NAG Library Routine Document

f08uaf (dsbgv)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:     $\mathbf{jobz}$ – Character(1)Input

On entry: indicates whether eigenvectors are computed.

$\mathbf{jobz}=\text{'N'}$

Only eigenvalues are computed.

$\mathbf{jobz}=\text{'V'}$

Eigenvalues and eigenvectors are computed.

Constraint: $\mathbf{jobz}=\text{'N'}$ or $\text{'V'}$.

2:     $\mathbf{uplo}$ – Character(1)Input

On entry: if $\mathbf{uplo}=\text{'U'}$, the upper triangles of $A$ and $B$ are stored.

If $\mathbf{uplo}=\text{'L'}$, the lower triangles of $A$ and $B$ are stored.

Constraint: $\mathbf{uplo}=\text{'U'}$ or $\text{'L'}$.

3:     $\mathbf{n}$ – IntegerInput

On entry: $n$, the order of the matrices $A$ and $B$.

Constraint: $\mathbf{n}\ge 0$.

4:     $\mathbf{ka}$ – IntegerInput

On entry: if $\mathbf{uplo}=\text{'U'}$, the number of superdiagonals, $k_a$, of the matrix $A$.

If $\mathbf{uplo}=\text{'L'}$, the number of subdiagonals, $k_a$, of the matrix $A$.

Constraint: $\mathbf{ka}\ge 0$.

5:     $\mathbf{kb}$ – IntegerInput

On entry: if $\mathbf{uplo}=\text{'U'}$, the number of superdiagonals, $k_b$, of the matrix $B$.

If $\mathbf{uplo}=\text{'L'}$, the number of subdiagonals, $k_b$, of the matrix $B$.

Constraint: $\mathbf{ka}\ge \mathbf{kb}\ge 0$.

6:     $\mathbf{ab}\left(\mathbf{ldab},*\right)$ – Real (Kind=nag_wp) arrayInput/Output

Note: the second dimension of the array ab must be at least $\max \left(1,\mathbf{n}\right)$.

On entry: the upper or lower triangle of the $n$ by $n$ symmetric band matrix $A$.

The matrix is stored in rows $1$ to $k_a+1$, more precisely,

• if $\mathbf{uplo}=\text{'U'}$, the elements of the upper triangle of $A$ within the band must be stored with element $A_{ij}$ in $\mathbf{ab}\left(k_a+1+i-j,j\right)\text{ for }\max \left(1,j-k_a\right)\le i\le j$;
• if $\mathbf{uplo}=\text{'L'}$, the elements of the lower triangle of $A$ within the band must be stored with element $A_{ij}$ in $\mathbf{ab}\left(1+i-j,j\right)\text{ for }j\le i\le \min \left(n,j+k_a\right)\text{.}$

On exit: the contents of ab are overwritten.

7:     $\mathbf{ldab}$ – IntegerInput

On entry: the first dimension of the array ab as declared in the (sub)program from which f08uaf (dsbgv) is called.

Constraint: $\mathbf{ldab}\ge \mathbf{ka}+1$.

8:     $\mathbf{bb}\left(\mathbf{ldbb},*\right)$ – Real (Kind=nag_wp) arrayInput/Output

Note: the second dimension of the array bb must be at least $\max \left(1,\mathbf{n}\right)$.

On entry: the upper or lower triangle of the $n$ by $n$ symmetric band matrix $B$.

The matrix is stored in rows $1$ to $k_b+1$, more precisely,

• if $\mathbf{uplo}=\text{'U'}$, the elements of the upper triangle of $B$ within the band must be stored with element $B_{ij}$ in $\mathbf{bb}\left(k_b+1+i-j,j\right)\text{ for }\max \left(1,j-k_b\right)\le i\le j$;
• if $\mathbf{uplo}=\text{'L'}$, the elements of the lower triangle of $B$ within the band must be stored with element $B_{ij}$ in $\mathbf{bb}\left(1+i-j,j\right)\text{ for }j\le i\le \min \left(n,j+k_b\right)\text{.}$

On exit: the factor $S$ from the split Cholesky factorization $B=S^{\mathrm{T}}S$, as returned by f08uff (dpbstf).

9:     $\mathbf{ldbb}$ – IntegerInput

On entry: the first dimension of the array bb as declared in the (sub)program from which f08uaf (dsbgv) is called.

Constraint: $\mathbf{ldbb}\ge \mathbf{kb}+1$.

10:   $\mathbf{w}\left(\mathbf{n}\right)$ – Real (Kind=nag_wp) arrayOutput

On exit: the eigenvalues in ascending order.

11:   $\mathbf{z}\left(\mathbf{ldz},*\right)$ – Real (Kind=nag_wp) arrayOutput

Note: the second dimension of the array z must be at least $\max \left(1,\mathbf{n}\right)$ if $\mathbf{jobz}=\text{'V'}$, and at least $1$ otherwise.

On exit: if $\mathbf{jobz}=\text{'V'}$, z contains the matrix $Z$ of eigenvectors, with the $i$th column of $Z$ holding the eigenvector associated with $\mathbf{w}\left(i\right)$. The eigenvectors are normalized so that $Z^{\mathrm{T}}BZ=I$.

If $\mathbf{jobz}=\text{'N'}$, z is not referenced.

12:   $\mathbf{ldz}$ – IntegerInput

On entry: the first dimension of the array z as declared in the (sub)program from which f08uaf (dsbgv) is called.

Constraints:

• if $\mathbf{jobz}=\text{'V'}$, $\mathbf{ldz}\ge \max \left(1,\mathbf{n}\right)$;
• otherwise $\mathbf{ldz}\ge 1$.

13:   $\mathbf{work}\left(3\times \mathbf{n}\right)$ – Real (Kind=nag_wp) arrayWorkspace

14:   $\mathbf{info}$ – IntegerOutput

On exit: $\mathbf{info}=0$ unless the routine detects an error (see Section 6).

6

Error Indicators and Warnings

$\mathbf{info}<0$

If $\mathbf{info}=-i$, argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.

$\mathbf{info}=1\hspace{0.17em}\text{to}\hspace{0.17em}\mathbf{n}$

The algorithm failed to converge; $〈\mathit{\text{value}}〉$ off-diagonal elements of an intermediate tridiagonal form did not converge to zero.

$\mathbf{info}>\mathbf{n}$

If $\mathbf{info}=\mathbf{n}+〈\mathit{\text{value}}〉$, for $1\le 〈\mathit{\text{value}}〉\le \mathbf{n}$, f08uff (dpbstf) returned $\mathbf{info}=〈\mathit{\text{value}}〉$: $B$ is not positive definite. The factorization of $B$ could not be completed and no eigenvalues or eigenvectors were computed.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (f08uafe.f90)

10.2

Program Data

Program Data (f08uafe.d)

10.3

Program Results

Program Results (f08uafe.r)