dsbevx (l) - Linux Man Pages
dsbevx: computes selected eigenvalues and, optionally, eigenvectors of a real symmetric band matrix A
DSBEVX - computes selected eigenvalues and, optionally, eigenvectors of a real symmetric band matrix A
- SUBROUTINE DSBEVX(
JOBZ, RANGE, UPLO, N, KD, AB, LDAB, Q, LDQ, VL,
VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK,
IFAIL, INFO )
JOBZ, RANGE, UPLO
IL, INFO, IU, KD, LDAB, LDQ, LDZ, M, N
PRECISION ABSTOL, VL, VU
IFAIL( * ), IWORK( * )
PRECISION AB( LDAB, * ), Q( LDQ, * ), W( * ), WORK( * ),
Z( LDZ, * )
DSBEVX computes selected eigenvalues and, optionally, eigenvectors
of a real symmetric band matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
- JOBZ (input) CHARACTER*1
= aqNaq: Compute eigenvalues only;
= aqVaq: Compute eigenvalues and eigenvectors.
- RANGE (input) CHARACTER*1
= aqAaq: all eigenvalues will be found;
= aqVaq: all eigenvalues in the half-open interval (VL,VU]
will be found;
= aqIaq: the IL-th through IU-th eigenvalues will be found.
- UPLO (input) CHARACTER*1
= aqUaq: Upper triangle of A is stored;
= aqLaq: Lower triangle of A is stored.
- N (input) INTEGER
The order of the matrix A. N >= 0.
- KD (input) INTEGER
The number of superdiagonals of the matrix A if UPLO = aqUaq,
or the number of subdiagonals if UPLO = aqLaq. KD >= 0.
- AB (input/output) DOUBLE PRECISION array, dimension (LDAB, N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first KD+1 rows of the array. The
j-th column of A is stored in the j-th column of the array AB
if UPLO = aqUaq, AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = aqLaq, AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
On exit, AB is overwritten by values generated during the
reduction to tridiagonal form. If UPLO = aqUaq, the first
superdiagonal and the diagonal of the tridiagonal matrix T
are returned in rows KD and KD+1 of AB, and if UPLO = aqLaq,
the diagonal and first subdiagonal of T are returned in the
first two rows of AB.
- LDAB (input) INTEGER
The leading dimension of the array AB. LDAB >= KD + 1.
- Q (output) DOUBLE PRECISION array, dimension (LDQ, N)
If JOBZ = aqVaq, the N-by-N orthogonal matrix used in the
reduction to tridiagonal form.
If JOBZ = aqNaq, the array Q is not referenced.
- LDQ (input) INTEGER
The leading dimension of the array Q. If JOBZ = aqVaq, then
LDQ >= max(1,N).
- VL (input) DOUBLE PRECISION
VU (input) DOUBLE PRECISION
If RANGE=aqVaq, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = aqAaq or aqIaq.
- IL (input) INTEGER
IU (input) INTEGER
If RANGE=aqIaq, 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 = aqAaq or aqVaq.
- ABSTOL (input) 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 AB to tridiagonal form.
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH(aqSaq), not zero.
If this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
See "Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy," by Demmel and
Kahan, LAPACK Working Note #3.
- M (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = aqAaq, M = N, and if RANGE = aqIaq, M = IU-IL+1.
- W (output) DOUBLE PRECISION array, dimension (N)
The first M elements contain the selected eigenvalues in
- Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M))
If JOBZ = aqVaq, 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 = aqNaq, 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 = aqVaq, the exact value of M
is not known in advance and an upper bound must be used.
- LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = aqVaq, LDZ >= max(1,N).
- WORK (workspace) DOUBLE PRECISION array, dimension (7*N)
- IWORK (workspace) INTEGER array, dimension (5*N)
- IFAIL (output) INTEGER array, dimension (N)
If JOBZ = aqVaq, 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 = aqNaq, then IFAIL is not referenced.
- INFO (output) 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.