DSPEVX (3) - Linux Manuals

NAME

dspevx.f -

SYNOPSIS


Functions/Subroutines


subroutine dspevx (JOBZ, RANGE, UPLO, N, AP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO)
DSPEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices

Function/Subroutine Documentation

subroutine dspevx (characterJOBZ, characterRANGE, characterUPLO, integerN, double precision, dimension( * )AP, 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)

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

Purpose:

 DSPEVX computes selected eigenvalues and, optionally, eigenvectors
 of a real symmetric matrix A in packed storage.  Eigenvalues/vectors
 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.


AP

          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the symmetric matrix
          A, packed columnwise in a linear array.  The j-th column of A
          is stored in the array AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.

          On exit, AP is overwritten by values generated during the
          reduction to tridiagonal form.  If UPLO = 'U', the diagonal
          and first superdiagonal of the tridiagonal matrix T overwrite
          the corresponding elements of A, and if UPLO = 'L', the
          diagonal and first subdiagonal of T overwrite the
          corresponding elements of A.


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 obtained
          by reducing AP to tridiagonal form.

          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)
          If INFO = 0, 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, 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 (8*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 226 of file dspevx.f.

Author

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