Scroll to navigation

sstevr.f(3) LAPACK sstevr.f(3)

NAME

sstevr.f -

SYNOPSIS

Functions/Subroutines


subroutine sstevr (JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO)
 
SSTEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices

Function/Subroutine Documentation

subroutine sstevr (characterJOBZ, characterRANGE, integerN, real, dimension( * )D, real, dimension( * )E, realVL, realVU, integerIL, integerIU, realABSTOL, integerM, real, dimension( * )W, real, dimension( ldz, * )Z, integerLDZ, integer, dimension( * )ISUPPZ, real, dimension( * )WORK, integerLWORK, integer, dimension( * )IWORK, integerLIWORK, integerINFO)

SSTEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
 SSTEVR 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, SSTEVR calls SSTEMR to compute the eigenspectrum using Relatively Robust Representations. SSTEMR 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 : SSTEVR calls SSTEMR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. SSTEVR calls SSTEBZ and SSTEIN on non-ieee machines and when partial spectrum requests are made.
Normal execution of SSTEMR 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
          SSTEIN are called
N
          N is INTEGER
          The order of the matrix.  N >= 0.
D
          D is REAL 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 REAL 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 REAL
VU
          VU is REAL
          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 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 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 REAL array, dimension (N)
          The first M elements contain the selected eigenvalues in
          ascending order.
Z
          Z is REAL 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 REAL 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 >= 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 >= 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.
Date:
November 2011
Contributors:
Inderjit Dhillon, IBM Almaden, USA
 

Osni Marques, LBNL/NERSC, USA
 

Ken Stanley, Computer Science Division, University of California at Berkeley, USA
 

Jason Riedy, Computer Science Division, University of California at Berkeley, USA
 
Definition at line 298 of file sstevr.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.
Wed Oct 15 2014 Version 3.4.2