DSTEVX(3F) DSTEVX(3F)
DSTEVX - compute selected eigenvalues and, optionally, eigenvectors of a
real symmetric tridiagonal matrix A
SUBROUTINE DSTEVX( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z,
LDZ, WORK, IWORK, IFAIL, INFO )
CHARACTER JOBZ, RANGE
INTEGER IL, INFO, IU, LDZ, M, N
DOUBLE PRECISION ABSTOL, VL, VU
INTEGER IFAIL( * ), IWORK( * )
DOUBLE PRECISION D( * ), E( * ), W( * ), WORK( * ), Z( LDZ, *
)
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.
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE (input) 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 (input) INTEGER
The order of the matrix. N >= 0.
D (input/output) 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 (input/output) DOUBLE PRECISION array, dimension (N)
On entry, the (n-1) subdiagonal elements of the tridiagonal
matrix A in elements 1 to N-1 of E; E(N) need not be set. On
exit, E may be multiplied by a constant factor chosen to avoid
over/underflow in computing the eigenvalues.
Page 1
DSTEVX(3F) DSTEVX(3F)
VL (input) DOUBLE PRECISION
VU (input) DOUBLE PRECISION If RANGE='V', the lower and
upper bounds of the interval to be searched for eigenvalues. VL <
VU. Not referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER If RANGE='I', the indices (in ascending
order) of the smallest and largest eigenvalues to be returned. 1
<= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not
referenced if RANGE = 'A' or 'V'.
ABSTOL (input) 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 (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N. If RANGE =
'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) DOUBLE PRECISION array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.
Z (output) 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.
Page 2
DSTEVX(3F) DSTEVX(3F)
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ =
'V', LDZ >= max(1,N).
WORK (workspace) DOUBLE PRECISION array, dimension (5*N)
IWORK (workspace) INTEGER array, dimension (5*N)
IFAIL (output) 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 (output) 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.
DSTEVX(3F) DSTEVX(3F)
DSTEVX - compute selected eigenvalues and, optionally, eigenvectors of a
real symmetric tridiagonal matrix A
SUBROUTINE DSTEVX( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z,
LDZ, WORK, IWORK, IFAIL, INFO )
CHARACTER JOBZ, RANGE
INTEGER IL, INFO, IU, LDZ, M, N
DOUBLE PRECISION ABSTOL, VL, VU
INTEGER IFAIL( * ), IWORK( * )
DOUBLE PRECISION D( * ), E( * ), W( * ), WORK( * ), Z( LDZ, *
)
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.
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE (input) 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 (input) INTEGER
The order of the matrix. N >= 0.
D (input/output) 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 (input/output) DOUBLE PRECISION array, dimension (N)
On entry, the (n-1) subdiagonal elements of the tridiagonal
matrix A in elements 1 to N-1 of E; E(N) need not be set. On
exit, E may be multiplied by a constant factor chosen to avoid
over/underflow in computing the eigenvalues.
Page 1
DSTEVX(3F) DSTEVX(3F)
VL (input) DOUBLE PRECISION
VU (input) DOUBLE PRECISION If RANGE='V', the lower and
upper bounds of the interval to be searched for eigenvalues. VL <
VU. Not referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER If RANGE='I', the indices (in ascending
order) of the smallest and largest eigenvalues to be returned. 1
<= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not
referenced if RANGE = 'A' or 'V'.
ABSTOL (input) 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 (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N. If RANGE =
'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) DOUBLE PRECISION array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.
Z (output) 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.
Page 2
DSTEVX(3F) DSTEVX(3F)
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ =
'V', LDZ >= max(1,N).
WORK (workspace) DOUBLE PRECISION array, dimension (5*N)
IWORK (workspace) INTEGER array, dimension (5*N)
IFAIL (output) 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 (output) 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.
PPPPaaaaggggeeee 3333 [ Back ]
|
