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## man page of LAPACK-3

### LAPACK-3: computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite banded

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## NAME

LAPACK-3 - computes 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 ZHBGVX( JOBZ, RANGE, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO ) CHARACTER JOBZ, RANGE, UPLO INTEGER IL, INFO, IU, KA, KB, LDAB, LDBB, LDQ, LDZ, M, N DOUBLE PRECISION ABSTOL, VL, VU INTEGER IFAIL( * ), IWORK( * ) DOUBLE PRECISION RWORK( * ), W( * ) COMPLEX*16 AB( LDAB, * ), BB( LDBB, * ), Q( LDQ, * ), WORK( * ), Z( LDZ, * )## PURPOSE

ZHBGVX 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. Eigenvalues and eigenvectors can be selected by specifying either all eigenvalues, a range of values or a range of indices for the desired eigenvalues.## ARGUMENTS

JOBZ (input) CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. RANGE (input) CHARACTER*1 = 'A': all eigenvalues will be found; = 'V': all eigenvalues in the half-open interval (VL,VU] will be found; = 'I': the IL-th through IU-th eigenvalues will be found. 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*16 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*16 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 ZPBSTF. LDBB (input) INTEGER The leading dimension of the array BB. LDBB >= KB+1. Q (output) COMPLEX*16 array, dimension (LDQ, N) If JOBZ = 'V', 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 = 'N', the array Q is not referenced. LDQ (input) INTEGER The leading dimension of the array Q. If JOBZ = 'N', LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N). VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION 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'. IL (input) INTEGER IU (input) 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'. ABSTOL (input) DOUBLE PRECISION 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 AP to tridiagonal form. 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*DLAMCH('S'). M (output) INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. W (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. Z (output) COMPLEX*16 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) COMPLEX*16 array, dimension (N) RWORK (workspace) DOUBLE PRECISION array, dimension (7*N) IWORK (workspace) INTEGER array, dimension (5*N) IFAIL (output) 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. 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: then i eigenvectors failed to converge. Their indices are stored in array IFAIL. > N: if INFO = N + i, for 1 <= i <= N, then ZPBSTF 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 LAPACK driver routine (version 3.March 2011 LAPACK-3(3)

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