SSPGV(3f)

NAME
SSPGV - 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

SYNOPSIS

SUBROUTINE SSPGV(
    ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, INFO )

CHARACTER
    JOBZ, UPLO

INTEGER
    INFO, ITYPE, LDZ, N

REAL
    AP( * ), BP( * ), W( * ), WORK( * ), Z( LDZ, * )

PURPOSE
SSPGV 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, stored in packed format, 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.

AP      (input/output) REAL array, dimension
    (N*(N+1)/2) On entry, the upper or lower triangle of the symmetric matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows: if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. On exit, the contents of AP are destroyed.

BP      (input/output) REAL array, dimension (N*(N+1)/2)
    On entry, the upper or lower triangle of the symmetric matrix B, packed columnwise in a linear array. The j-th column of B is stored in the array BP as follows: if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j; if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n. On exit, the triangular factor U or L from the Cholesky factorization B = U**T*U or B = L*L**T, in the same storage format as B.

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. 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 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) REAL array, dimension (3*N)

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