spgvx#

Functions

void sspgvx(
    const INT            itype,
    const char*          jobz,
    const char*          range,
    const char*          uplo,
    const INT            n,
          f32*  restrict AP,
          f32*  restrict BP,
    const f32            vl,
    const f32            vu,
    const INT            il,
    const INT            iu,
    const f32            abstol,
          INT*           m,
          f32*  restrict W,
          f32*  restrict Z,
    const INT            ldz,
          f32*  restrict work,
          INT*  restrict iwork,
          INT*  restrict ifail,
          INT*           info
);
void sspgvx(const INT itype, const char *jobz, const char *range, const char *uplo, const INT n, f32 *restrict AP, f32 *restrict BP, const f32 vl, const f32 vu, const INT il, const INT iu, const f32 abstol, INT *m, f32 *restrict W, f32 *restrict Z, const INT ldz, f32 *restrict work, INT *restrict iwork, INT *restrict ifail, INT *info)#

SSPGVX computes selected eigenvalues, and optionally, eigenvectors of a real generalized symmetric-definite eigenproblem, of the form A*x=(lambda)*B*x, A*B*x=(lambda)*x, or B*A*x=(lambda)*x.

Here A and B are assumed to be symmetric, stored in packed storage, and B is also positive definite. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.

Parameters

in
itype

= 1: A*x = lambda*B*x; = 2: A*B*x = lambda*x; = 3: B*A*x = lambda*x

in
jobz

= ‘N’: eigenvalues only; = ‘V’: eigenvalues and eigenvectors

in
range

= ‘A’: all eigenvalues; = ‘V’: eigenvalues in (vl,vu]; = ‘I’: il-th through iu-th

in
uplo

= ‘U’: upper triangles stored; = ‘L’: lower triangles stored

in
n

The order of the matrices A and B. n >= 0.

inout
AP

Packed symmetric matrix A. On exit, destroyed.

inout
BP

Packed symmetric positive definite B. On exit, Cholesky factor.

in
vl

Lower bound if range=’V’.

in
vu

Upper bound if range=’V’. vl < vu.

in
il

Smallest eigenvalue index if range=’I’. 0 <= il <= iu.

in
iu

Largest eigenvalue index if range=’I’. il <= iu <= n.

in
abstol

Absolute error tolerance for eigenvalues.

out
m

Number of eigenvalues found.

out
W

The first m elements contain selected eigenvalues in ascending order.

out
Z

Eigenvectors if jobz=’V’; not referenced if jobz=’N’.

in
ldz

Leading dimension of Z. ldz >= 1, or ldz >= n if jobz=’V’.

out
work

Workspace array, dimension (8*n).

out
iwork

Integer workspace, dimension (5*n).

out
ifail

Indices of eigenvectors that failed to converge.

out
info

  • = 0: success; < 0: illegal argument; > 0: SPPTRF/SSPEVX error.

Functions

void dspgvx(
    const INT            itype,
    const char*          jobz,
    const char*          range,
    const char*          uplo,
    const INT            n,
          f64*  restrict AP,
          f64*  restrict BP,
    const f64            vl,
    const f64            vu,
    const INT            il,
    const INT            iu,
    const f64            abstol,
          INT*           m,
          f64*  restrict W,
          f64*  restrict Z,
    const INT            ldz,
          f64*  restrict work,
          INT*  restrict iwork,
          INT*  restrict ifail,
          INT*           info
);
void dspgvx(const INT itype, const char *jobz, const char *range, const char *uplo, const INT n, f64 *restrict AP, f64 *restrict BP, const f64 vl, const f64 vu, const INT il, const INT iu, const f64 abstol, INT *m, f64 *restrict W, f64 *restrict Z, const INT ldz, f64 *restrict work, INT *restrict iwork, INT *restrict ifail, INT *info)#

DSPGVX computes selected eigenvalues, and optionally, eigenvectors of a real generalized symmetric-definite eigenproblem, of the form A*x=(lambda)*B*x, A*B*x=(lambda)*x, or B*A*x=(lambda)*x.

Here A and B are assumed to be symmetric, stored in packed storage, and B is also positive definite. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.

Parameters

in
itype

= 1: A*x = lambda*B*x; = 2: A*B*x = lambda*x; = 3: B*A*x = lambda*x

in
jobz

= ‘N’: eigenvalues only; = ‘V’: eigenvalues and eigenvectors

in
range

= ‘A’: all eigenvalues; = ‘V’: eigenvalues in (vl,vu]; = ‘I’: il-th through iu-th

in
uplo

= ‘U’: upper triangles stored; = ‘L’: lower triangles stored

in
n

The order of the matrices A and B. n >= 0.

inout
AP

Packed symmetric matrix A. On exit, destroyed.

inout
BP

Packed symmetric positive definite B. On exit, Cholesky factor.

in
vl

Lower bound if range=’V’.

in
vu

Upper bound if range=’V’. vl < vu.

in
il

Smallest eigenvalue index if range=’I’. 0 <= il <= iu.

in
iu

Largest eigenvalue index if range=’I’. il <= iu <= n.

in
abstol

Absolute error tolerance for eigenvalues.

out
m

Number of eigenvalues found.

out
W

The first m elements contain selected eigenvalues in ascending order.

out
Z

Eigenvectors if jobz=’V’; not referenced if jobz=’N’.

in
ldz

Leading dimension of Z. ldz >= 1, or ldz >= n if jobz=’V’.

out
work

Workspace array, dimension (8*n).

out
iwork

Integer workspace, dimension (5*n).

out
ifail

Indices of eigenvectors that failed to converge.

out
info

  • = 0: success; < 0: illegal argument; > 0: DPPTRF/DSPEVX error.