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Eigenvalues and Eigenvectors of a Hermitian Matrix in Banded Storage (Simple Driver)

The subroutines described in this section compute the eigenvalues and, optionally, the eigenvectors of a Hermitian matrix A in banded storage. The eigenvectors are normalized to have a Euclidean norm of 1. Note that the expert driver xHBEVX is also available.

Calling Sequence

CALL ZHBEV 
(JOBZ, UPLO, N, NDIAG, ZA, LDA, DW, ZZ, LDZ, ZWORK, 
DWORK2, INFO)
CALL CHBEV 
(JOBZ, UPLO, N, NDIAG, CA, LDA, SW, CZ, LDZ, CWORK, 
SWORK2, INFO)






void zhbev 
(char jobz, char uplo, int n, int ndiag, doublecomplex 
*za, int lda, double *dw, doublecomplex *zz, int ldz, 
int *info)
void chbev 
(char jobz, char uplo, int n, int ndiag, complex *ca, 
int lda, float *sw, complex *cz, int ldz, int *info)

Arguments

JOBZ

Indicates whether to compute eigenvalues only or to compute both eigenvalues and eigenvectors. The legal values for JOBZ are listed below. Any values not listed below are illegal.

'N' or 'n'

Compute eigenvalues only.

'V' or 'v'

Compute both eigenvalues and eigenvectors.

UPLO

Indicates whether xA contains the upper or lower triangle of the matrix. The legal values for UPLO are listed below. Any values not listed below are illegal.

'U' or 'u'

xA contains the upper triangle.

'L' or 'l'

xA contains the lower triangle.

N

Order of the matrix A. N 0.

NDIAG

Number of superdiagonals or subdiagonals of the matrix A. N-1 NDIAG 0 but if N = 0 then NDIAG = 0.

If UPLO = 'U' or 'u', NDIAG is the number of superdiagonals.

If UPLO = 'L' or 'l', NDIAG is the number of subdiagonals.

xA

On entry, the upper or lower triangle of the matrix A.
On exit, A is overwritten.

LDA

Leading dimension of the array A as specified in a dimension or type statement. LDA NDIAG + 1.

xW

On exit, the N eigenvalues in ascending order.

xZ

On exit, if JOBZ = 'V' or 'v' then Z contains the orthonormal eigenvectors. If JOBZ = 'N' or 'n' then Z is not used.

LDZ

Leading dimension of the array Z as specified in a dimension or type statement. LDZ 1. If JOBZ = 'V' or 'v' then LDZ max(1, N).

xWORK

Scratch array with a dimension of N.

xWORK2

Scratch array with a dimension of max(1, 3 × N - 2).

INFO

On exit:

INFO = 0

Subroutine completed normally.

INFO < 0

The ith argument, where i = |INFO|, had an illegal value.

INFO > 0

Convergence failure.

Sample Program




      PROGRAM TEST
      IMPLICIT NONE
C
      DOUBLE PRECISION  ZERO
      INTEGER           LDA, LDEVAL, LDEVEC, LDWORK, LDWRK2
      INTEGER           N, NDIAG
      PARAMETER        (N = 3)
      PARAMETER        (NDIAG = 1)
      PARAMETER        (LDA = NDIAG + 1)
      PARAMETER        (LDEVAL = N)
      PARAMETER        (LDEVEC = N)
      PARAMETER        (LDWORK = N)
      PARAMETER        (LDWRK2 = 3 * N - 2)
      PARAMETER        (ZERO = 0.0D0)
C
      DOUBLE PRECISION  EVALS(LDEVAL), WORK2(LDWRK2)
      COMPLEX*16        A(LDA,N), EVECS(LDEVEC,N), WORK(LDWORK)
      INTEGER           ICOL, INFO, IROW
C
      EXTERNAL          ZHBEV
      INTRINSIC         ABS, CMPLX, CONJG, DBLE
C
C     Initialize the array A to store the coefficient array A
C     shown below.
C
C          4     4+4i    0
C     A = 4-4i    4     4+4i
C          0     4-4i    4
C
C
      DATA A / (8D8,8D8), (4.0D0, 8D8), (4.0D0, 4.0D0),
     $         (4.0D0, 8D8), (4.0D0, 4.0D0), (4.0D0, 8D8) /
C
C     Print the initial value of A.
C
      PRINT 1000
      PRINT 1010, CMPLX(DBLE(A(2,1)), ZERO), A(1,2), 
     $   CMPLX(ZERO, ZERO)
      PRINT 1010, CONJG(A(1,2)), CMPLX(DBLE(A(2,2)), ZERO), A(1,3)
      PRINT 1010, (ZERO, ZERO), CONJG(A(1,3)), CMPLX(DBLE(A(2,3)),
     $   ZERO)
      PRINT 1020
      DO 100, IROW = 1, LDA
        PRINT 1010, (A(IROW,ICOL), ICOL = 1, N)
  100 CONTINUE
C
C     Compute the eigenvalues of A.
C
      CALL ZHBEV ('VALUES AND VECTORS', 
     $            'UPPER TRIANGLE OF A STORED', N, NDIAG, A, LDA,
     $            EVALS, EVECS, LDEVEC, WORK, WORK2, INFO)
      IF (INFO .LT. 0) THEN
        PRINT 1030, ABS(INFO)
        STOP 1
      ELSE IF (INFO .GT. 0) THEN
        PRINT 1040
        STOP 2
      END IF
C
C     Print the eigenvalues and eigenvectors.
C
      PRINT 1050
      DO 200, IROW = 1, N
        PRINT 1060, EVALS(IROW), (EVECS(IROW,ICOL), ICOL = 1, N)
  200 CONTINUE
C
 1000 FORMAT (1X, 'A in full form:')
 1010 FORMAT (1X, 10(: 2X, '(', F5.1, ',', F5.1, ')'))
 1020 FORMAT (/1X, 'A in Hermitian banded form: ',
     $        ' (* in unused entries)')
 1030 FORMAT (1X, 'Illegal argument to ZHEEV, argument #', I2)
 1040 FORMAT (1X, 'Convergence failure, INFO = ', I2)
 1050 FORMAT (/1X, 'Eigenvalue', 16X, 'Eigenvector**T')
 1060 FORMAT (1X, F8.3, 6X, '[', 3('(', F4.1, ',', F4.1, ')  '),
     $        ']')
C
      END
 

Sample Output

 
 A in full form:
   (  4.0,  0.0)  (  4.0,  4.0)  (  0.0,  0.0)
   (  4.0, -4.0)  (  4.0,  0.0)  (  4.0,  4.0)
   (  0.0,  0.0)  (  4.0, -4.0)  (  4.0,  0.0)



 A in Hermitian banded form:  (* in unused entries)
   (*****,*****)  (  4.0,  4.0)  (  4.0,  4.0)
   (  4.0,*****)  (  4.0,*****)  (  4.0,*****)



 Eigenvalue                Eigenvector**T
   -4.000      [( 0.5, 0.0)  (-0.7, 0.0)  ( 0.5, 0.0)  ]
    4.000      [(-0.5, 0.5)  ( 0.0, 0.0)  ( 0.5,-0.5)  ]
   12.000      [( 0.0,-0.5)  ( 0.0,-0.7)  ( 0.0,-0.5)  ]






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