ZHEGV(3f)

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

SYNOPSIS

SUBROUTINE ZHEGV(
    ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, RWORK, INFO )

CHARACTER
    JOBZ, UPLO

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

DOUBLE
    PRECISION RWORK( * ), W( * )

COMPLEX*16
    A( LDA, * ), B( LDB, * ), WORK( * )

PURPOSE
ZHEGV computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-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 Hermitian and B is also
positive definite.

ARGUMENTS

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) COMPLEX*16 array, dimension (LDA, N)
    On entry, the Hermitian 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**H*B*Z = I; if ITYPE = 3, Z**H*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) COMPLEX*16 array, dimension (LDB, N)
    On entry, the Hermitian positive definite 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**H*U or B = L*L**H.

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) COMPLEX*16 array, dimension (MAX(1,LWORK))
    On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK   (input) INTEGER
    The length of the array WORK. LWORK >= max(1,2*N-1). For optimal efficiency, LWORK >= (NB+1)*N, where NB is the blocksize for ZHETRD returned by ILAENV. 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.

RWORK   (workspace) DOUBLE PRECISION array, dimension (max(1, 3*N-2))

INFO    (output) INTEGER
    = 0: successful exit
    < 0: if INFO = -i, the i-th argument had an illegal value
    > 0: ZPOTRF or ZHEEV returned an error code:
    <= N: if INFO = i, ZHEEV 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.