dlarrd.f (3)  Linux Manuals
NAME
dlarrd.f 
SYNOPSIS
Functions/Subroutines
subroutine dlarrd (RANGE, ORDER, N, VL, VU, IL, IU, GERS, RELTOL, D, E, E2, PIVMIN, NSPLIT, ISPLIT, M, W, WERR, WL, WU, IBLOCK, INDEXW, WORK, IWORK, INFO)
DLARRD computes the eigenvalues of a symmetric tridiagonal matrix to suitable accuracy.
Function/Subroutine Documentation
subroutine dlarrd (characterRANGE, characterORDER, integerN, double precisionVL, double precisionVU, integerIL, integerIU, double precision, dimension( * )GERS, double precisionRELTOL, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( * )E2, double precisionPIVMIN, integerNSPLIT, integer, dimension( * )ISPLIT, integerM, double precision, dimension( * )W, double precision, dimension( * )WERR, double precisionWL, double precisionWU, integer, dimension( * )IBLOCK, integer, dimension( * )INDEXW, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)
DLARRD computes the eigenvalues of a symmetric tridiagonal matrix to suitable accuracy.
Purpose:

DLARRD computes the eigenvalues of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from DSTEMR. The user may ask for all eigenvalues, all eigenvalues in the halfopen interval (VL, VU], or the ILth through IUth eigenvalues. To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966.
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.
ORDERORDER is CHARACTER*1 = 'B': ("By Block") the eigenvalues will be grouped by splitoff block (see IBLOCK, ISPLIT) and ordered from smallest to largest within the block. = 'E': ("Entire matrix") the eigenvalues for the entire matrix will be ordered from smallest to largest.
NN is INTEGER The order of the tridiagonal matrix T. N >= 0.
VLVL is DOUBLE PRECISION
VUVU is DOUBLE PRECISION If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. VL < VU. Not referenced if RANGE = 'A' or 'I'.
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, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'.
GERSGERS is DOUBLE PRECISION array, dimension (2*N) The N Gerschgorin intervals (the ith Gerschgorin interval is (GERS(2*i1), GERS(2*i)).
RELTOLRELTOL is DOUBLE PRECISION The minimum relative width of an interval. When an interval is narrower than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon.
DD is DOUBLE PRECISION array, dimension (N) The n diagonal elements of the tridiagonal matrix T.
EE is DOUBLE PRECISION array, dimension (N1) The (n1) offdiagonal elements of the tridiagonal matrix T.
E2E2 is DOUBLE PRECISION array, dimension (N1) The (n1) squared offdiagonal elements of the tridiagonal matrix T.
PIVMINPIVMIN is DOUBLE PRECISION The minimum pivot allowed in the Sturm sequence for T.
NSPLITNSPLIT is INTEGER The number of diagonal blocks in the matrix T. 1 <= NSPLIT <= N.
ISPLITISPLIT is INTEGER array, dimension (N) The splitting points, at which T breaks up into submatrices. The first submatrix 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. (Only the first NSPLIT elements will actually be used, but since the user cannot know a priori what value NSPLIT will have, N words must be reserved for ISPLIT.)
MM is INTEGER The actual number of eigenvalues found. 0 <= M <= N. (See also the description of INFO=2,3.)
WW is DOUBLE PRECISION array, dimension (N) On exit, the first M elements of W will contain the eigenvalue approximations. DLARRD computes an interval I_j = (a_j, b_j] that includes eigenvalue j. The eigenvalue approximation is given as the interval midpoint W(j)= ( a_j + b_j)/2. The corresponding error is bounded by WERR(j) = abs( a_j  b_j)/2
WERRWERR is DOUBLE PRECISION array, dimension (N) The error bound on the corresponding eigenvalue approximation in W.
WLWL is DOUBLE PRECISION
WUWU is DOUBLE PRECISION The interval (WL, WU] contains all the wanted eigenvalues. If RANGE='V', then WL=VL and WU=VU. If RANGE='A', then WL and WU are the global Gerschgorin bounds on the spectrum. If RANGE='I', then WL and WU are computed by DLAEBZ from the index range specified.
IBLOCKIBLOCK is INTEGER array, dimension (N) At each row/column j where E(j) is zero or small, the matrix T is considered to split into a block diagonal matrix. On exit, if INFO = 0, IBLOCK(i) specifies to which block (from 1 to the number of blocks) the eigenvalue W(i) belongs. (DLARRD may use the remaining NM elements as workspace.)
INDEXWINDEXW is INTEGER array, dimension (N) The indices of the eigenvalues within each block (submatrix); for example, INDEXW(i)= j and IBLOCK(i)=k imply that the ith eigenvalue W(i) is the jth eigenvalue in block k.
WORKWORK is DOUBLE PRECISION array, dimension (4*N)
IWORKIWORK is INTEGER array, dimension (3*N)
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value > 0: some or all of the eigenvalues failed to converge or were not computed: =1 or 3: Bisection failed to converge for some eigenvalues; these eigenvalues are flagged by a negative block number. The effect is that the eigenvalues may not be as accurate as the absolute and relative tolerances. This is generally caused by unexpectedly inaccurate arithmetic. =2 or 3: RANGE='I' only: Not all of the eigenvalues IL:IU were found. Effect: M < IU+1IL Cause: nonmonotonic arithmetic, causing the Sturm sequence to be nonmonotonic. Cure: recalculate, using RANGE='A', and pick out eigenvalues IL:IU. In some cases, increasing the PARAMETER "FUDGE" may make things work. = 4: RANGE='I', and the Gershgorin interval initially used was too small. No eigenvalues were computed. Probable cause: your machine has sloppy floatingpoint arithmetic. Cure: Increase the PARAMETER "FUDGE", recompile, and try again.
Internal Parameters:

FUDGE DOUBLE PRECISION, default = 2 A "fudge factor" to widen the Gershgorin intervals. Ideally, a value of 1 should work, but on machines with sloppy arithmetic, this needs to be larger. The default for publicly released versions should be large enough to handle the worst machine around. Note that this has no effect on accuracy of the solution.
Contributors:

W. Kahan, University of California, Berkeley, USA
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
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 September 2012
Definition at line 319 of file dlarrd.f.
Author
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