SSBGVD - compute all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite banded eigenproblem, of the form A*x=(lambda)*B*x

SUBROUTINE SSBGVD(

JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )

CHARACTER JOBZ, UPLO

INTEGER INFO, KA, KB, LDAB, LDBB, LDZ, LIWORK, LWORK, N

INTEGER IWORK( * )

REAL AB( LDAB, * ), BB( LDBB, * ), W( * ), WORK( * ), Z( LDZ, * )

SSBGVD 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. 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.

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(ka+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 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 >= max(1,N).

WORK (workspace/output) REAL 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 >= 3*N. If JOBZ = 'V' and N > 1, LWORK >= 1 + 5*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 LIWORK > 0, IWORK(1) returns the optimal LIWORK.

LIWORK (input) INTEGER

The dimension of the array IWORK. If JOBZ = 'N' or 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: 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.

Based on contributions by

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