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dstevx.f(3) LAPACK dstevx.f(3)

NAME

dstevx.f -

SYNOPSIS

Functions/Subroutines


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

Function/Subroutine Documentation

subroutine dstevx (characterJOBZ, characterRANGE, integerN, double precision, dimension( * )D, double precision, dimension( * )E, double precisionVL, double precisionVU, integerIL, integerIU, double precisionABSTOL, integerM, double precision, dimension( * )W, double precision, dimension( ldz, * )Z, integerLDZ, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integer, dimension( * )IFAIL, integerINFO)

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
VU
          VU is 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
          IL is INTEGER
IU
          IU is 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
          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.
Date:
November 2011
Definition at line 220 of file dstevx.f.

Author

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