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SPTEQR(3F)							    SPTEQR(3F)


NAME    [Toc]    [Back]

     SPTEQR - compute all eigenvalues and, optionally, eigenvectors of a
     symmetric positive	definite tridiagonal matrix by first factoring the
     matrix using SPTTRF, and then calling SBDSQR to compute the singular
     values of the bidiagonal factor

SYNOPSIS    [Toc]    [Back]

     SUBROUTINE	SPTEQR(	COMPZ, N, D, E,	Z, LDZ,	WORK, INFO )

	 CHARACTER	COMPZ

	 INTEGER	INFO, LDZ, N

	 REAL		D( * ),	E( * ),	WORK( *	), Z( LDZ, * )

PURPOSE    [Toc]    [Back]

     SPTEQR computes all eigenvalues and, optionally, eigenvectors of a
     symmetric positive	definite tridiagonal matrix by first factoring the
     matrix using SPTTRF, and then calling SBDSQR to compute the singular
     values of the bidiagonal factor.

     This routine computes the eigenvalues of the positive definite
     tridiagonal matrix	to high	relative accuracy.  This means that if the
     eigenvalues range over many orders	of magnitude in	size, then the small
     eigenvalues and corresponding eigenvectors	will be	computed more
     accurately	than, for example, with	the standard QR	method.

     The eigenvectors of a full	or band	symmetric positive definite matrix can
     also be found if SSYTRD, SSPTRD, or SSBTRD	has been used to reduce	this
     matrix to tridiagonal form. (The reduction	to tridiagonal form, however,
     may preclude the possibility of obtaining high relative accuracy in the
     small eigenvalues of the original matrix, if these	eigenvalues range over
     many orders of magnitude.)

ARGUMENTS    [Toc]    [Back]

     COMPZ   (input) CHARACTER*1
	     = 'N':  Compute eigenvalues only.
	     = 'V':  Compute eigenvectors of original symmetric	matrix also.
	     Array Z contains the orthogonal matrix used to reduce the
	     original matrix to	tridiagonal form.  = 'I':  Compute
	     eigenvectors of tridiagonal matrix	also.

     N	     (input) INTEGER
	     The order of the matrix.  N >= 0.

     D	     (input/output) REAL array,	dimension (N)
	     On	entry, the n diagonal elements of the tridiagonal matrix.  On
	     normal exit, D contains the eigenvalues, in descending order.






									Page 1






SPTEQR(3F)							    SPTEQR(3F)



     E	     (input/output) REAL array,	dimension (N-1)
	     On	entry, the (n-1) subdiagonal elements of the tridiagonal
	     matrix.  On exit, E has been destroyed.

     Z	     (input/output) REAL array,	dimension (LDZ,	N)
	     On	entry, if COMPZ	= 'V', the orthogonal matrix used in the
	     reduction to tridiagonal form.  On	exit, if COMPZ = 'V', the
	     orthonormal eigenvectors of the original symmetric	matrix;	if
	     COMPZ = 'I', the orthonormal eigenvectors of the tridiagonal
	     matrix.  If INFO >	0 on exit, Z contains the eigenvectors
	     associated	with only the stored eigenvalues.  If  COMPZ = 'N',
	     then Z is not referenced.

     LDZ     (input) INTEGER
	     The leading dimension of the array	Z.  LDZ	>= 1, and if COMPZ =
	     'V' or 'I', LDZ >=	max(1,N).

     WORK    (workspace) REAL array, dimension (LWORK)
	     If	 COMPZ = 'N', then LWORK = 2*N If  COMPZ = 'V' or 'I', then
	     LWORK = MAX(1,4*N-4)

     INFO    (output) 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 Cholesky factorization of
	     the matrix	could not be performed because the i-th	principal
	     minor was not positive definite.  > N   the SVD algorithm failed
	     to	converge; if INFO = N+i, i off-diagonal	elements of the
	     bidiagonal	factor did not converge	to zero.
SPTEQR(3F)							    SPTEQR(3F)


NAME    [Toc]    [Back]

     SPTEQR - compute all eigenvalues and, optionally, eigenvectors of a
     symmetric positive	definite tridiagonal matrix by first factoring the
     matrix using SPTTRF, and then calling SBDSQR to compute the singular
     values of the bidiagonal factor

SYNOPSIS    [Toc]    [Back]

     SUBROUTINE	SPTEQR(	COMPZ, N, D, E,	Z, LDZ,	WORK, INFO )

	 CHARACTER	COMPZ

	 INTEGER	INFO, LDZ, N

	 REAL		D( * ),	E( * ),	WORK( *	), Z( LDZ, * )

PURPOSE    [Toc]    [Back]

     SPTEQR computes all eigenvalues and, optionally, eigenvectors of a
     symmetric positive	definite tridiagonal matrix by first factoring the
     matrix using SPTTRF, and then calling SBDSQR to compute the singular
     values of the bidiagonal factor.

     This routine computes the eigenvalues of the positive definite
     tridiagonal matrix	to high	relative accuracy.  This means that if the
     eigenvalues range over many orders	of magnitude in	size, then the small
     eigenvalues and corresponding eigenvectors	will be	computed more
     accurately	than, for example, with	the standard QR	method.

     The eigenvectors of a full	or band	symmetric positive definite matrix can
     also be found if SSYTRD, SSPTRD, or SSBTRD	has been used to reduce	this
     matrix to tridiagonal form. (The reduction	to tridiagonal form, however,
     may preclude the possibility of obtaining high relative accuracy in the
     small eigenvalues of the original matrix, if these	eigenvalues range over
     many orders of magnitude.)

ARGUMENTS    [Toc]    [Back]

     COMPZ   (input) CHARACTER*1
	     = 'N':  Compute eigenvalues only.
	     = 'V':  Compute eigenvectors of original symmetric	matrix also.
	     Array Z contains the orthogonal matrix used to reduce the
	     original matrix to	tridiagonal form.  = 'I':  Compute
	     eigenvectors of tridiagonal matrix	also.

     N	     (input) INTEGER
	     The order of the matrix.  N >= 0.

     D	     (input/output) REAL array,	dimension (N)
	     On	entry, the n diagonal elements of the tridiagonal matrix.  On
	     normal exit, D contains the eigenvalues, in descending order.






									Page 1






SPTEQR(3F)							    SPTEQR(3F)



     E	     (input/output) REAL array,	dimension (N-1)
	     On	entry, the (n-1) subdiagonal elements of the tridiagonal
	     matrix.  On exit, E has been destroyed.

     Z	     (input/output) REAL array,	dimension (LDZ,	N)
	     On	entry, if COMPZ	= 'V', the orthogonal matrix used in the
	     reduction to tridiagonal form.  On	exit, if COMPZ = 'V', the
	     orthonormal eigenvectors of the original symmetric	matrix;	if
	     COMPZ = 'I', the orthonormal eigenvectors of the tridiagonal
	     matrix.  If INFO >	0 on exit, Z contains the eigenvectors
	     associated	with only the stored eigenvalues.  If  COMPZ = 'N',
	     then Z is not referenced.

     LDZ     (input) INTEGER
	     The leading dimension of the array	Z.  LDZ	>= 1, and if COMPZ =
	     'V' or 'I', LDZ >=	max(1,N).

     WORK    (workspace) REAL array, dimension (LWORK)
	     If	 COMPZ = 'N', then LWORK = 2*N If  COMPZ = 'V' or 'I', then
	     LWORK = MAX(1,4*N-4)

     INFO    (output) 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 Cholesky factorization of
	     the matrix	could not be performed because the i-th	principal
	     minor was not positive definite.  > N   the SVD algorithm failed
	     to	converge; if INFO = N+i, i off-diagonal	elements of the
	     bidiagonal	factor did not converge	to zero.


									PPPPaaaaggggeeee 2222
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