.TH SSBGVX 1 "November 2006" " LAPACK driver routine (version 3.1) " " LAPACK driver routine (version 3.1) "
.SH NAME
SSBGVX - selected eigenvalues, and optionally, eigenvectors of a real generalized symmetric-definite banded eigenproblem, of the form A*x=(lambda)*B*x
.SH SYNOPSIS
.TP 19
SUBROUTINE SSBGVX(
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 )
.TP 19
.ti +4
CHARACTER
JOBZ, RANGE, UPLO
.TP 19
.ti +4
INTEGER
IL, INFO, IU, KA, KB, LDAB, LDBB, LDQ, LDZ, M,
N
.TP 19
.ti +4
REAL
ABSTOL, VL, VU
.TP 19
.ti +4
INTEGER
IFAIL( * ), IWORK( * )
.TP 19
.ti +4
REAL
AB( LDAB, * ), BB( LDBB, * ), Q( LDQ, * ),
W( * ), WORK( * ), Z( LDZ, * )
.SH PURPOSE
SSBGVX 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.
.SH ARGUMENTS
.TP 8
JOBZ (input) CHARACTER*1
= \(aqN\(aq: Compute eigenvalues only;
.br
= \(aqV\(aq: Compute eigenvalues and eigenvectors.
.TP 8
RANGE (input) CHARACTER*1
.br
= \(aqA\(aq: all eigenvalues will be found.
.br
= \(aqV\(aq: all eigenvalues in the half-open interval (VL,VU]
will be found.
= \(aqI\(aq: the IL-th through IU-th eigenvalues will be found.
.TP 8
UPLO (input) CHARACTER*1
.br
= \(aqU\(aq: Upper triangles of A and B are stored;
.br
= \(aqL\(aq: Lower triangles of A and B are stored.
.TP 8
N (input) INTEGER
The order of the matrices A and B. N >= 0.
.TP 8
KA (input) INTEGER
The number of superdiagonals of the matrix A if UPLO = \(aqU\(aq,
or the number of subdiagonals if UPLO = \(aqL\(aq. KA >= 0.
.TP 8
KB (input) INTEGER
The number of superdiagonals of the matrix B if UPLO = \(aqU\(aq,
or the number of subdiagonals if UPLO = \(aqL\(aq. KB >= 0.
.TP 8
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 = \(aqU\(aq, AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
if UPLO = \(aqL\(aq, AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
On exit, the contents of AB are destroyed.
.TP 8
LDAB (input) INTEGER
The leading dimension of the array AB. LDAB >= KA+1.
.TP 8
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 = \(aqU\(aq, BB(ka+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
if UPLO = \(aqL\(aq, 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.
.TP 8
LDBB (input) INTEGER
The leading dimension of the array BB. LDBB >= KB+1.
.TP 8
Q (output) REAL array, dimension (LDQ, N)
If JOBZ = \(aqV\(aq, 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 = \(aqN\(aq, the array Q is not referenced.
.TP 8
LDQ (input) INTEGER
The leading dimension of the array Q. If JOBZ = \(aqN\(aq,
LDQ >= 1. If JOBZ = \(aqV\(aq, LDQ >= max(1,N).
.TP 8
VL (input) REAL
VU (input) REAL
If RANGE=\(aqV\(aq, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = \(aqA\(aq or \(aqI\(aq.
.TP 8
IL (input) INTEGER
IU (input) INTEGER
If RANGE=\(aqI\(aq, 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 = \(aqA\(aq or \(aqV\(aq.
.TP 8
ABSTOL (input) 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 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*SLAMCH(\(aqS\(aq), not zero.
If this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*SLAMCH(\(aqS\(aq).
.TP 8
M (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = \(aqA\(aq, M = N, and if RANGE = \(aqI\(aq, M = IU-IL+1.
.TP 8
W (output) REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
.TP 8
Z (output) REAL array, dimension (LDZ, N)
If JOBZ = \(aqV\(aq, 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 = \(aqN\(aq, then Z is not referenced.
.TP 8
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = \(aqV\(aq, LDZ >= max(1,N).
.TP 8
WORK (workspace/output) REAL array, dimension (7N)
.TP 8
IWORK (workspace/output) INTEGER array, dimension (5N)
.TP 8
IFAIL (output) INTEGER array, dimension (M)
If JOBZ = \(aqV\(aq, 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 = \(aqN\(aq, then IFAIL is not referenced.
.TP 8
INFO (output) INTEGER
= 0 : successful exit
.br
< 0 : if INFO = -i, the i-th argument had an illegal value
.br
<= N: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in IFAIL.
> N : SPBSTF 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.
.SH FURTHER DETAILS
Based on contributions by
.br
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA