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◆ WDsbgv()
| Function WDsbgv |
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Jobz As |
String, |
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Uplo As |
String, |
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N As |
Long, |
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Ka As |
Long, |
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Kb As |
Long, |
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Ab As |
Variant, |
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Bb As |
Variant |
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Generalized eigenvalue problem of symmetric band matrices
- Purpose
- WDsbgv computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite banded eigenproblem, of the form A*x = λ*B*x.
Here A and B are assumed to be symmetric and banded, and B is also positive definite.
- Returns
- N+1 x 1 (if Jobz = "N"), N+1 x N+1 (if Jobz = "V" and Info = 0)
| Column 1 | Columns 2 to N+1 |
| Rows 1 to N | Eigenvalues in ascending order | Eigenvectors (if Jobz = "V" and Info = 0). The eigenvectors are normalized so that (Z^T)BZ = I. |
| Row N+1 | Return code | 0 |
Return code
= 0: Successful exit
= i (0 < i <= N): The i off-diagonal elements of an intermediate tridiagonal form did not converge to zero.
= i (N < i): The leading minor of order (i - N) of B is not positive definite. The factorization of B could not be completed.
- Parameters
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| [in] | Jobz | = "N": Compute eigenvalues only.
= "V": Compute eigenvalues and eigenvectors. |
| [in] | Uplo | = "U": Upper triangles of A and B are stored.
= "L": Lower triangles of A and B are stored. |
| [in] | N | Order of the matrices A and B. (N >= 1) |
| [in] | Ka | The number of superdiagonals or subdiagonals of the matrix A. (Ka >= 0) |
| [in] | Kb | The number of superdiagonals or subdiagonals of the matrix B. (Kb >= 0) |
| [in] | Ab | (Ka + 1 x N) Symmetric band matrix A. (Symmetric band matrix form) |
| [in] | Bb | (Kb + 1 x N) Symmetric positive definite band matrix B. (Symmetric band matrix form) |
- Reference
- LAPACK
- Example
- Compute the eigenvalues and the eigenvectors of a generalized symmetric-definite eigenproblem of the form Ax = λBx, where A is a symmetric matrix and B is a symmetric positive definite matrix.
( 0.31 0.69 0 ) ( 2.58 -0.99 0 )
A = ( 0.69 2.71 0.57 ) B = ( -0.99 0.69 -0.03 )
( 0 0.57 -0.13 ) ( 0 -0.03 0.18 )
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