MAGMA
2.3.0
Matrix Algebra for GPU and Multicore Architectures

Functions  
magma_int_t  magma_chegvr (magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n, magmaFloatComplex *A, magma_int_t lda, magmaFloatComplex *B, magma_int_t ldb, float vl, float vu, magma_int_t il, magma_int_t iu, float abstol, magma_int_t *m, float *w, magmaFloatComplex *Z, magma_int_t ldz, magma_int_t *isuppz, magmaFloatComplex *work, magma_int_t lwork, float *rwork, magma_int_t lrwork, magma_int_t *iwork, magma_int_t liwork, magma_int_t *info) 
CHEGVR computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitiandefinite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. More...  
magma_int_t  magma_zhegvr (magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n, magmaDoubleComplex *A, magma_int_t lda, magmaDoubleComplex *B, magma_int_t ldb, double vl, double vu, magma_int_t il, magma_int_t iu, double abstol, magma_int_t *m, double *w, magmaDoubleComplex *Z, magma_int_t ldz, magma_int_t *isuppz, magmaDoubleComplex *work, magma_int_t lwork, double *rwork, magma_int_t lrwork, magma_int_t *iwork, magma_int_t liwork, magma_int_t *info) 
ZHEGVR computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitiandefinite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. More...  
magma_int_t magma_chegvr  (  magma_int_t  itype, 
magma_vec_t  jobz,  
magma_range_t  range,  
magma_uplo_t  uplo,  
magma_int_t  n,  
magmaFloatComplex *  A,  
magma_int_t  lda,  
magmaFloatComplex *  B,  
magma_int_t  ldb,  
float  vl,  
float  vu,  
magma_int_t  il,  
magma_int_t  iu,  
float  abstol,  
magma_int_t *  m,  
float *  w,  
magmaFloatComplex *  Z,  
magma_int_t  ldz,  
magma_int_t *  isuppz,  
magmaFloatComplex *  work,  
magma_int_t  lwork,  
float *  rwork,  
magma_int_t  lrwork,  
magma_int_t *  iwork,  
magma_int_t  liwork,  
magma_int_t *  info  
) 
CHEGVR computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized 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 and B is also positive definite.
Whenever possible, CHEEVR calls CSTEGR to compute the eigenspectrum using Relatively Robust Representations. CSTEGR computes eigenvalues by the dqds algorithm, while orthogonal eigenvectors are computed from various "good" L D L^T representations (also known as Relatively Robust Representations). GramSchmidt orthogonalization is avoided as far as possible. More specifically, the various steps of the algorithm are as follows. For the ith unreduced block of T,
For more details, see "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon, Computer Science Division Technical Report No. UCB//CSD97971, UC Berkeley, May 1997.
Note 1 : CHEEVR calls CSTEGR when the full spectrum is requested on machines which conform to the ieee754 floating point standard. CHEEVR calls SSTEBZ and CSTEIN on nonieee machines and when partial spectrum requests are made.
Normal execution of CSTEGR may create NaNs and infinities and hence may abort due to a floating point exception in environments which do not handle NaNs and infinities in the ieee standard default manner.
[in]  itype  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 
[in]  range  magma_range_t

[in]  jobz  magma_vec_t

[in]  uplo  magma_uplo_t

[in]  n  INTEGER The order of the matrices A and B. N >= 0. 
[in,out]  A  COMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the leading NbyN upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = MagmaLower, the leading NbyN lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = MagmaVec, then if INFO = 0, A 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 = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper) or the lower triangle (if UPLO=MagmaLower) of A, including the diagonal, is destroyed. 
[in]  lda  INTEGER The leading dimension of the array A. LDA >= max(1,N). 
[in,out]  B  COMPLEX array, dimension (LDB, N) On entry, the Hermitian matrix B. If UPLO = MagmaUpper, the leading NbyN upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = MagmaLower, the leading NbyN lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H. 
[in]  ldb  INTEGER The leading dimension of the array B. LDB >= max(1,N). 
[in]  vl  REAL 
[in]  vu  REAL If RANGE=MagmaRangeV, the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = MagmaRangeAll or MagmaRangeI. 
[in]  il  INTEGER 
[in]  iu  INTEGER If RANGE=MagmaRangeI, the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = MagmaRangeAll or MagmaRangeV. 
[in]  abstol  REAL The absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval [a,b] of width less than or equal to ABSTOL + EPS * max( a,b ), where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*T will be used in its place, where T is the 1norm of the tridiagonal matrix obtained by reducing A to tridiagonal form. See "Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK Working Note #3. If high relative accuracy is important, set ABSTOL to SLAMCH( 'Safe minimum' ). Doing so will guarantee that eigenvalues are computed to high relative accuracy when possible in future releases. The current code does not make any guarantees about high relative accuracy, but furutre releases will. See J. Barlow and J. Demmel, "Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices", LAPACK Working Note #7, for a discussion of which matrices define their eigenvalues to high relative accuracy. 
[out]  m  INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IUIL+1. 
[out]  w  REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order. 
[out]  Z  COMPLEX array, dimension (LDZ, max(1,M)) If JOBZ = MagmaVec, then if INFO = 0, the first M columns of Z contain the orthonormal eigenvectors of the matrix A corresponding to the selected eigenvalues, with the ith column of Z holding the eigenvector associated with W(i). If JOBZ = MagmaNoVec, then Z is not referenced. Note: the user must ensure that at least max(1,M) columns are supplied in the array Z; if RANGE = MagmaRangeV, the exact value of M is not known in advance and an upper bound must be used. 
[in]  ldz  INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = MagmaVec, LDZ >= max(1,N). 
[out]  isuppz  INTEGER ARRAY, dimension ( 2*max(1,M) ) The support of the eigenvectors in Z, i.e., the indices indicating the nonzero elements in Z. The ith eigenvector is nonzero only in elements ISUPPZ( 2*i1 ) through ISUPPZ( 2*i ). Implemented only for RANGE = MagmaRangeAll or MagmaRangeI and IU  IL = N  1 
[out]  work  (workspace) COMPLEX array, dimension (LWORK) On exit, if INFO = 0, WORK[0] returns the optimal LWORK. 
[in]  lwork  INTEGER The length of the array WORK. LWORK >= max(1,2*N). For optimal efficiency, LWORK >= (NB+1)*N, where NB is the max of the blocksize for CHETRD and for CUNMTR as returned by ILAENV. 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. 
[out]  rwork  (workspace) REAL array, dimension (LRWORK) On exit, if INFO = 0, RWORK[0] returns the optimal (and minimal) LRWORK. 
[in]  lrwork  INTEGER The length of the array RWORK. LRWORK >= max(1,24*N). 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. 
[out]  iwork  (workspace) INTEGER array, dimension (LIWORK) On exit, if INFO = 0, IWORK[0] returns the optimal (and minimal) LIWORK. 
[in]  liwork  INTEGER The dimension of the array IWORK. LIWORK >= max(1,10*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. 
[out]  info  INTEGER

Based on contributions by Inderjit Dhillon, IBM Almaden, USA Osni Marques, LBNL/NERSC, USA Ken Stanley, Computer Science Division, University of California at Berkeley, USA
magma_int_t magma_zhegvr  (  magma_int_t  itype, 
magma_vec_t  jobz,  
magma_range_t  range,  
magma_uplo_t  uplo,  
magma_int_t  n,  
magmaDoubleComplex *  A,  
magma_int_t  lda,  
magmaDoubleComplex *  B,  
magma_int_t  ldb,  
double  vl,  
double  vu,  
magma_int_t  il,  
magma_int_t  iu,  
double  abstol,  
magma_int_t *  m,  
double *  w,  
magmaDoubleComplex *  Z,  
magma_int_t  ldz,  
magma_int_t *  isuppz,  
magmaDoubleComplex *  work,  
magma_int_t  lwork,  
double *  rwork,  
magma_int_t  lrwork,  
magma_int_t *  iwork,  
magma_int_t  liwork,  
magma_int_t *  info  
) 
ZHEGVR computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized 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 and B is also positive definite.
Whenever possible, ZHEEVR calls ZSTEGR to compute the eigenspectrum using Relatively Robust Representations. ZSTEGR computes eigenvalues by the dqds algorithm, while orthogonal eigenvectors are computed from various "good" L D L^T representations (also known as Relatively Robust Representations). GramSchmidt orthogonalization is avoided as far as possible. More specifically, the various steps of the algorithm are as follows. For the ith unreduced block of T,
For more details, see "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon, Computer Science Division Technical Report No. UCB//CSD97971, UC Berkeley, May 1997.
Note 1 : ZHEEVR calls ZSTEGR when the full spectrum is requested on machines which conform to the ieee754 floating point standard. ZHEEVR calls DSTEBZ and ZSTEIN on nonieee machines and when partial spectrum requests are made.
Normal execution of ZSTEGR may create NaNs and infinities and hence may abort due to a floating point exception in environments which do not handle NaNs and infinities in the ieee standard default manner.
[in]  itype  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 
[in]  range  magma_range_t

[in]  jobz  magma_vec_t

[in]  uplo  magma_uplo_t

[in]  n  INTEGER The order of the matrices A and B. N >= 0. 
[in,out]  A  COMPLEX_16 array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the leading NbyN upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = MagmaLower, the leading NbyN lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = MagmaVec, then if INFO = 0, A 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 = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper) or the lower triangle (if UPLO=MagmaLower) of A, including the diagonal, is destroyed. 
[in]  lda  INTEGER The leading dimension of the array A. LDA >= max(1,N). 
[in,out]  B  COMPLEX_16 array, dimension (LDB, N) On entry, the Hermitian matrix B. If UPLO = MagmaUpper, the leading NbyN upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = MagmaLower, the leading NbyN lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H. 
[in]  ldb  INTEGER The leading dimension of the array B. LDB >= max(1,N). 
[in]  vl  DOUBLE PRECISION 
[in]  vu  DOUBLE PRECISION If RANGE=MagmaRangeV, the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = MagmaRangeAll or MagmaRangeI. 
[in]  il  INTEGER 
[in]  iu  INTEGER If RANGE=MagmaRangeI, the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = MagmaRangeAll or MagmaRangeV. 
[in]  abstol  DOUBLE PRECISION The absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval [a,b] of width less than or equal to ABSTOL + EPS * max( a,b ), where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*T will be used in its place, where T is the 1norm of the tridiagonal matrix obtained by reducing A to tridiagonal form. See "Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK Working Note #3. If high relative accuracy is important, set ABSTOL to DLAMCH( 'Safe minimum' ). Doing so will guarantee that eigenvalues are computed to high relative accuracy when possible in future releases. The current code does not make any guarantees about high relative accuracy, but furutre releases will. See J. Barlow and J. Demmel, "Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices", LAPACK Working Note #7, for a discussion of which matrices define their eigenvalues to high relative accuracy. 
[out]  m  INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IUIL+1. 
[out]  w  DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. 
[out]  Z  COMPLEX_16 array, dimension (LDZ, max(1,M)) If JOBZ = MagmaVec, then if INFO = 0, the first M columns of Z contain the orthonormal eigenvectors of the matrix A corresponding to the selected eigenvalues, with the ith column of Z holding the eigenvector associated with W(i). If JOBZ = MagmaNoVec, then Z is not referenced. Note: the user must ensure that at least max(1,M) columns are supplied in the array Z; if RANGE = MagmaRangeV, the exact value of M is not known in advance and an upper bound must be used. 
[in]  ldz  INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = MagmaVec, LDZ >= max(1,N). 
[out]  isuppz  INTEGER ARRAY, dimension ( 2*max(1,M) ) The support of the eigenvectors in Z, i.e., the indices indicating the nonzero elements in Z. The ith eigenvector is nonzero only in elements ISUPPZ( 2*i1 ) through ISUPPZ( 2*i ). Implemented only for RANGE = MagmaRangeAll or MagmaRangeI and IU  IL = N  1 
[out]  work  (workspace) COMPLEX_16 array, dimension (LWORK) On exit, if INFO = 0, WORK[0] returns the optimal LWORK. 
[in]  lwork  INTEGER The length of the array WORK. LWORK >= max(1,2*N). For optimal efficiency, LWORK >= (NB+1)*N, where NB is the max of the blocksize for ZHETRD and for ZUNMTR as returned by ILAENV. 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. 
[out]  rwork  (workspace) DOUBLE PRECISION array, dimension (LRWORK) On exit, if INFO = 0, RWORK[0] returns the optimal (and minimal) LRWORK. 
[in]  lrwork  INTEGER The length of the array RWORK. LRWORK >= max(1,24*N). 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. 
[out]  iwork  (workspace) INTEGER array, dimension (LIWORK) On exit, if INFO = 0, IWORK[0] returns the optimal (and minimal) LIWORK. 
[in]  liwork  INTEGER The dimension of the array IWORK. LIWORK >= max(1,10*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. 
[out]  info  INTEGER

Based on contributions by Inderjit Dhillon, IBM Almaden, USA Osni Marques, LBNL/NERSC, USA Ken Stanley, Computer Science Division, University of California at Berkeley, USA