1SSPEVX(1) LAPACK driver routine (version 3.1) SSPEVX(1)
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6 SSPEVX - selected eigenvalues and, optionally, eigenvectors of a real
7 symmetric matrix A in packed storage
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10 SUBROUTINE SSPEVX( JOBZ, RANGE, UPLO, N, AP, VL, VU, IL, IU, ABSTOL, M,
11 W, Z, LDZ, WORK, IWORK, IFAIL, INFO )
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13 CHARACTER JOBZ, RANGE, UPLO
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15 INTEGER IL, INFO, IU, LDZ, M, N
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17 REAL ABSTOL, VL, VU
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19 INTEGER IFAIL( * ), IWORK( * )
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21 REAL AP( * ), W( * ), WORK( * ), Z( LDZ, * )
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24 SSPEVX computes selected eigenvalues and, optionally, eigenvectors of a
25 real symmetric matrix A in packed storage. Eigenvalues/vectors can be
26 selected by specifying either a range of values or a range of indices
27 for the desired eigenvalues.
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31 JOBZ (input) CHARACTER*1
32 = 'N': Compute eigenvalues only;
33 = 'V': Compute eigenvalues and eigenvectors.
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35 RANGE (input) CHARACTER*1
36 = 'A': all eigenvalues will be found;
37 = 'V': all eigenvalues in the half-open interval (VL,VU] will
38 be found; = 'I': the IL-th through IU-th eigenvalues will be
39 found.
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41 UPLO (input) CHARACTER*1
42 = 'U': Upper triangle of A is stored;
43 = 'L': Lower triangle of A is stored.
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45 N (input) INTEGER
46 The order of the matrix A. N >= 0.
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48 AP (input/output) REAL array, dimension (N*(N+1)/2)
49 On entry, the upper or lower triangle of the symmetric matrix
50 A, packed columnwise in a linear array. The j-th column of A
51 is stored in the array AP as follows: if UPLO = 'U', AP(i +
52 (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i +
53 (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
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55 On exit, AP is overwritten by values generated during the
56 reduction to tridiagonal form. If UPLO = 'U', the diagonal and
57 first superdiagonal of the tridiagonal matrix T overwrite the
58 corresponding elements of A, and if UPLO = 'L', the diagonal
59 and first subdiagonal of T overwrite the corresponding elements
60 of A.
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62 VL (input) REAL
63 VU (input) REAL If RANGE='V', the lower and upper bounds
64 of the interval to be searched for eigenvalues. VL < VU. Not
65 referenced if RANGE = 'A' or 'I'.
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67 IL (input) INTEGER
68 IU (input) INTEGER If RANGE='I', the indices (in ascending
69 order) of the smallest and largest eigenvalues to be returned.
70 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not
71 referenced if RANGE = 'A' or 'V'.
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73 ABSTOL (input) REAL
74 The absolute error tolerance for the eigenvalues. An approxi‐
75 mate eigenvalue is accepted as converged when it is determined
76 to lie in an interval [a,b] of width less than or equal to
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78 ABSTOL + EPS * max( |a|,|b| ) ,
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80 where EPS is the machine precision. If ABSTOL is less than or
81 equal to zero, then EPS*|T| will be used in its place, where
82 |T| is the 1-norm of the tridiagonal matrix obtained by reduc‐
83 ing AP to tridiagonal form.
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85 Eigenvalues will be computed most accurately when ABSTOL is set
86 to twice the underflow threshold 2*SLAMCH('S'), not zero. If
87 this routine returns with INFO>0, indicating that some eigen‐
88 vectors did not converge, try setting ABSTOL to 2*SLAMCH('S').
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90 See "Computing Small Singular Values of Bidiagonal Matrices
91 with Guaranteed High Relative Accuracy," by Demmel and Kahan,
92 LAPACK Working Note #3.
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94 M (output) INTEGER
95 The total number of eigenvalues found. 0 <= M <= N. If RANGE
96 = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
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98 W (output) REAL array, dimension (N)
99 If INFO = 0, the selected eigenvalues in ascending order.
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101 Z (output) REAL array, dimension (LDZ, max(1,M))
102 If JOBZ = 'V', then if INFO = 0, the first M columns of Z con‐
103 tain the orthonormal eigenvectors of the matrix A corresponding
104 to the selected eigenvalues, with the i-th column of Z holding
105 the eigenvector associated with W(i). If an eigenvector fails
106 to converge, then that column of Z contains the latest approxi‐
107 mation to the eigenvector, and the index of the eigenvector is
108 returned in IFAIL. If JOBZ = 'N', then Z is not referenced.
109 Note: the user must ensure that at least max(1,M) columns are
110 supplied in the array Z; if RANGE = 'V', the exact value of M
111 is not known in advance and an upper bound must be used.
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113 LDZ (input) INTEGER
114 The leading dimension of the array Z. LDZ >= 1, and if JOBZ =
115 'V', LDZ >= max(1,N).
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117 WORK (workspace) REAL array, dimension (8*N)
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119 IWORK (workspace) INTEGER array, dimension (5*N)
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121 IFAIL (output) INTEGER array, dimension (N)
122 If JOBZ = 'V', then if INFO = 0, the first M elements of IFAIL
123 are zero. If INFO > 0, then IFAIL contains the indices of the
124 eigenvectors that failed to converge. If JOBZ = 'N', then
125 IFAIL is not referenced.
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127 INFO (output) INTEGER
128 = 0: successful exit
129 < 0: if INFO = -i, the i-th argument had an illegal value
130 > 0: if INFO = i, then i eigenvectors failed to converge.
131 Their indices are stored in array IFAIL.
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135 LAPACK driver routine (version 3.N1o)vember 2006 SSPEVX(1)