SYNOPSIS
 SUBROUTINE DSYGVD(
 ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, IWORK, LIWORK, INFO )
 CHARACTER JOBZ, UPLO
 INTEGER INFO, ITYPE, LDA, LDB, LIWORK, LWORK, N
 INTEGER IWORK( * )
 DOUBLE PRECISION A( LDA, * ), B( LDB, * ), W( * ), WORK( * )
PURPOSE
DSYGVD computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetricdefinite 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 symmetric 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 arithmetic. 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.
 A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
 On entry, the symmetric matrix A. If UPLO = 'U', the leading NbyN upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading NbyN lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**T*B*Z = I; if ITYPE = 3, Z**T*inv(B)*Z = I. If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') or the lower triangle (if UPLO='L') of A, including the diagonal, is destroyed.
 LDA (input) INTEGER
 The leading dimension of the array A. LDA >= max(1,N).
 B (input/output) DOUBLE PRECISION array, dimension (LDB, N)
 On entry, the symmetric matrix B. If UPLO = 'U', the leading NbyN upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', 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**T*U or B = L*L**T.
 LDB (input) INTEGER
 The leading dimension of the array B. LDB >= max(1,N).
 W (output) DOUBLE PRECISION array, dimension (N)
 If INFO = 0, the eigenvalues in ascending order.
 WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
 On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
 LWORK (input) INTEGER
 The dimension of the array WORK. If N <= 1, LWORK >= 1. If JOBZ = 'N' and N > 1, LWORK >= 2*N+1. If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2. If LWORK = 1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA.
 IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
 On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
 LIWORK (input) INTEGER
 The dimension of the array IWORK. If N <= 1, LIWORK >= 1. If JOBZ = 'N' and 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 sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA.
 INFO (output) INTEGER

= 0: successful exit
< 0: if INFO = i, the ith argument had an illegal value
> 0: DPOTRF or DSYEVD returned an error code:
<= N: if INFO = i and JOBZ = 'N', then the algorithm failed to converge; i offdiagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = 'V', then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1); > 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 byMark Fahey, Department of Mathematics, Univ. of Kentucky, USA Modified so that no backsubstitution is performed if DSYEVD fails to converge (NEIG in old code could be greater than N causing out of bounds reference to A  reported by Ralf Meyer). Also corrected the description of INFO and the test on ITYPE. Sven, 16 Feb 05.