DLARRE (3)  Linux Manuals
NAME
dlarre.f 
SYNOPSIS
Functions/Subroutines
subroutine dlarre (RANGE, N, VL, VU, IL, IU, D, E, E2, RTOL1, RTOL2, SPLTOL, NSPLIT, ISPLIT, M, W, WERR, WGAP, IBLOCK, INDEXW, GERS, PIVMIN, WORK, IWORK, INFO)
DLARRE given the tridiagonal matrix T, sets small offdiagonal elements to zero and for each unreduced block Ti, finds base representations and eigenvalues.
Function/Subroutine Documentation
subroutine dlarre (characterRANGE, integerN, double precisionVL, double precisionVU, integerIL, integerIU, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( * )E2, double precisionRTOL1, double precisionRTOL2, double precisionSPLTOL, integerNSPLIT, integer, dimension( * )ISPLIT, integerM, double precision, dimension( * )W, double precision, dimension( * )WERR, double precision, dimension( * )WGAP, integer, dimension( * )IBLOCK, integer, dimension( * )INDEXW, double precision, dimension( * )GERS, double precisionPIVMIN, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)
DLARRE given the tridiagonal matrix T, sets small offdiagonal elements to zero and for each unreduced block Ti, finds base representations and eigenvalues.
Purpose:

To find the desired eigenvalues of a given real symmetric tridiagonal matrix T, DLARRE sets any "small" offdiagonal elements to zero, and for each unreduced block T_i, it finds (a) a suitable shift at one end of the block's spectrum, (b) the base representation, T_i  sigma_i I = L_i D_i L_i^T, and (c) eigenvalues of each L_i D_i L_i^T. The representations and eigenvalues found are then used by DSTEMR to compute the eigenvectors of T. The accuracy varies depending on whether bisection is used to find a few eigenvalues or the dqds algorithm (subroutine DLASQ2) to conpute all and then discard any unwanted one. As an added benefit, DLARRE also outputs the n Gerschgorin intervals for the matrices L_i D_i L_i^T.
Parameters:

RANGE
RANGE is CHARACTER*1 = 'A': ("All") all eigenvalues will be found. = 'V': ("Value") all eigenvalues in the halfopen interval (VL, VU] will be found. = 'I': ("Index") the ILth through IUth eigenvalues (of the entire matrix) will be found.
NN is INTEGER The order of the matrix. N > 0.
VLVL is DOUBLE PRECISION
VUVU is DOUBLE PRECISION If RANGE='V', the lower and upper bounds for the eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. VL < VU. If RANGE='I' or ='A', DLARRE computes bounds on the desired part of the spectrum.
ILIL is INTEGER
IUIU is INTEGER If RANGE='I', the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N.
DD is DOUBLE PRECISION array, dimension (N) On entry, the N diagonal elements of the tridiagonal matrix T. On exit, the N diagonal elements of the diagonal matrices D_i.
EE is DOUBLE PRECISION array, dimension (N) On entry, the first (N1) entries contain the subdiagonal elements of the tridiagonal matrix T; E(N) need not be set. On exit, E contains the subdiagonal elements of the unit bidiagonal matrices L_i. The entries E( ISPLIT( I ) ), 1 <= I <= NSPLIT, contain the base points sigma_i on output.
E2E2 is DOUBLE PRECISION array, dimension (N) On entry, the first (N1) entries contain the SQUARES of the subdiagonal elements of the tridiagonal matrix T; E2(N) need not be set. On exit, the entries E2( ISPLIT( I ) ), 1 <= I <= NSPLIT, have been set to zero
RTOL1RTOL1 is DOUBLE PRECISION
RTOL2RTOL2 is DOUBLE PRECISION Parameters for bisection. An interval [LEFT,RIGHT] has converged if RIGHTLEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(LEFT,RIGHT) )
SPLTOLSPLTOL is DOUBLE PRECISION The threshold for splitting.
NSPLITNSPLIT is INTEGER The number of blocks T splits into. 1 <= NSPLIT <= N.
ISPLITISPLIT is INTEGER array, dimension (N) The splitting points, at which T breaks up into blocks. The first block consists of rows/columns 1 to ISPLIT(1), the second of rows/columns ISPLIT(1)+1 through ISPLIT(2), etc., and the NSPLITth consists of rows/columns ISPLIT(NSPLIT1)+1 through ISPLIT(NSPLIT)=N.
MM is INTEGER The total number of eigenvalues (of all L_i D_i L_i^T) found.
WW is DOUBLE PRECISION array, dimension (N) The first M elements contain the eigenvalues. The eigenvalues of each of the blocks, L_i D_i L_i^T, are sorted in ascending order ( DLARRE may use the remaining NM elements as workspace).
WERRWERR is DOUBLE PRECISION array, dimension (N) The error bound on the corresponding eigenvalue in W.
WGAPWGAP is DOUBLE PRECISION array, dimension (N) The separation from the right neighbor eigenvalue in W. The gap is only with respect to the eigenvalues of the same block as each block has its own representation tree. Exception: at the right end of a block we store the left gap
IBLOCKIBLOCK is INTEGER array, dimension (N) The indices of the blocks (submatrices) associated with the corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to the first block from the top, =2 if W(i) belongs to the second block, etc.
INDEXWINDEXW is INTEGER array, dimension (N) The indices of the eigenvalues within each block (submatrix); for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the ith eigenvalue W(i) is the 10th eigenvalue in block 2
GERSGERS is DOUBLE PRECISION array, dimension (2*N) The N Gerschgorin intervals (the ith Gerschgorin interval is (GERS(2*i1), GERS(2*i)).
PIVMINPIVMIN is DOUBLE PRECISION The minimum pivot in the Sturm sequence for T.
WORKWORK is DOUBLE PRECISION array, dimension (6*N) Workspace.
IWORKIWORK is INTEGER array, dimension (5*N) Workspace.
INFOINFO is INTEGER = 0: successful exit > 0: A problem occured in DLARRE. < 0: One of the called subroutines signaled an internal problem. Needs inspection of the corresponding parameter IINFO for further information. =1: Problem in DLARRD. = 2: No base representation could be found in MAXTRY iterations. Increasing MAXTRY and recompilation might be a remedy. =3: Problem in DLARRB when computing the refined root representation for DLASQ2. =4: Problem in DLARRB when preforming bisection on the desired part of the spectrum. =5: Problem in DLASQ2. =6: Problem in DLASQ2.
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 September 2012
Further Details:

The base representations are required to suffer very little element growth and consequently define all their eigenvalues to high relative accuracy.
Contributors:

Beresford Parlett, University of California, Berkeley, USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 295 of file dlarre.f.
Author
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