Library Functions Manual

NAME¶

stevx - stevx: eig, bisection

SYNOPSIS¶

Functions¶

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 subroutine SSTEVX (jobz, range, n, d, e, vl, vu, il, iu, abstol, m, w, z, ldz, work, iwork, ifail, info)
SSTEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices

Detailed Description¶

Function Documentation¶

subroutine DSTEVX (character jobz, character range, integer n, double precision, dimension( * ) d, double precision, dimension( * ) e, double precision vl, double precision vu, integer il, integer iu, double precision abstol, integer m, double precision, dimension( * ) w, double precision, dimension( ldz, * ) z, integer ldz, double precision, dimension( * ) work, integer, dimension( * ) iwork, integer, dimension( * ) ifail, integer info)¶

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 is INTEGER
!>          The order of the matrix.  N >= 0.
!>

!>          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 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 is DOUBLE PRECISION
!>          If RANGE='V', the lower bound of the interval to
!>          be searched for eigenvalues. VL < VU.
!>          Not referenced if RANGE = 'A' or 'I'.
!>

!>          VU is DOUBLE PRECISION
!>          If RANGE='V', the upper bound of the interval to
!>          be searched for eigenvalues. VL < VU.
!>          Not referenced if RANGE = 'A' or 'I'.
!>

!>          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 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 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  by Demmel and
!>          Kahan, LAPACK Working Note #3.
!>

!>          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 is DOUBLE PRECISION array, dimension (N)
!>          The first M elements contain the selected eigenvalues in
!>          ascending order.
!>

!>          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.

Definition at line 225 of file dstevx.f.

subroutine SSTEVX (character jobz, character range, integer n, real, dimension( * ) d, real, dimension( * ) e, real vl, real vu, integer il, integer iu, real abstol, integer m, real, dimension( * ) w, real, dimension( ldz, * ) z, integer ldz, real, dimension( * ) work, integer, dimension( * ) iwork, integer, dimension( * ) ifail, integer info)¶

SSTEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices