
CHPGVD(l) ) CHPGVD(l)
NAME
CHPGVD  compute all the eigenvalues and, optionally, the eigenvectors of a complex gener
alized Hermitiandefinite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or
B*A*x=(lambda)*x
SYNOPSIS
SUBROUTINE CHPGVD( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK,
IWORK, LIWORK, INFO )
CHARACTER JOBZ, UPLO
INTEGER INFO, ITYPE, LDZ, LIWORK, LRWORK, LWORK, N
INTEGER IWORK( * )
REAL RWORK( * ), W( * )
COMPLEX AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
PURPOSE
CHPGVD computes all the eigenvalues and, optionally, the eigenvectors of a complex gener
alized Hermitiandefinite 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, stored in packed format, 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 arith
metic. 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 XMP, Cray YMP, Cray C90, or
Cray2. It could conceivably fail on hexadecimal or decimal machines without guard digits,
but we know of none.
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) COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the Hermitian matrix A, packed columnwise
in a linear array. The jth column of A is stored in the array AP as follows: if
UPLO = 'U', AP(i + (j1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i +
(j1)*(2*nj)/2) = A(i,j) for j<=i<=n.
On exit, the contents of AP are destroyed.
BP (input/output) COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the Hermitian matrix B, packed columnwise
in a linear array. The jth column of B is stored in the array BP as follows: if
UPLO = 'U', BP(i + (j1)*j/2) = B(i,j) for 1<=i<=j; if UPLO = 'L', BP(i +
(j1)*(2*nj)/2) = B(i,j) for j<=i<=n.
On exit, the triangular factor U or L from the Cholesky factorization B = U**H*U
or B = L*L**H, in the same storage format as B.
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. 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 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) COMPLEX array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of array WORK. If N <= 1, LWORK >= 1. If JOBZ = 'N'
and N > 1, LWORK >= N. If JOBZ = 'V' and N > 1, LWORK >= 2*N.
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) REAL array, dimension (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 size of the RWORK array, returns this value as the first entry of the
RWORK array, and no error message related to LRWORK is issued by XERBLA.
IWORK (workspace/output) INTEGER array, dimension (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 size of the IWORK array, returns this value as the first entry of the
IWORK array, and no error message related to LIWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = i, the ith argument had an illegal value
> 0: CPPTRF or CHPEVD returned an error code:
<= N: if INFO = i, CHPEVD failed to converge; i offdiagonal elements of an
intermediate tridiagonal form did not convergeto 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.
FURTHER DETAILS
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
LAPACK version 3.0 15 June 2000 CHPGVD(l) 
