so that no backsubstitution is performed if SSYEVD fails to converge (NEIG in old code could be greater than N causing out of bounds reference to A  reported by Ralf Meyer). Also corrected the description of INFO and the test on ITYPE. Sven, 16 Feb 05.
Definition at line 227 of file ssygvd.f.
subroutine ssygvx  (  integer  ITYPE, 
character  JOBZ,  
character  RANGE,  
character  UPLO,  
integer  N,  
real, dimension( lda, * )  A,  
integer  LDA,  
real, dimension( ldb, * )  B,  
integer  LDB,  
real  VL,  
real  VU,  
integer  IL,  
integer  IU,  
real  ABSTOL,  
integer  M,  
real, dimension( * )  W,  
real, dimension( ldz, * )  Z,  
integer  LDZ,  
real, dimension( * )  WORK,  
integer  LWORK,  
integer, dimension( * )  IWORK,  
integer, dimension( * )  IFAIL,  
integer  INFO  
) 
SSYGST
Download SSYGVX + dependencies [TGZ] [ZIP] [TXT]SSYGVX computes selected eigenvalues, and optionally, eigenvectors of a real generalized symmetricdefinite 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. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.
[in]  ITYPE  ITYPE is 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 
[in]  JOBZ  JOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. 
[in]  RANGE  RANGE is CHARACTER*1 = 'A': all eigenvalues will be found. = 'V': all eigenvalues in the halfopen interval (VL,VU] will be found. = 'I': the ILth through IUth eigenvalues will be found. 
[in]  UPLO  UPLO is CHARACTER*1 = 'U': Upper triangle of A and B are stored; = 'L': Lower triangle of A and B are stored. 
[in]  N  N is INTEGER The order of the matrix pencil (A,B). N >= 0. 
[in,out]  A  A is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading NbyN upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading NbyN lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed. 
[in]  LDA  LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). 
[in,out]  B  B is REAL array, dimension (LDA, N) On entry, the symmetric matrix B. If UPLO = 'U', the leading NbyN upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', the leading NbyN lower triangular 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 factorization B = U**T*U or B = L*L**T. 
[in]  LDB  LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). 
[in]  VL  VL is REAL 
[in]  VU  VU is REAL 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'. 
[in]  IL  IL is INTEGER 
[in]  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'. 
[in]  ABSTOL  ABSTOL is REAL 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 1norm of the tridiagonal matrix obtained by reducing C to tridiagonal form, where C is the symmetric matrix of the standard symmetric problem to which the generalized problem is transformed. 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*SLAMCH('S'). 
[out]  M  M is INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IUIL+1. 
[out]  W  W is REAL array, dimension (N) On normal exit, the first M elements contain the selected eigenvalues in ascending order. 
[out]  Z  Z is REAL array, dimension (LDZ, max(1,M)) If JOBZ = 'N', then Z is not referenced. If JOBZ = 'V', then if INFO = 0, the first M columns of Z contain the orthonormal eigenvectors of the matrix A corresponding to the selected eigenvalues, with the ith column of Z holding the eigenvector associated with W(i). 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 an eigenvector fails to converge, then that column of Z contains the latest approximation to the eigenvector, and the index of the eigenvector is returned in IFAIL. Note: the user must ensure that at least max(1,M) columns are supplied in the array Z; if RANGE = 'V', the exact value of M is not known in advance and an upper bound must be used. 
[in]  LDZ  LDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N). 
[out]  WORK  WORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. 
[in]  LWORK  LWORK is INTEGER The length of the array WORK. LWORK >= max(1,8*N). For optimal efficiency, LWORK >= (NB+3)*N, where NB is the blocksize for SSYTRD returned by ILAENV. If LWORK = 1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. 
[out]  IWORK  IWORK is INTEGER array, dimension (5*N) 
[out]  IFAIL  IFAIL is INTEGER array, dimension (N) 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 eigenvectors that failed to converge. If JOBZ = 'N', then IFAIL is not referenced. 
[out]  INFO  INFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value > 0: SPOTRF or SSYEVX returned an error code: <= N: if INFO = i, SSYEVX failed to converge; i eigenvectors failed to converge. Their indices are stored in array IFAIL. > 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. 
Definition at line 289 of file ssygvx.f.