table of contents
other versions
- bookworm 3.11.0-2
| doubleOTHEReigen(3) | LAPACK | doubleOTHEReigen(3) |
NAME¶
doubleOTHEReigen - double
SYNOPSIS¶
Functions¶
subroutine dbdsvdx (UPLO, JOBZ, RANGE, N, D, E, VL, VU, IL,
IU, NS, S, Z, LDZ, WORK, IWORK, INFO)
DBDSVDX subroutine dggglm (N, M, P, A, LDA, B, LDB, D, X, Y,
WORK, LWORK, INFO)
DGGGLM subroutine dsbev (JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ,
WORK, INFO)
DSBEV computes the eigenvalues and, optionally, the left and/or right
eigenvectors for OTHER matrices subroutine dsbev_2stage (JOBZ,
UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, LWORK, INFO)
DSBEV_2STAGE computes the eigenvalues and, optionally, the left and/or
right eigenvectors for OTHER matrices subroutine dsbevd (JOBZ,
UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO)
DSBEVD computes the eigenvalues and, optionally, the left and/or right
eigenvectors for OTHER matrices subroutine dsbevd_2stage (JOBZ,
UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO)
DSBEVD_2STAGE computes the eigenvalues and, optionally, the left and/or
right eigenvectors for OTHER matrices subroutine dsbevx (JOBZ,
RANGE, UPLO, N, KD, AB, LDAB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ,
WORK, IWORK, IFAIL, INFO)
DSBEVX computes the eigenvalues and, optionally, the left and/or right
eigenvectors for OTHER matrices subroutine dsbevx_2stage (JOBZ,
RANGE, UPLO, N, KD, AB, LDAB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ,
WORK, LWORK, IWORK, IFAIL, INFO)
DSBEVX_2STAGE computes the eigenvalues and, optionally, the left and/or
right eigenvectors for OTHER matrices subroutine dsbgv (JOBZ,
UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, INFO)
DSBGV subroutine dsbgvd (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB,
LDBB, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO)
DSBGVD subroutine dsbgvx (JOBZ, RANGE, UPLO, N, KA, KB, AB,
LDAB, BB, LDBB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK,
IFAIL, INFO)
DSBGVX subroutine dspev (JOBZ, UPLO, N, AP, W, Z, LDZ, WORK,
INFO)
DSPEV computes the eigenvalues and, optionally, the left and/or right
eigenvectors for OTHER matrices subroutine dspevd (JOBZ, UPLO, N,
AP, W, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO)
DSPEVD computes the eigenvalues and, optionally, the left and/or right
eigenvectors for OTHER matrices subroutine dspevx (JOBZ, RANGE,
UPLO, N, AP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO)
DSPEVX computes the eigenvalues and, optionally, the left and/or right
eigenvectors for OTHER matrices subroutine dspgv (ITYPE, JOBZ,
UPLO, N, AP, BP, W, Z, LDZ, WORK, INFO)
DSPGV subroutine dspgvd (ITYPE, JOBZ, UPLO, N, AP, BP, W, Z,
LDZ, WORK, LWORK, IWORK, LIWORK, INFO)
DSPGVD subroutine dspgvx (ITYPE, JOBZ, RANGE, UPLO, N, AP, BP,
VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO)
DSPGVX subroutine dstev (JOBZ, N, D, E, Z, LDZ, WORK, INFO)
DSTEV computes the eigenvalues and, optionally, the left and/or right
eigenvectors for OTHER matrices subroutine dstevd (JOBZ, N, D, E,
Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO)
DSTEVD computes the eigenvalues and, optionally, the left and/or right
eigenvectors for OTHER matrices subroutine dstevr (JOBZ, RANGE,
N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK,
LIWORK, INFO)
DSTEVR computes the eigenvalues and, optionally, the left and/or right
eigenvectors for OTHER matrices subroutine dstevx (JOBZ, RANGE,
N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO)
DSTEVX computes the eigenvalues and, optionally, the left and/or right
eigenvectors for OTHER matrices
Detailed Description¶
This is the group of double Other Eigenvalue routines
Function Documentation¶
subroutine dbdsvdx (character UPLO, character JOBZ, character RANGE, integer N, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision VL, double precision VU, integer IL, integer IU, integer NS, double precision, dimension( * ) S, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)¶
DBDSVDX
Purpose:
DBDSVDX computes the singular value decomposition (SVD) of a real
N-by-N (upper or lower) bidiagonal matrix B, B = U * S * VT,
where S is a diagonal matrix with non-negative diagonal elements
(the singular values of B), and U and VT are orthogonal matrices
of left and right singular vectors, respectively.
Given an upper bidiagonal B with diagonal D = [ d_1 d_2 ... d_N ]
and superdiagonal E = [ e_1 e_2 ... e_N-1 ], DBDSVDX computes the
singular value decompositon of B through the eigenvalues and
eigenvectors of the N*2-by-N*2 tridiagonal matrix
| 0 d_1 |
| d_1 0 e_1 |
TGK = | e_1 0 d_2 |
| d_2 . . |
| . . . |
If (s,u,v) is a singular triplet of B with ||u|| = ||v|| = 1, then
(+/-s,q), ||q|| = 1, are eigenpairs of TGK, with q = P * ( u' +/-v' ) /
sqrt(2) = ( v_1 u_1 v_2 u_2 ... v_n u_n ) / sqrt(2), and
P = [ e_{n+1} e_{1} e_{n+2} e_{2} ... ].
Given a TGK matrix, one can either a) compute -s,-v and change signs
so that the singular values (and corresponding vectors) are already in
descending order (as in DGESVD/DGESDD) or b) compute s,v and reorder
the values (and corresponding vectors). DBDSVDX implements a) by
calling DSTEVX (bisection plus inverse iteration, to be replaced
with a version of the Multiple Relative Robust Representation
algorithm. (See P. Willems and B. Lang, A framework for the MR^3
algorithm: theory and implementation, SIAM J. Sci. Comput.,
35:740-766, 2013.)
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': B is upper bidiagonal;
= 'L': B is lower bidiagonal.
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute singular values only;
= 'V': Compute singular values and singular vectors.
RANGE
RANGE is CHARACTER*1
= 'A': all singular values will be found.
= 'V': all singular values in the half-open interval [VL,VU)
will be found.
= 'I': the IL-th through IU-th singular values will be found.
N
N is INTEGER
The order of the bidiagonal matrix. N >= 0.
D
D is DOUBLE PRECISION array, dimension (N)
The n diagonal elements of the bidiagonal matrix B.
E
E is DOUBLE PRECISION array, dimension (max(1,N-1))
The (n-1) superdiagonal elements of the bidiagonal matrix
B in elements 1 to N-1.
VL
VL is DOUBLE PRECISION
If RANGE='V', the lower bound of the interval to
be searched for singular values. VU > VL.
Not referenced if RANGE = 'A' or 'I'.
VU
VU is DOUBLE PRECISION
If RANGE='V', the upper bound of the interval to
be searched for singular values. VU > VL.
Not referenced if RANGE = 'A' or 'I'.
IL
IL is INTEGER
If RANGE='I', the index of the
smallest singular value to be returned.
1 <= IL <= IU <= min(M,N), if min(M,N) > 0.
Not referenced if RANGE = 'A' or 'V'.
IU
IU is INTEGER
If RANGE='I', the index of the
largest singular value to be returned.
1 <= IL <= IU <= min(M,N), if min(M,N) > 0.
Not referenced if RANGE = 'A' or 'V'.
NS
NS is INTEGER
The total number of singular values found. 0 <= NS <= N.
If RANGE = 'A', NS = N, and if RANGE = 'I', NS = IU-IL+1.
S
S is DOUBLE PRECISION array, dimension (N)
The first NS elements contain the selected singular values in
ascending order.
Z
Z is DOUBLE PRECISION array, dimension (2*N,K)
If JOBZ = 'V', then if INFO = 0 the first NS columns of Z
contain the singular vectors of the matrix B corresponding to
the selected singular values, with U in rows 1 to N and V
in rows N+1 to N*2, i.e.
Z = [ U ]
[ V ]
If JOBZ = 'N', then Z is not referenced.
Note: The user must ensure that at least K = NS+1 columns are
supplied in the array Z; if RANGE = 'V', the exact value of
NS is not known in advance and an upper bound must be used.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(2,N*2).
WORK
WORK is DOUBLE PRECISION array, dimension (14*N)
IWORK
IWORK is INTEGER array, dimension (12*N)
If JOBZ = 'V', then if INFO = 0, the first NS elements of
IWORK are zero. If INFO > 0, then IWORK contains the indices
of the eigenvectors that failed to converge in DSTEVX.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, then i eigenvectors failed to converge
in DSTEVX. The indices of the eigenvectors
(as returned by DSTEVX) are stored in the
array IWORK.
if INFO = N*2 + 1, an internal error occurred.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dggglm (integer N, integer M, integer P, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) D, double precision, dimension( * ) X, double precision, dimension( * ) Y, double precision, dimension( * ) WORK, integer LWORK, integer INFO)¶
DGGGLM
Purpose:
DGGGLM solves a general Gauss-Markov linear model (GLM) problem:
minimize || y ||_2 subject to d = A*x + B*y
x
where A is an N-by-M matrix, B is an N-by-P matrix, and d is a
given N-vector. It is assumed that M <= N <= M+P, and
rank(A) = M and rank( A B ) = N.
Under these assumptions, the constrained equation is always
consistent, and there is a unique solution x and a minimal 2-norm
solution y, which is obtained using a generalized QR factorization
of the matrices (A, B) given by
A = Q*(R), B = Q*T*Z.
(0)
In particular, if matrix B is square nonsingular, then the problem
GLM is equivalent to the following weighted linear least squares
problem
minimize || inv(B)*(d-A*x) ||_2
x
where inv(B) denotes the inverse of B.
Parameters
N
N is INTEGER
The number of rows of the matrices A and B. N >= 0.
M
M is INTEGER
The number of columns of the matrix A. 0 <= M <= N.
P
P is INTEGER
The number of columns of the matrix B. P >= N-M.
A
A is DOUBLE PRECISION array, dimension (LDA,M)
On entry, the N-by-M matrix A.
On exit, the upper triangular part of the array A contains
the M-by-M upper triangular matrix R.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is DOUBLE PRECISION array, dimension (LDB,P)
On entry, the N-by-P matrix B.
On exit, if N <= P, the upper triangle of the subarray
B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T;
if N > P, the elements on and above the (N-P)th subdiagonal
contain the N-by-P upper trapezoidal matrix T.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
D
D is DOUBLE PRECISION array, dimension (N)
On entry, D is the left hand side of the GLM equation.
On exit, D is destroyed.
X
X is DOUBLE PRECISION array, dimension (M)
Y
Y is DOUBLE PRECISION array, dimension (P)
On exit, X and Y are the solutions of the GLM problem.
WORK
WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= max(1,N+M+P).
For optimum performance, LWORK >= M+min(N,P)+max(N,P)*NB,
where NB is an upper bound for the optimal blocksizes for
DGEQRF, SGERQF, DORMQR and SORMRQ.
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.
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
= 1: the upper triangular factor R associated with A in the
generalized QR factorization of the pair (A, B) is
singular, so that rank(A) < M; the least squares
solution could not be computed.
= 2: the bottom (N-M) by (N-M) part of the upper trapezoidal
factor T associated with B in the generalized QR
factorization of the pair (A, B) is singular, so that
rank( A B ) < N; the least squares solution could not
be computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dsbev (character JOBZ, character UPLO, integer N, integer KD, double precision, dimension( ldab, * ) AB, integer LDAB, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer INFO)¶
DSBEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
DSBEV computes all the eigenvalues and, optionally, eigenvectors of
a real symmetric band matrix A.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
AB
AB is DOUBLE PRECISION array, dimension (LDAB, N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first KD+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
On exit, AB is overwritten by values generated during the
reduction to tridiagonal form. If UPLO = 'U', the first
superdiagonal and the diagonal of the tridiagonal matrix T
are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
the diagonal and first subdiagonal of T are returned in the
first two rows of AB.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD + 1.
W
W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
eigenvectors of the matrix A, with the i-th column of Z
holding the eigenvector associated with W(i).
If JOBZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (max(1,3*N-2))
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the algorithm failed to converge; i
off-diagonal elements of an intermediate tridiagonal
form did not converge to zero.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dsbev_2stage (character JOBZ, character UPLO, integer N, integer KD, double precision, dimension( ldab, * ) AB, integer LDAB, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer LWORK, integer INFO)¶
DSBEV_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
DSBEV_2STAGE computes all the eigenvalues and, optionally, eigenvectors of
a real symmetric band matrix A using the 2stage technique for
the reduction to tridiagonal.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
Not available in this release.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
AB
AB is DOUBLE PRECISION array, dimension (LDAB, N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first KD+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
On exit, AB is overwritten by values generated during the
reduction to tridiagonal form. If UPLO = 'U', the first
superdiagonal and the diagonal of the tridiagonal matrix T
are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
the diagonal and first subdiagonal of T are returned in the
first two rows of AB.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD + 1.
W
W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
eigenvectors of the matrix A, with the i-th column of Z
holding the eigenvector associated with W(i).
If JOBZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension LWORK
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The length of the array WORK. LWORK >= 1, when N <= 1;
otherwise
If JOBZ = 'N' and N > 1, LWORK must be queried.
LWORK = MAX(1, dimension) where
dimension = (2KD+1)*N + KD*NTHREADS + N
where KD is the size of the band.
NTHREADS is the number of threads used when
openMP compilation is enabled, otherwise =1.
If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available.
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.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the algorithm failed to converge; i
off-diagonal elements of an intermediate tridiagonal
form did not converge to zero.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
All details about the 2stage techniques are available in:
Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
Parallel reduction to condensed forms for symmetric eigenvalue problems
using aggregated fine-grained and memory-aware kernels. In Proceedings
of 2011 International Conference for High Performance Computing,
Networking, Storage and Analysis (SC '11), New York, NY, USA,
Article 8 , 11 pages.
http://doi.acm.org/10.1145/2063384.2063394
A. Haidar, J. Kurzak, P. Luszczek, 2013.
An improved parallel singular value algorithm and its implementation
for multicore hardware, In Proceedings of 2013 International Conference
for High Performance Computing, Networking, Storage and Analysis (SC '13).
Denver, Colorado, USA, 2013.
Article 90, 12 pages.
http://doi.acm.org/10.1145/2503210.2503292
A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
A novel hybrid CPU-GPU generalized eigensolver for electronic structure
calculations based on fine-grained memory aware tasks.
International Journal of High Performance Computing Applications.
Volume 28 Issue 2, Pages 196-209, May 2014.
http://hpc.sagepub.com/content/28/2/196
subroutine dsbevd (character JOBZ, character UPLO, integer N, integer KD, double precision, dimension( ldab, * ) AB, integer LDAB, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)¶
DSBEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
DSBEVD computes all the eigenvalues and, optionally, eigenvectors of
a real symmetric band matrix A. 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 X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
AB
AB is DOUBLE PRECISION array, dimension (LDAB, N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first KD+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
On exit, AB is overwritten by values generated during the
reduction to tridiagonal form. If UPLO = 'U', the first
superdiagonal and the diagonal of the tridiagonal matrix T
are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
the diagonal and first subdiagonal of T are returned in the
first two rows of AB.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD + 1.
W
W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
eigenvectors of the matrix A, with the i-th column of Z
holding the eigenvector associated with W(i).
If JOBZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array,
dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK.
IF N <= 1, LWORK must be at least 1.
If JOBZ = 'N' and N > 2, LWORK must be at least 2*N.
If JOBZ = 'V' and N > 2, LWORK must be at least
( 1 + 5*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
IWORK is INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
LIWORK
LIWORK is INTEGER
The dimension of the array IWORK.
If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
If JOBZ = 'V' and N > 2, LIWORK must be at least 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
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the algorithm failed to converge; i
off-diagonal elements of an intermediate tridiagonal
form did not converge to zero.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dsbevd_2stage (character JOBZ, character UPLO, integer N, integer KD, double precision, dimension( ldab, * ) AB, integer LDAB, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)¶
DSBEVD_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
DSBEVD_2STAGE computes all the eigenvalues and, optionally, eigenvectors of
a real symmetric band matrix A using the 2stage technique for
the reduction to tridiagonal. 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 X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
Not available in this release.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
AB
AB is DOUBLE PRECISION array, dimension (LDAB, N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first KD+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
On exit, AB is overwritten by values generated during the
reduction to tridiagonal form. If UPLO = 'U', the first
superdiagonal and the diagonal of the tridiagonal matrix T
are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
the diagonal and first subdiagonal of T are returned in the
first two rows of AB.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD + 1.
W
W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
eigenvectors of the matrix A, with the i-th column of Z
holding the eigenvector associated with W(i).
If JOBZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension LWORK
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The length of the array WORK. LWORK >= 1, when N <= 1;
otherwise
If JOBZ = 'N' and N > 1, LWORK must be queried.
LWORK = MAX(1, dimension) where
dimension = (2KD+1)*N + KD*NTHREADS + N
where KD is the size of the band.
NTHREADS is the number of threads used when
openMP compilation is enabled, otherwise =1.
If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available.
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
IWORK is INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
LIWORK
LIWORK is INTEGER
The dimension of the array IWORK.
If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
If JOBZ = 'V' and N > 2, LIWORK must be at least 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
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the algorithm failed to converge; i
off-diagonal elements of an intermediate tridiagonal
form did not converge to zero.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
All details about the 2stage techniques are available in:
Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
Parallel reduction to condensed forms for symmetric eigenvalue problems
using aggregated fine-grained and memory-aware kernels. In Proceedings
of 2011 International Conference for High Performance Computing,
Networking, Storage and Analysis (SC '11), New York, NY, USA,
Article 8 , 11 pages.
http://doi.acm.org/10.1145/2063384.2063394
A. Haidar, J. Kurzak, P. Luszczek, 2013.
An improved parallel singular value algorithm and its implementation
for multicore hardware, In Proceedings of 2013 International Conference
for High Performance Computing, Networking, Storage and Analysis (SC '13).
Denver, Colorado, USA, 2013.
Article 90, 12 pages.
http://doi.acm.org/10.1145/2503210.2503292
A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
A novel hybrid CPU-GPU generalized eigensolver for electronic structure
calculations based on fine-grained memory aware tasks.
International Journal of High Performance Computing Applications.
Volume 28 Issue 2, Pages 196-209, May 2014.
http://hpc.sagepub.com/content/28/2/196
subroutine dsbevx (character JOBZ, character RANGE, character UPLO, integer N, integer KD, double precision, dimension( ldab, * ) AB, integer LDAB, double precision, dimension( ldq, * ) Q, integer LDQ, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)¶
DSBEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
DSBEVX computes selected eigenvalues and, optionally, eigenvectors
of a real symmetric band matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE
RANGE is CHARACTER*1
= 'A': all eigenvalues will be found;
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found;
= 'I': the IL-th through IU-th eigenvalues will be found.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
AB
AB is DOUBLE PRECISION array, dimension (LDAB, N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first KD+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
On exit, AB is overwritten by values generated during the
reduction to tridiagonal form. If UPLO = 'U', the first
superdiagonal and the diagonal of the tridiagonal matrix T
are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
the diagonal and first subdiagonal of T are returned in the
first two rows of AB.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD + 1.
Q
Q is DOUBLE PRECISION array, dimension (LDQ, N)
If JOBZ = 'V', the N-by-N orthogonal matrix used in the
reduction to tridiagonal form.
If JOBZ = 'N', the array Q is not referenced.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. If JOBZ = 'V', then
LDQ >= max(1,N).
VL
VL is DOUBLE PRECISION
If RANGE='V', the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
VU
VU is DOUBLE PRECISION
If RANGE='V', the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL
IL is INTEGER
If RANGE='I', the index of the
smallest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
IU
IU is INTEGER
If RANGE='I', the index of the
largest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
ABSTOL
ABSTOL is 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 1-norm of the tridiagonal matrix obtained
by reducing AB to tridiagonal form.
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH('S'), not zero.
If this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*DLAMCH('S').
See 'Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy,' by Demmel and
Kahan, LAPACK Working Note #3.
M
M is INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W
W is DOUBLE PRECISION array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M))
If JOBZ = 'V', 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 i-th
column of Z holding the eigenvector associated with W(i).
If an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, and the
index of the eigenvector is returned in IFAIL.
If JOBZ = 'N', 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 = 'V', the exact value of M
is not known in advance and an upper bound must be used.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (7*N)
IWORK
IWORK is INTEGER array, dimension (5*N)
IFAIL
IFAIL is INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvectors that failed to converge.
If JOBZ = 'N', then IFAIL is not referenced.
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in array IFAIL.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dsbevx_2stage (character JOBZ, character RANGE, character UPLO, integer N, integer KD, double precision, dimension( ldab, * ) AB, integer LDAB, double precision, dimension( ldq, * ) Q, integer LDQ, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)¶
DSBEVX_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
DSBEVX_2STAGE computes selected eigenvalues and, optionally, eigenvectors
of a real symmetric band matrix A using the 2stage technique for
the reduction to tridiagonal. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
Not available in this release.
RANGE
RANGE is CHARACTER*1
= 'A': all eigenvalues will be found;
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found;
= 'I': the IL-th through IU-th eigenvalues will be found.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
AB
AB is DOUBLE PRECISION array, dimension (LDAB, N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first KD+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
On exit, AB is overwritten by values generated during the
reduction to tridiagonal form. If UPLO = 'U', the first
superdiagonal and the diagonal of the tridiagonal matrix T
are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
the diagonal and first subdiagonal of T are returned in the
first two rows of AB.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD + 1.
Q
Q is DOUBLE PRECISION array, dimension (LDQ, N)
If JOBZ = 'V', the N-by-N orthogonal matrix used in the
reduction to tridiagonal form.
If JOBZ = 'N', the array Q is not referenced.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. If JOBZ = 'V', then
LDQ >= max(1,N).
VL
VL is DOUBLE PRECISION
If RANGE='V', the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
VU
VU is DOUBLE PRECISION
If RANGE='V', the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL
IL is INTEGER
If RANGE='I', the index of the
smallest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
IU
IU is INTEGER
If RANGE='I', the index of the
largest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
ABSTOL
ABSTOL is 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 1-norm of the tridiagonal matrix obtained
by reducing AB to tridiagonal form.
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH('S'), not zero.
If this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*DLAMCH('S').
See 'Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy,' by Demmel and
Kahan, LAPACK Working Note #3.
M
M is INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W
W is DOUBLE PRECISION array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M))
If JOBZ = 'V', 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 i-th
column of Z holding the eigenvector associated with W(i).
If an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, and the
index of the eigenvector is returned in IFAIL.
If JOBZ = 'N', 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 = 'V', the exact value of M
is not known in advance and an upper bound must be used.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (LWORK)
LWORK
LWORK is INTEGER
The length of the array WORK. LWORK >= 1, when N <= 1;
otherwise
If JOBZ = 'N' and N > 1, LWORK must be queried.
LWORK = MAX(1, 7*N, dimension) where
dimension = (2KD+1)*N + KD*NTHREADS + 2*N
where KD is the size of the band.
NTHREADS is the number of threads used when
openMP compilation is enabled, otherwise =1.
If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available
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.
IWORK
IWORK is INTEGER array, dimension (5*N)
IFAIL
IFAIL is INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvectors that failed to converge.
If JOBZ = 'N', then IFAIL is not referenced.
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in array IFAIL.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
All details about the 2stage techniques are available in:
Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
Parallel reduction to condensed forms for symmetric eigenvalue problems
using aggregated fine-grained and memory-aware kernels. In Proceedings
of 2011 International Conference for High Performance Computing,
Networking, Storage and Analysis (SC '11), New York, NY, USA,
Article 8 , 11 pages.
http://doi.acm.org/10.1145/2063384.2063394
A. Haidar, J. Kurzak, P. Luszczek, 2013.
An improved parallel singular value algorithm and its implementation
for multicore hardware, In Proceedings of 2013 International Conference
for High Performance Computing, Networking, Storage and Analysis (SC '13).
Denver, Colorado, USA, 2013.
Article 90, 12 pages.
http://doi.acm.org/10.1145/2503210.2503292
A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
A novel hybrid CPU-GPU generalized eigensolver for electronic structure
calculations based on fine-grained memory aware tasks.
International Journal of High Performance Computing Applications.
Volume 28 Issue 2, Pages 196-209, May 2014.
http://hpc.sagepub.com/content/28/2/196
subroutine dsbgv (character JOBZ, character UPLO, integer N, integer KA, integer KB, double precision, dimension( ldab, * ) AB, integer LDAB, double precision, dimension( ldbb, * ) BB, integer LDBB, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer INFO)¶
DSBGV
Purpose:
DSBGV computes all the eigenvalues, and optionally, the eigenvectors
of a real generalized symmetric-definite banded eigenproblem, of
the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric
and banded, and B is also positive definite.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
KA
KA is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KA >= 0.
KB
KB is INTEGER
The number of superdiagonals of the matrix B if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KB >= 0.
AB
AB is DOUBLE PRECISION array, dimension (LDAB, N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first ka+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
On exit, the contents of AB are destroyed.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KA+1.
BB
BB is DOUBLE PRECISION array, dimension (LDBB, N)
On entry, the upper or lower triangle of the symmetric band
matrix B, stored in the first kb+1 rows of the array. The
j-th column of B is stored in the j-th column of the array BB
as follows:
if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb).
On exit, the factor S from the split Cholesky factorization
B = S**T*S, as returned by DPBSTF.
LDBB
LDBB is INTEGER
The leading dimension of the array BB. LDBB >= KB+1.
W
W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
eigenvectors, with the i-th column of Z holding the
eigenvector associated with W(i). The eigenvectors are
normalized so that Z**T*B*Z = I.
If JOBZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= N.
WORK
WORK is DOUBLE PRECISION array, dimension (3*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, and i is:
<= N: the algorithm failed to converge:
i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
> N: if INFO = N + i, for 1 <= i <= N, then DPBSTF
returned INFO = i: B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dsbgvd (character JOBZ, character UPLO, integer N, integer KA, integer KB, double precision, dimension( ldab, * ) AB, integer LDAB, double precision, dimension( ldbb, * ) BB, integer LDBB, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)¶
DSBGVD
Purpose:
DSBGVD computes all the eigenvalues, and optionally, the eigenvectors
of a real generalized symmetric-definite banded eigenproblem, of the
form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric and
banded, 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 X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
KA
KA is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KA >= 0.
KB
KB is INTEGER
The number of superdiagonals of the matrix B if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KB >= 0.
AB
AB is DOUBLE PRECISION array, dimension (LDAB, N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first ka+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
On exit, the contents of AB are destroyed.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KA+1.
BB
BB is DOUBLE PRECISION array, dimension (LDBB, N)
On entry, the upper or lower triangle of the symmetric band
matrix B, stored in the first kb+1 rows of the array. The
j-th column of B is stored in the j-th column of the array BB
as follows:
if UPLO = 'U', BB(ka+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb).
On exit, the factor S from the split Cholesky factorization
B = S**T*S, as returned by DPBSTF.
LDBB
LDBB is INTEGER
The leading dimension of the array BB. LDBB >= KB+1.
W
W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
eigenvectors, with the i-th column of Z holding the
eigenvector associated with W(i). The eigenvectors are
normalized so Z**T*B*Z = I.
If JOBZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= 2*N.
If JOBZ = 'V' and N > 1, LWORK >= 1 + 5*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
IWORK is INTEGER array, dimension (MAX(1,LIWORK))
On exit, if LIWORK > 0, IWORK(1) returns the optimal LIWORK.
LIWORK
LIWORK is INTEGER
The dimension of the array IWORK.
If JOBZ = 'N' or 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
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, and i is:
<= N: the algorithm failed to converge:
i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
> N: if INFO = N + i, for 1 <= i <= N, then DPBSTF
returned INFO = i: B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky,
USA
subroutine dsbgvx (character JOBZ, character RANGE, character UPLO, integer N, integer KA, integer KB, double precision, dimension( ldab, * ) AB, integer LDAB, double precision, dimension( ldbb, * ) BB, integer LDBB, double precision, dimension( ldq, * ) Q, integer LDQ, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)¶
DSBGVX
Purpose:
DSBGVX computes selected eigenvalues, and optionally, eigenvectors
of a real generalized symmetric-definite banded eigenproblem, of
the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric
and banded, and B is also positive definite. Eigenvalues and
eigenvectors can be selected by specifying either all eigenvalues,
a range of values or a range of indices for the desired eigenvalues.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE
RANGE is CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
KA
KA is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KA >= 0.
KB
KB is INTEGER
The number of superdiagonals of the matrix B if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KB >= 0.
AB
AB is DOUBLE PRECISION array, dimension (LDAB, N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first ka+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
as follows:
if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
On exit, the contents of AB are destroyed.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KA+1.
BB
BB is DOUBLE PRECISION array, dimension (LDBB, N)
On entry, the upper or lower triangle of the symmetric band
matrix B, stored in the first kb+1 rows of the array. The
j-th column of B is stored in the j-th column of the array BB
as follows:
if UPLO = 'U', BB(ka+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb).
On exit, the factor S from the split Cholesky factorization
B = S**T*S, as returned by DPBSTF.
LDBB
LDBB is INTEGER
The leading dimension of the array BB. LDBB >= KB+1.
Q
Q is DOUBLE PRECISION array, dimension (LDQ, N)
If JOBZ = 'V', the n-by-n matrix used in the reduction of
A*x = (lambda)*B*x to standard form, i.e. C*x = (lambda)*x,
and consequently C to tridiagonal form.
If JOBZ = 'N', the array Q is not referenced.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. If JOBZ = 'N',
LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N).
VL
VL is DOUBLE PRECISION
If RANGE='V', the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
VU
VU is DOUBLE PRECISION
If RANGE='V', the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL
IL is INTEGER
If RANGE='I', the index of the
smallest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
IU
IU is INTEGER
If RANGE='I', the index of the
largest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
ABSTOL
ABSTOL is 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 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH('S'), not zero.
If this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*DLAMCH('S').
M
M is INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W
W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
eigenvectors, with the i-th column of Z holding the
eigenvector associated with W(i). The eigenvectors are
normalized so Z**T*B*Z = I.
If JOBZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (7*N)
IWORK
IWORK is INTEGER array, dimension (5*N)
IFAIL
IFAIL is INTEGER array, dimension (M)
If JOBZ = 'V', then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvalues that failed to converge.
If JOBZ = 'N', then IFAIL is not referenced.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
<= N: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in IFAIL.
> N: DPBSTF returned an error code; i.e.,
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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky,
USA
subroutine dspev (character JOBZ, character UPLO, integer N, double precision, dimension( * ) AP, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer INFO)¶
DSPEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
DSPEV computes all the eigenvalues and, optionally, eigenvectors of a
real symmetric matrix A in packed storage.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
AP
AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric matrix
A, packed columnwise in a linear array. The j-th column of A
is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
On exit, AP is overwritten by values generated during the
reduction to tridiagonal form. If UPLO = 'U', the diagonal
and first superdiagonal of the tridiagonal matrix T overwrite
the corresponding elements of A, and if UPLO = 'L', the
diagonal and first subdiagonal of T overwrite the
corresponding elements of A.
W
W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
eigenvectors of the matrix A, with the i-th column of Z
holding the eigenvector associated with W(i).
If JOBZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (3*N)
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, the algorithm failed to converge; i
off-diagonal elements of an intermediate tridiagonal
form did not converge to zero.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dspevd (character JOBZ, character UPLO, integer N, double precision, dimension( * ) AP, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)¶
DSPEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
DSPEVD computes all the eigenvalues and, optionally, eigenvectors
of a real symmetric matrix A in packed storage. 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 X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
AP
AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric matrix
A, packed columnwise in a linear array. The j-th column of A
is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
On exit, AP is overwritten by values generated during the
reduction to tridiagonal form. If UPLO = 'U', the diagonal
and first superdiagonal of the tridiagonal matrix T overwrite
the corresponding elements of A, and if UPLO = 'L', the
diagonal and first subdiagonal of T overwrite the
corresponding elements of A.
W
W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
eigenvectors of the matrix A, with the i-th column of Z
holding the eigenvector associated with W(i).
If JOBZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the required LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK.
If N <= 1, LWORK must be at least 1.
If JOBZ = 'N' and N > 1, LWORK must be at least 2*N.
If JOBZ = 'V' and N > 1, LWORK must be at least
1 + 6*N + N**2.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the required 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
IWORK is INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
LIWORK
LIWORK is INTEGER
The dimension of the array IWORK.
If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the required 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
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, the algorithm failed to converge; i
off-diagonal elements of an intermediate tridiagonal
form did not converge to zero.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dspevx (character JOBZ, character RANGE, character UPLO, integer N, double precision, dimension( * ) AP, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)¶
DSPEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
DSPEVX computes selected eigenvalues and, optionally, eigenvectors
of a real symmetric matrix A in packed storage. Eigenvalues/vectors
can be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE
RANGE is CHARACTER*1
= 'A': all eigenvalues will be found;
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found;
= 'I': the IL-th through IU-th eigenvalues will be found.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
AP
AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric matrix
A, packed columnwise in a linear array. The j-th column of A
is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
On exit, AP is overwritten by values generated during the
reduction to tridiagonal form. If UPLO = 'U', the diagonal
and first superdiagonal of the tridiagonal matrix T overwrite
the corresponding elements of A, and if UPLO = 'L', the
diagonal and first subdiagonal of T overwrite the
corresponding elements of A.
VL
VL is DOUBLE PRECISION
If RANGE='V', the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
VU
VU is DOUBLE PRECISION
If RANGE='V', the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL
IL is INTEGER
If RANGE='I', the index of the
smallest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
IU
IU is INTEGER
If RANGE='I', the index of the
largest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
ABSTOL
ABSTOL is 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 1-norm of the tridiagonal matrix obtained
by reducing AP to tridiagonal form.
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH('S'), not zero.
If this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*DLAMCH('S').
See 'Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy,' by Demmel and
Kahan, LAPACK Working Note #3.
M
M is INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W
W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the selected eigenvalues in ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M))
If JOBZ = 'V', 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 i-th
column of Z holding the eigenvector associated with W(i).
If an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, and the
index of the eigenvector is returned in IFAIL.
If JOBZ = 'N', 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 = 'V', the exact value of M
is not known in advance and an upper bound must be used.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (8*N)
IWORK
IWORK is INTEGER array, dimension (5*N)
IFAIL
IFAIL is INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvectors that failed to converge.
If JOBZ = 'N', then IFAIL is not referenced.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in array IFAIL.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dspgv (integer ITYPE, character JOBZ, character UPLO, integer N, double precision, dimension( * ) AP, double precision, dimension( * ) BP, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer INFO)¶
DSPGV
Purpose:
DSPGV computes all the eigenvalues and, optionally, the eigenvectors
of a real generalized symmetric-definite 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, stored in packed format,
and B is also positive definite.
Parameters
ITYPE
ITYPE is 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
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
AP
AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric matrix
A, packed columnwise in a linear array. The j-th column of A
is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
On exit, the contents of AP are destroyed.
BP
BP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric matrix
B, packed columnwise in a linear array. The j-th column of B
is stored in the array BP as follows:
if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
On exit, the triangular factor U or L from the Cholesky
factorization B = U**T*U or B = L*L**T, in the same storage
format as B.
W
W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z 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 Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (3*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: DPPTRF or DSPEV returned an error code:
<= N: if INFO = i, DSPEV failed to converge;
i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero.
> 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dspgvd (integer ITYPE, character JOBZ, character UPLO, integer N, double precision, dimension( * ) AP, double precision, dimension( * ) BP, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)¶
DSPGVD
Purpose:
DSPGVD computes all the eigenvalues, and optionally, the eigenvectors
of a real generalized symmetric-definite 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, stored in packed format, 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 X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Parameters
ITYPE
ITYPE is 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
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
AP
AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric matrix
A, packed columnwise in a linear array. The j-th column of A
is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
On exit, the contents of AP are destroyed.
BP
BP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric matrix
B, packed columnwise in a linear array. The j-th column of B
is stored in the array BP as follows:
if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
On exit, the triangular factor U or L from the Cholesky
factorization B = U**T*U or B = L*L**T, in the same storage
format as B.
W
W is DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z 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 Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the required LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= 2*N.
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 required 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
IWORK is INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
LIWORK
LIWORK is INTEGER
The dimension of the array IWORK.
If JOBZ = 'N' or 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 required 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
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: DPPTRF or DSPEVD returned an error code:
<= N: if INFO = i, DSPEVD failed to converge;
i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
> 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky,
USA
subroutine dspgvx (integer ITYPE, character JOBZ, character RANGE, character UPLO, integer N, double precision, dimension( * ) AP, double precision, dimension( * ) BP, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)¶
DSPGVX
Purpose:
DSPGVX computes selected eigenvalues, and optionally, eigenvectors
of a real generalized symmetric-definite 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, stored in packed storage, and B
is also positive definite. Eigenvalues and eigenvectors can be
selected by specifying either a range of values or a range of indices
for the desired eigenvalues.
Parameters
ITYPE
ITYPE is 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
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE
RANGE is CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A and B are stored;
= 'L': Lower triangle of A and B are stored.
N
N is INTEGER
The order of the matrix pencil (A,B). N >= 0.
AP
AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric matrix
A, packed columnwise in a linear array. The j-th column of A
is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
On exit, the contents of AP are destroyed.
BP
BP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric matrix
B, packed columnwise in a linear array. The j-th column of B
is stored in the array BP as follows:
if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
On exit, the triangular factor U or L from the Cholesky
factorization B = U**T*U or B = L*L**T, in the same storage
format as B.
VL
VL is DOUBLE PRECISION
If RANGE='V', the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
VU
VU is DOUBLE PRECISION
If RANGE='V', the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL
IL is INTEGER
If RANGE='I', the index of the
smallest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
IU
IU is INTEGER
If RANGE='I', the index of the
largest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
ABSTOL
ABSTOL is 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 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH('S'), not zero.
If this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*DLAMCH('S').
M
M is INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W
W is DOUBLE PRECISION array, dimension (N)
On normal exit, the first M elements contain the selected
eigenvalues in ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M))
If JOBZ = 'N', then Z is not referenced.
If JOBZ = 'V', 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 i-th
column of Z holding the eigenvector associated with W(i).
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 an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, and the
index of the eigenvector is returned in IFAIL.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = 'V', the exact value of M
is not known in advance and an upper bound must be used.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (8*N)
IWORK
IWORK is INTEGER array, dimension (5*N)
IFAIL
IFAIL is INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvectors that failed to converge.
If JOBZ = 'N', then IFAIL is not referenced.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: DPPTRF or DSPEVX returned an error code:
<= N: if INFO = i, DSPEVX failed to converge;
i eigenvectors failed to converge. Their indices
are stored in array IFAIL.
> 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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky,
USA
subroutine dstev (character JOBZ, integer N, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer INFO)¶
DSTEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
DSTEV computes all eigenvalues and, optionally, eigenvectors of a
real symmetric tridiagonal matrix A.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
N
N is INTEGER
The order of the matrix. N >= 0.
D
D is DOUBLE PRECISION array, dimension (N)
On entry, the n diagonal elements of the tridiagonal matrix
A.
On exit, if INFO = 0, the eigenvalues in ascending order.
E
E is DOUBLE PRECISION array, dimension (N-1)
On entry, the (n-1) subdiagonal elements of the tridiagonal
matrix A, stored in elements 1 to N-1 of E.
On exit, the contents of E are destroyed.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
eigenvectors of the matrix A, with the i-th column of Z
holding the eigenvector associated with D(i).
If JOBZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (max(1,2*N-2))
If JOBZ = 'N', WORK is not referenced.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the algorithm failed to converge; i
off-diagonal elements of E did not converge to zero.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dstevd (character JOBZ, integer N, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)¶
DSTEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
DSTEVD computes all eigenvalues and, optionally, eigenvectors of a
real symmetric tridiagonal matrix. 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 X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
N
N is INTEGER
The order of the matrix. N >= 0.
D
D is DOUBLE PRECISION array, dimension (N)
On entry, the n diagonal elements of the tridiagonal matrix
A.
On exit, if INFO = 0, the eigenvalues in ascending order.
E
E is DOUBLE PRECISION array, dimension (N-1)
On entry, the (n-1) subdiagonal elements of the tridiagonal
matrix A, stored in elements 1 to N-1 of E.
On exit, the contents of E are destroyed.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
eigenvectors of the matrix A, with the i-th column of Z
holding the eigenvector associated with D(i).
If JOBZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array,
dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK.
If JOBZ = 'N' or N <= 1 then LWORK must be at least 1.
If JOBZ = 'V' and N > 1 then LWORK must be at least
( 1 + 4*N + 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
IWORK is INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
LIWORK
LIWORK is INTEGER
The dimension of the array IWORK.
If JOBZ = 'N' or N <= 1 then LIWORK must be at least 1.
If JOBZ = 'V' and N > 1 then LIWORK must be at least 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
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the algorithm failed to converge; i
off-diagonal elements of E did not converge to zero.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dstevr (character JOBZ, character RANGE, integer N, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, integer, dimension( * ) ISUPPZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)¶
DSTEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
DSTEVR computes selected eigenvalues and, optionally, eigenvectors
of a real symmetric tridiagonal matrix T. Eigenvalues and
eigenvectors can be selected by specifying either a range of values
or a range of indices for the desired eigenvalues.
Whenever possible, DSTEVR calls DSTEMR to compute the
eigenspectrum using Relatively Robust Representations. DSTEMR
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). Gram-Schmidt
orthogonalization is avoided as far as possible. More specifically,
the various steps of the algorithm are as follows. For the i-th
unreduced block of T,
(a) Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T
is a relatively robust representation,
(b) Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high
relative accuracy by the dqds algorithm,
(c) If there is a cluster of close eigenvalues, 'choose' sigma_i
close to the cluster, and go to step (a),
(d) Given the approximate eigenvalue lambda_j of L_i D_i L_i^T,
compute the corresponding eigenvector by forming a
rank-revealing twisted factorization.
The desired accuracy of the output can be specified by the input
parameter ABSTOL.
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//CSD-97-971,
UC Berkeley, May 1997.
Note 1 : DSTEVR calls DSTEMR when the full spectrum is requested
on machines which conform to the ieee-754 floating point standard.
DSTEVR calls DSTEBZ and DSTEIN on non-ieee machines and
when partial spectrum requests are made.
Normal execution of DSTEMR 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.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE
RANGE is CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and
DSTEIN are called
N
N is INTEGER
The order of the matrix. N >= 0.
D
D is DOUBLE PRECISION array, dimension (N)
On entry, the n diagonal elements of the tridiagonal matrix
A.
On exit, D may be multiplied by a constant factor chosen
to avoid over/underflow in computing the eigenvalues.
E
E is DOUBLE PRECISION array, dimension (max(1,N-1))
On entry, the (n-1) subdiagonal elements of the tridiagonal
matrix A in elements 1 to N-1 of E.
On exit, E may be multiplied by a constant factor chosen
to avoid over/underflow in computing the eigenvalues.
VL
VL is DOUBLE PRECISION
If RANGE='V', the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
VU
VU is DOUBLE PRECISION
If RANGE='V', the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL
IL is INTEGER
If RANGE='I', the index of the
smallest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
IU
IU is INTEGER
If RANGE='I', the index of the
largest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
ABSTOL
ABSTOL is 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 1-norm 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
future 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.
M
M is INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W
W is DOUBLE PRECISION array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M) )
If JOBZ = 'V', 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 i-th
column of Z holding the eigenvector associated with W(i).
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = 'V', the exact value of M
is not known in advance and an upper bound must be used.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
ISUPPZ
ISUPPZ is 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 i-th eigenvector
is nonzero only in elements ISUPPZ( 2*i-1 ) through
ISUPPZ( 2*i ).
Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1
WORK
WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal (and
minimal) LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= max(1,20*N).
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
IWORK is INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal (and
minimal) LIWORK.
LIWORK
LIWORK is 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 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
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: Internal error
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Inderjit Dhillon, IBM Almaden, USA
Osni Marques, LBNL/NERSC, USA
Ken Stanley, Computer Science Division, University of California at Berkeley, USA
Osni Marques, LBNL/NERSC, USA
Ken Stanley, Computer Science Division, University of California at Berkeley, USA
subroutine dstevx (character JOBZ, character RANGE, integer N, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)¶
DSTEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
DSTEVX computes selected eigenvalues and, optionally, eigenvectors
of a real symmetric tridiagonal matrix A. Eigenvalues and
eigenvectors can be selected by specifying either a range of values
or a range of indices for the desired eigenvalues.
Parameters
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE
RANGE is CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
N
N is INTEGER
The order of the matrix. N >= 0.
D
D is DOUBLE PRECISION array, dimension (N)
On entry, the n diagonal elements of the tridiagonal matrix
A.
On exit, D may be multiplied by a constant factor chosen
to avoid over/underflow in computing the eigenvalues.
E
E is DOUBLE PRECISION array, dimension (max(1,N-1))
On entry, the (n-1) subdiagonal elements of the tridiagonal
matrix A in elements 1 to N-1 of E.
On exit, E may be multiplied by a constant factor chosen
to avoid over/underflow in computing the eigenvalues.
VL
VL is DOUBLE PRECISION
If RANGE='V', the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
VU
VU is DOUBLE PRECISION
If RANGE='V', the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL
IL is INTEGER
If RANGE='I', the index of the
smallest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
IU
IU is INTEGER
If RANGE='I', the index of the
largest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
ABSTOL
ABSTOL is 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 1-norm of the tridiagonal
matrix.
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH('S'), not zero.
If this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*DLAMCH('S').
See 'Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy,' by Demmel and
Kahan, LAPACK Working Note #3.
M
M is INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W
W is DOUBLE PRECISION array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M) )
If JOBZ = 'V', 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 i-th
column of Z holding the eigenvector associated with W(i).
If an eigenvector fails to converge (INFO > 0), then that
column of Z contains the latest approximation to the
eigenvector, and the index of the eigenvector is returned
in IFAIL. If JOBZ = 'N', 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 = 'V', the exact value of M
is not known in advance and an upper bound must be used.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (5*N)
IWORK
IWORK is INTEGER array, dimension (5*N)
IFAIL
IFAIL is INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvectors that failed to converge.
If JOBZ = 'N', then IFAIL is not referenced.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in array IFAIL.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Author¶
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