CHBGVD(3f)

NAME
CHBGVD - all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite banded eigenproblem, of the form A*x=(lambda)*B*x

SYNOPSIS

SUBROUTINE CHBGVD(
    JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )

CHARACTER
    JOBZ, UPLO

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

INTEGER
    IWORK( * )

REAL
    RWORK( * ), W( * )

COMPLEX
    AB( LDAB, * ), BB( LDBB, * ), WORK( * ), Z( LDZ, * )

PURPOSE
CHBGVD computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian 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.

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) COMPLEX array, dimension (LDAB, N)
    On entry, the upper or lower triangle of the Hermitian 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) COMPLEX array, dimension (LDBB, N)
    On entry, the upper or lower triangle of the Hermitian 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**H*S, as returned by CPBSTF.

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) COMPLEX 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**H*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/output) COMPLEX array, dimension (MAX(1,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 >= N. If JOBZ = 'V' and N > 1, LWORK >= 2*N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.

RWORK   (workspace/output) REAL array, dimension (MAX(1,LRWORK))
    On exit, if INFO=0, RWORK(1) returns the optimal LRWORK.

LRWORK  (input) INTEGER
    The dimension of array RWORK. If N <= 1, LRWORK >= 1. If JOBZ = 'N' and N > 1, LRWORK >= N. If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2. If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.

IWORK   (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
    On exit, if INFO=0, IWORK(1) returns the optimal LIWORK.

LIWORK  (input) INTEGER
    The dimension of 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 sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or 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 CPBSTF
    returned INFO = i: B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.

FURTHER DETAILS
Based on contributions by
   Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA