## table of contents

complexHEeigen(3) | LAPACK | complexHEeigen(3) |

# NAME¶

complexHEeigen# SYNOPSIS¶

## Functions¶

subroutine

**cheev**(JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, INFO)

**CHEEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**subroutine

**cheev_2stage**(JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, INFO)

**CHEEV_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**subroutine

**cheevd**(JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)

**CHEEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**subroutine

**cheevd_2stage**(JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)

**CHEEVD_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**subroutine

**cheevr**(JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)

**CHEEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**subroutine

**cheevr_2stage**(JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)

**CHEEVR_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**subroutine

**cheevx**(JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL, INFO)

**CHEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**subroutine

**cheevx_2stage**(JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL, INFO)

**CHEEVX_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**subroutine

**chegv**(ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, RWORK, INFO)

**CHEGV**subroutine

**chegv_2stage**(ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, RWORK, INFO)

**CHEGV_2STAGE**subroutine

**chegvd**(ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)

**CHEGVD**subroutine

**chegvx**(ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL, INFO)

**CHEGVX**

# Detailed Description¶

This is the group of complex eigenvalue driver functions for HE matrices# Function Documentation¶

## subroutine cheev (character JOBZ, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) W, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer INFO)¶

**CHEEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**

**Purpose: **

CHEEV computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian 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.

*A*

A is COMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*W*

W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

*WORK*

*LWORK*

LWORK is INTEGER The length of the array WORK. LWORK >= max(1,2*N-1). For optimal efficiency, LWORK >= (NB+1)*N, where NB is the blocksize for CHETRD returned by ILAENV. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.

*RWORK*

RWORK is REAL 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 California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date:**

## subroutine cheev_2stage (character JOBZ, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) W, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer INFO)¶

**CHEEV_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**

**Purpose: **

CHEEV_2STAGE computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian 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.

*A*

A is COMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*W*

W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

*WORK*

*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 = max(stage1,stage2) + (KD+1)*N + N = N*KD + N*max(KD+1,FACTOPTNB) + max(2*KD*KD, KD*NTHREADS) + (KD+1)*N + N where KD is the blocking size of the reduction, FACTOPTNB is the blocking used by the QR or LQ algorithm, usually FACTOPTNB=128 is a good choice 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.

*RWORK*

RWORK is REAL 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 California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date:**

**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 cheevd (character JOBZ, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) W, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer LRWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)¶

**CHEEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**

**Purpose: **

CHEEVD computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian 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.

*A*

A is COMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*W*

W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

*WORK*

*LWORK*

LWORK is INTEGER The length of the array WORK. If N <= 1, LWORK must be at least 1. If JOBZ = 'N' and N > 1, LWORK must be at least N + 1. If JOBZ = 'V' and N > 1, LWORK must be at least 2*N + N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.

*RWORK*

RWORK is REAL array, dimension (LRWORK) On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.

*LRWORK*

LRWORK is INTEGER The dimension of the array RWORK. If N <= 1, LRWORK must be at least 1. If JOBZ = 'N' and N > 1, LRWORK must be at least N. If JOBZ = 'V' and N > 1, LRWORK must be at least 1 + 5*N + 2*N**2. If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK 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 N <= 1, LIWORK must be at least 1. If JOBZ = 'N' and 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 optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK 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 JOBZ = 'N', then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = 'V', then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1).

**Author:**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date:**

**Further Details: **

**Contributors: **

## subroutine cheevd_2stage (character JOBZ, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, real, dimension( * ) W, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer LRWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)¶

**CHEEVD_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**

**Purpose: **

CHEEVD_2STAGE computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian 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.

*A*

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*W*

W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

*WORK*

*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 queried. LWORK = MAX(1, dimension) where dimension = max(stage1,stage2) + (KD+1)*N + N+1 = N*KD + N*max(KD+1,FACTOPTNB) + max(2*KD*KD, KD*NTHREADS) + (KD+1)*N + N+1 where KD is the blocking size of the reduction, FACTOPTNB is the blocking used by the QR or LQ algorithm, usually FACTOPTNB=128 is a good choice NTHREADS is the number of threads used when openMP compilation is enabled, otherwise =1. If JOBZ = 'V' and N > 1, LWORK must be at least 2*N + N**2 If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.

*RWORK*

RWORK is REAL array, dimension (LRWORK) On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.

*LRWORK*

LRWORK is INTEGER The dimension of the array RWORK. If N <= 1, LRWORK must be at least 1. If JOBZ = 'N' and N > 1, LRWORK must be at least N. If JOBZ = 'V' and N > 1, LRWORK must be at least 1 + 5*N + 2*N**2. If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK 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 N <= 1, LIWORK must be at least 1. If JOBZ = 'N' and 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 optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK 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 JOBZ = 'N', then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = 'V', then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1).

**Author:**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date:**

**Further Details: **

**Contributors: **

**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 cheevr (character JOBZ, character RANGE, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, real VL, real VU, integer IL, integer IU, real ABSTOL, integer M, real, dimension( * ) W, complex, dimension( ldz, * ) Z, integer LDZ, integer, dimension( * ) ISUPPZ, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer LRWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)¶

**CHEEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**

**Purpose: **

CHEEVR computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix A. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues. CHEEVR first reduces the matrix A to tridiagonal form T with a call to CHETRD. Then, whenever possible, CHEEVR calls CSTEMR to compute the eigenspectrum using Relatively Robust Representations. CSTEMR 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 each unreduced block (submatrix) of T, (a) Compute T - sigma I = L D L^T, so that L and D define all the wanted eigenvalues to high relative accuracy. This means that small relative changes in the entries of D and L cause only small relative changes in the eigenvalues and eigenvectors. The standard (unfactored) representation of the tridiagonal matrix T does not have this property in general. (b) Compute the eigenvalues to suitable accuracy. If the eigenvectors are desired, the algorithm attains full accuracy of the computed eigenvalues only right before the corresponding vectors have to be computed, see steps c) and d). (c) For each cluster of close eigenvalues, select a new shift close to the cluster, find a new factorization, and refine the shifted eigenvalues to suitable accuracy. (d) For each eigenvalue with a large enough relative separation compute the corresponding eigenvector by forming a rank revealing twisted factorization. Go back to (c) for any clusters that remain. The desired accuracy of the output can be specified by the input parameter ABSTOL. For more details, see DSTEMR's documentation and: - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices," Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004. - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25, 2004. Also LAPACK Working Note 154. - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", Computer Science Division Technical Report No. UCB/CSD-97-971, UC Berkeley, May 1997. Note 1 : CHEEVR calls CSTEMR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. CHEEVR calls SSTEBZ and CSTEIN on non-ieee machines and when partial spectrum requests are made. Normal execution of CSTEMR 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, SSTEBZ and CSTEIN are called

*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.

*A*

A is COMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*VL*

VL is REAL 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 REAL 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 REAL The absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval [a,b] of width less than or equal to ABSTOL + EPS * max( |a|,|b| ) , where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 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 SLAMCH( 'Safe minimum' ). Doing so will guarantee that eigenvalues are computed to high relative accuracy when possible in future releases. The current code does not make any guarantees about high relative accuracy, but furutre releases will. See J. Barlow and J. Demmel, "Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices", LAPACK Working Note #7, for a discussion of which matrices define their eigenvalues to high relative accuracy.

*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 REAL array, dimension (N) The first M elements contain the selected eigenvalues in ascending order.

*Z*

Z is COMPLEX 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 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).

*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 ). This is an output of CSTEMR (tridiagonal matrix). The support of the eigenvectors of A is typically 1:N because of the unitary transformations applied by CUNMTR. Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1

*WORK*

*LWORK*

LWORK is INTEGER The length of the array WORK. LWORK >= max(1,2*N). For optimal efficiency, LWORK >= (NB+1)*N, where NB is the max of the blocksize for CHETRD and for CUNMTR as returned by ILAENV. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.

*RWORK*

RWORK is REAL array, dimension (MAX(1,LRWORK)) On exit, if INFO = 0, RWORK(1) returns the optimal (and minimal) LRWORK.

*LRWORK*

LRWORK is INTEGER The length of the array RWORK. LRWORK >= max(1,24*N). If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK 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, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK 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 California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date:**

**Contributors: **

## subroutine cheevr_2stage (character JOBZ, character RANGE, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, real VL, real VU, integer IL, integer IU, real ABSTOL, integer M, real, dimension( * ) W, complex, dimension( ldz, * ) Z, integer LDZ, integer, dimension( * ) ISUPPZ, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer LRWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)¶

**CHEEVR_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**

**Purpose: **

CHEEVR_2STAGE computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian 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. CHEEVR_2STAGE first reduces the matrix A to tridiagonal form T with a call to CHETRD. Then, whenever possible, CHEEVR_2STAGE calls CSTEMR to compute eigenspectrum using Relatively Robust Representations. CSTEMR 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 each unreduced block (submatrix) of T, (a) Compute T - sigma I = L D L^T, so that L and D define all the wanted eigenvalues to high relative accuracy. This means that small relative changes in the entries of D and L cause only small relative changes in the eigenvalues and eigenvectors. The standard (unfactored) representation of the tridiagonal matrix T does not have this property in general. (b) Compute the eigenvalues to suitable accuracy. If the eigenvectors are desired, the algorithm attains full accuracy of the computed eigenvalues only right before the corresponding vectors have to be computed, see steps c) and d). (c) For each cluster of close eigenvalues, select a new shift close to the cluster, find a new factorization, and refine the shifted eigenvalues to suitable accuracy. (d) For each eigenvalue with a large enough relative separation compute the corresponding eigenvector by forming a rank revealing twisted factorization. Go back to (c) for any clusters that remain. The desired accuracy of the output can be specified by the input parameter ABSTOL. For more details, see DSTEMR's documentation and: - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices," Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004. - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25, 2004. Also LAPACK Working Note 154. - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", Computer Science Division Technical Report No. UCB/CSD-97-971, UC Berkeley, May 1997. Note 1 : CHEEVR_2STAGE calls CSTEMR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. CHEEVR_2STAGE calls SSTEBZ and CSTEIN on non-ieee machines and when partial spectrum requests are made. Normal execution of CSTEMR 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. 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. For RANGE = 'V' or 'I' and IU - IL < N - 1, SSTEBZ and CSTEIN are called

*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.

*A*

A is COMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*VL*

VL is REAL 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 REAL 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 REAL The absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval [a,b] of width less than or equal to ABSTOL + EPS * max( |a|,|b| ) , where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 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 SLAMCH( 'Safe minimum' ). Doing so will guarantee that eigenvalues are computed to high relative accuracy when possible in future releases. The current code does not make any guarantees about high relative accuracy, but furutre releases will. See J. Barlow and J. Demmel, "Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices", LAPACK Working Note #7, for a discussion of which matrices define their eigenvalues to high relative accuracy.

*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 REAL array, dimension (N) The first M elements contain the selected eigenvalues in ascending order.

*Z*

Z is COMPLEX 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 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).

*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 ). This is an output of CSTEMR (tridiagonal matrix). The support of the eigenvectors of A is typically 1:N because of the unitary transformations applied by CUNMTR. Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1

*WORK*

*LWORK*

LWORK is INTEGER The dimension of the array WORK. If JOBZ = 'N' and N > 1, LWORK must be queried. LWORK = MAX(1, 26*N, dimension) where dimension = max(stage1,stage2) + (KD+1)*N + N = N*KD + N*max(KD+1,FACTOPTNB) + max(2*KD*KD, KD*NTHREADS) + (KD+1)*N + N where KD is the blocking size of the reduction, FACTOPTNB is the blocking used by the QR or LQ algorithm, usually FACTOPTNB=128 is a good choice 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, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.

*RWORK*

RWORK is REAL array, dimension (MAX(1,LRWORK)) On exit, if INFO = 0, RWORK(1) returns the optimal (and minimal) LRWORK.

*LRWORK*

LRWORK is INTEGER The length of the array RWORK. LRWORK >= max(1,24*N). If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK 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, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK 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 California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date:**

**Contributors: **

**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 cheevx (character JOBZ, character RANGE, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, real VL, real VU, integer IL, integer IU, real ABSTOL, integer M, real, dimension( * ) W, complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)¶

**CHEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**

**Purpose: **

CHEEVX computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian 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.

*A*

A is COMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*VL*

VL is REAL 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 REAL 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 REAL The absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval [a,b] of width less than or equal to ABSTOL + EPS * max( |a|,|b| ) , where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 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*SLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*SLAMCH('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 REAL array, dimension (N) On normal exit, the first M elements contain the selected eigenvalues in ascending order.

*Z*

Z is COMPLEX 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*

*LWORK*

LWORK is INTEGER The length of the array WORK. LWORK >= 1, when N <= 1; otherwise 2*N. For optimal efficiency, LWORK >= (NB+1)*N, where NB is the max of the blocksize for CHETRD and for CUNMTR as returned by ILAENV. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.

*RWORK*

RWORK is REAL 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 California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date:**

## subroutine cheevx_2stage (character JOBZ, character RANGE, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, real VL, real VU, integer IL, integer IU, real ABSTOL, integer M, real, dimension( * ) W, complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)¶

**CHEEVX_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices**

**Purpose: **

CHEEVX_2STAGE computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian 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*

*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.

*A*

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*VL*

*VU*

*IL*

*IU*

*ABSTOL*

ABSTOL is REAL The absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval [a,b] of width less than or equal to ABSTOL + EPS * max( |a|,|b| ) , where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 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*SLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*SLAMCH('S'). See "Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK Working Note #3.

*M*

*W*

W is REAL array, dimension (N) On normal exit, the first M elements contain the selected eigenvalues in ascending order.

*Z*

Z is COMPLEX 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*

*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, 8*N, dimension) where dimension = max(stage1,stage2) + (KD+1)*N + N = N*KD + N*max(KD+1,FACTOPTNB) + max(2*KD*KD, KD*NTHREADS) + (KD+1)*N + N where KD is the blocking size of the reduction, FACTOPTNB is the blocking used by the QR or LQ algorithm, usually FACTOPTNB=128 is a good choice 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.

*RWORK*

RWORK is REAL 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 California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date:**

**Further Details: **

## subroutine chegv (integer ITYPE, character JOBZ, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, real, dimension( * ) W, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer INFO)¶

**CHEGV**

**Purpose: **

CHEGV computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-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 Hermitian 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.

*A*

A is COMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**H*B*Z = I; if ITYPE = 3, Z**H*inv(B)*Z = I. If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') or the lower triangle (if UPLO='L') of A, including the diagonal, is destroyed.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*B*

B is COMPLEX array, dimension (LDB, N) On entry, the Hermitian positive definite matrix B. If UPLO = 'U', the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H.

*LDB*

LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).

*W*

W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

*WORK*

*LWORK*

LWORK is INTEGER The length of the array WORK. LWORK >= max(1,2*N-1). For optimal efficiency, LWORK >= (NB+1)*N, where NB is the blocksize for CHETRD returned by ILAENV. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.

*RWORK*

RWORK is REAL 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: CPOTRF or CHEEV returned an error code: <= N: if INFO = i, CHEEV 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 California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date:**

## subroutine chegv_2stage (integer ITYPE, character JOBZ, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, real, dimension( * ) W, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer INFO)¶

**CHEGV_2STAGE**

**Purpose: **

CHEGV_2STAGE computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-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 Hermitian and B is also positive definite. This routine use the 2stage technique for the reduction to tridiagonal which showed higher performance on recent architecture and for large sizes N>2000.

**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*

*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.

*A*

A is COMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**H*B*Z = I; if ITYPE = 3, Z**H*inv(B)*Z = I. If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') or the lower triangle (if UPLO='L') of A, including the diagonal, is destroyed.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*B*

B is COMPLEX array, dimension (LDB, N) On entry, the Hermitian positive definite matrix B. If UPLO = 'U', the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H.

*LDB*

LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).

*W*

W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

*WORK*

*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 = max(stage1,stage2) + (KD+1)*N + N = N*KD + N*max(KD+1,FACTOPTNB) + max(2*KD*KD, KD*NTHREADS) + (KD+1)*N + N where KD is the blocking size of the reduction, FACTOPTNB is the blocking used by the QR or LQ algorithm, usually FACTOPTNB=128 is a good choice 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.

*RWORK*

RWORK is REAL 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: CPOTRF or CHEEV returned an error code: <= N: if INFO = i, CHEEV 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 California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date:**

**Further Details: **

## subroutine chegvd (integer ITYPE, character JOBZ, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, real, dimension( * ) W, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer LRWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)¶

**CHEGVD**

**Purpose: **

CHEGVD computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-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 Hermitian 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.

*A*

A is COMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**H*B*Z = I; if ITYPE = 3, Z**H*inv(B)*Z = I. If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') or the lower triangle (if UPLO='L') of A, including the diagonal, is destroyed.

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*B*

B is COMPLEX array, dimension (LDB, N) On entry, the Hermitian matrix B. If UPLO = 'U', the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H.

*LDB*

LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).

*W*

W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

*WORK*

*LWORK*

LWORK is INTEGER The length of the array WORK. If N <= 1, LWORK >= 1. If JOBZ = 'N' and N > 1, LWORK >= N + 1. If JOBZ = 'V' and N > 1, LWORK >= 2*N + N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.

*RWORK*

RWORK is REAL array, dimension (MAX(1,LRWORK)) On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.

*LRWORK*

LRWORK is INTEGER The dimension of the array RWORK. If N <= 1, LRWORK >= 1. If JOBZ = 'N' and N > 1, LRWORK >= N. If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2. If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK 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 N <= 1, LIWORK >= 1. If JOBZ = 'N' and N > 1, LIWORK >= 1. If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK 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: CPOTRF or CHEEVD returned an error code: <= N: if INFO = i and JOBZ = 'N', then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = 'V', then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1); > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.

**Author:**

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date:**

**Further Details: **

Modified so that no backsubstitution is performed if CHEEVD fails to converge (NEIG in old code could be greater than N causing out of bounds reference to A - reported by Ralf Meyer). Also corrected the description of INFO and the test on ITYPE. Sven, 16 Feb 05.

**Contributors: **

## subroutine chegvx (integer ITYPE, character JOBZ, character RANGE, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB, real VL, real VU, integer IL, integer IU, real ABSTOL, integer M, real, dimension( * ) W, complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)¶

**CHEGVX**

**Purpose: **

CHEGVX computes selected eigenvalues, and optionally, eigenvectors of a complex generalized Hermitian-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 Hermitian 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*

*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*

*N*

N is INTEGER The order of the matrices A and B. N >= 0.

*A*

*LDA*

LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*B*

B is COMPLEX array, dimension (LDB, N) On entry, the Hermitian matrix B. If UPLO = 'U', the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H.

*LDB*

LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).

*VL*

*VU*

*IL*

*IU*

*ABSTOL*

ABSTOL is REAL The absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval [a,b] of width less than or equal to ABSTOL + EPS * max( |a|,|b| ) , where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 1-norm of the tridiagonal matrix obtained by reducing C to tridiagonal form, where C is the symmetric matrix of the standard symmetric problem to which the generalized problem is transformed. Eigenvalues will be computed most accurately when ABSTOL is set to twice the underflow threshold 2*SLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*SLAMCH('S').

*M*

*W*

W is REAL array, dimension (N) The first M elements contain the selected eigenvalues in ascending order.

*Z*

Z is COMPLEX 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*

*LWORK*

LWORK is INTEGER The length of the array WORK. LWORK >= max(1,2*N). For optimal efficiency, LWORK >= (NB+1)*N, where NB is the blocksize for CHETRD returned by ILAENV. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.

*RWORK*

RWORK is REAL 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: CPOTRF or CHEEVX returned an error code: <= N: if INFO = i, CHEEVX 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 California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date:**

**Contributors: **

# Author¶

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