DSYGVD - 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

SUBROUTINE DSYGVD(

ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, IWORK, LIWORK, INFO )

CHARACTER JOBZ, UPLO

INTEGER INFO, ITYPE, LDA, LDB, LIWORK, LWORK, N

INTEGER IWORK( * )

DOUBLE PRECISION A( LDA, * ), B( LDB, * ), W( * ), WORK( * )

DSYGVD 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. 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 X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

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 matrices A and B. 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 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.

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 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.

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/output) DOUBLE PRECISION array, dimension (LWORK)

On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK (input) 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 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.

IWORK (workspace/output) INTEGER array, dimension (LIWORK)

On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.

LIWORK (input) 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 size of the IWORK array, returns this value as the first entry of the IWORK array, and no error message related to LIWORK is issued by XERBLA.

INFO (output) INTEGER

= 0: successful exit

< 0: if INFO = -i, the i-th argument had an illegal value

> 0: DPOTRF or DSYEVD returned an error code:

<= N: if INFO = i, DSYEVD 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 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.

Based on contributions by

Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA