Dlaebz.f -
subroutine dlaebz (IJOB, NITMAX, N, MMAX, MINP, NBMIN, ABSTOL, RELTOL, PIVMIN, D, E, E2, NVAL, AB, C, MOUT, NAB, WORK, IWORK, INFO)
DLAEBZ computes the number of eigenvalues of a real symmetric tridiagonal matrix which are less than or equal to a given value, and performs other tasks required by the routine sstebz.
DLAEBZ computes the number of eigenvalues of a real symmetric tridiagonal matrix which are less than or equal to a given value, and performs other tasks required by the routine sstebz.
Purpose:
DLAEBZ contains the iteration loops which compute and use the
function N(w), which is the count of eigenvalues of a symmetric
tridiagonal matrix T less than or equal to its argument w. It
performs a choice of two types of loops:
IJOB=1, followed by
IJOB=2: It takes as input a list of intervals and returns a list of
sufficiently small intervals whose union contains the same
eigenvalues as the union of the original intervals.
The input intervals are (AB(j,1),AB(j,2)], j=1,...,MINP.
The output interval (AB(j,1),AB(j,2)] will contain
eigenvalues NAB(j,1)+1,...,NAB(j,2), where 1 <= j <= MOUT.
IJOB=3: It performs a binary search in each input interval
(AB(j,1),AB(j,2)] for a point w(j) such that
N(w(j))=NVAL(j), and uses C(j) as the starting point of
the search. If such a w(j) is found, then on output
AB(j,1)=AB(j,2)=w. If no such w(j) is found, then on output
(AB(j,1),AB(j,2)] will be a small interval containing the
point where N(w) jumps through NVAL(j), unless that point
lies outside the initial interval.
Note that the intervals are in all cases half-open intervals,
i.e., of the form (a,b] , which includes b but not a .
To avoid underflow, the matrix should be scaled so that its largest
element is no greater than overflow**(1/2) * underflow**(1/4)
in absolute value. To assure the most accurate computation
of small eigenvalues, the matrix should be scaled to be
not much smaller than that, either.
See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal
Matrix", Report CS41, Computer Science Dept., Stanford
University, July 21, 1966
Note: the arguments are, in general, *not* checked for unreasonable
values.
Parameters:
IJOB
IJOB is INTEGER
Specifies what is to be done:
= 1: Compute NAB for the initial intervals.
= 2: Perform bisection iteration to find eigenvalues of T.
= 3: Perform bisection iteration to invert N(w), i.e.,
to find a point which has a specified number of
eigenvalues of T to its left.
Other values will cause DLAEBZ to return with INFO=-1.
NITMAX
NITMAX is INTEGER
The maximum number of "levels" of bisection to be
performed, i.e., an interval of width W will not be made
smaller than 2^(-NITMAX) * W. If not all intervals
have converged after NITMAX iterations, then INFO is set
to the number of non-converged intervals.
N
N is INTEGER
The dimension n of the tridiagonal matrix T. It must be at
least 1.
MMAX
MMAX is INTEGER
The maximum number of intervals. If more than MMAX intervals
are generated, then DLAEBZ will quit with INFO=MMAX+1.
MINP
MINP is INTEGER
The initial number of intervals. It may not be greater than
MMAX.
NBMIN
NBMIN is INTEGER
The smallest number of intervals that should be processed
using a vector loop. If zero, then only the scalar loop
will be used.
ABSTOL
ABSTOL is DOUBLE PRECISION
The minimum (absolute) width of an interval. When an
interval is narrower than ABSTOL, or than RELTOL times the
larger (in magnitude) endpoint, then it is considered to be
sufficiently small, i.e., converged. This must be at least
zero.
RELTOL
RELTOL is DOUBLE PRECISION
The minimum relative width of an interval. When an interval
is narrower than ABSTOL, or 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.
PIVMIN
PIVMIN is DOUBLE PRECISION
The minimum absolute value of a "pivot" in the Sturm
sequence loop.
This must be at least max |e(j)**2|*safe_min and at
least safe_min, where safe_min is at least
the smallest number that can divide one without overflow.
D
D is DOUBLE PRECISION array, dimension (N)
The diagonal elements of the tridiagonal matrix T.
E
E is DOUBLE PRECISION array, dimension (N)
The offdiagonal elements of the tridiagonal matrix T in
positions 1 through N-1. E(N) is arbitrary.
E2
E2 is DOUBLE PRECISION array, dimension (N)
The squares of the offdiagonal elements of the tridiagonal
matrix T. E2(N) is ignored.
NVAL
NVAL is INTEGER array, dimension (MINP)
If IJOB=1 or 2, not referenced.
If IJOB=3, the desired values of N(w). The elements of NVAL
will be reordered to correspond with the intervals in AB.
Thus, NVAL(j) on output will not, in general be the same as
NVAL(j) on input, but it will correspond with the interval
(AB(j,1),AB(j,2)] on output.
AB
AB is DOUBLE PRECISION array, dimension (MMAX,2)
The endpoints of the intervals. AB(j,1) is a(j), the left
endpoint of the j-th interval, and AB(j,2) is b(j), the
right endpoint of the j-th interval. The input intervals
will, in general, be modified, split, and reordered by the
calculation.
C
C is DOUBLE PRECISION array, dimension (MMAX)
If IJOB=1, ignored.
If IJOB=2, workspace.
If IJOB=3, then on input C(j) should be initialized to the
first search point in the binary search.
MOUT
MOUT is INTEGER
If IJOB=1, the number of eigenvalues in the intervals.
If IJOB=2 or 3, the number of intervals output.
If IJOB=3, MOUT will equal MINP.
NAB
NAB is INTEGER array, dimension (MMAX,2)
If IJOB=1, then on output NAB(i,j) will be set to N(AB(i,j)).
If IJOB=2, then on input, NAB(i,j) should be set. It must
satisfy the condition:
N(AB(i,1)) <= NAB(i,1) <= NAB(i,2) <= N(AB(i,2)),
which means that in interval i only eigenvalues
NAB(i,1)+1,...,NAB(i,2) will be considered. Usually,
NAB(i,j)=N(AB(i,j)), from a previous call to DLAEBZ with
IJOB=1.
On output, NAB(i,j) will contain
max(na(k),min(nb(k),N(AB(i,j)))), where k is the index of
the input interval that the output interval
(AB(j,1),AB(j,2)] came from, and na(k) and nb(k) are the
the input values of NAB(k,1) and NAB(k,2).
If IJOB=3, then on output, NAB(i,j) contains N(AB(i,j)),
unless N(w) > NVAL(i) for all search points w , in which
case NAB(i,1) will not be modified, i.e., the output
value will be the same as the input value (modulo
reorderings -- see NVAL and AB), or unless N(w) < NVAL(i)
for all search points w , in which case NAB(i,2) will
not be modified. Normally, NAB should be set to some
distinctive value(s) before DLAEBZ is called.
WORK
WORK is DOUBLE PRECISION array, dimension (MMAX)
Workspace.
IWORK
IWORK is INTEGER array, dimension (MMAX)
Workspace.
INFO
INFO is INTEGER
= 0: All intervals converged.
= 1--MMAX: The last INFO intervals did not converge.
= MMAX+1: More than MMAX intervals were generated.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
September 2012
Further Details:
This routine is intended to be called only by other LAPACK
routines, thus the interface is less user-friendly. It is intended
for two purposes:
(a) finding eigenvalues. In this case, DLAEBZ should have one or
more initial intervals set up in AB, and DLAEBZ should be called
with IJOB=1. This sets up NAB, and also counts the eigenvalues.
Intervals with no eigenvalues would usually be thrown out at
this point. Also, if not all the eigenvalues in an interval i
are desired, NAB(i,1) can be increased or NAB(i,2) decreased.
For example, set NAB(i,1)=NAB(i,2)-1 to get the largest
eigenvalue. DLAEBZ is then called with IJOB=2 and MMAX
no smaller than the value of MOUT returned by the call with
IJOB=1. After this (IJOB=2) call, eigenvalues NAB(i,1)+1
through NAB(i,2) are approximately AB(i,1) (or AB(i,2)) to the
tolerance specified by ABSTOL and RELTOL.
(b) finding an interval (a',b'] containing eigenvalues w(f),...,w(l).
In this case, start with a Gershgorin interval (a,b). Set up
AB to contain 2 search intervals, both initially (a,b). One
NVAL element should contain f-1 and the other should contain l
, while C should contain a and b, resp. NAB(i,1) should be -1
and NAB(i,2) should be N+1, to flag an error if the desired
interval does not lie in (a,b). DLAEBZ is then called with
IJOB=3. On exit, if w(f-1) < w(f), then one of the intervals --
j -- will have AB(j,1)=AB(j,2) and NAB(j,1)=NAB(j,2)=f-1, while
if, to the specified tolerance, w(f-k)=...=w(f+r), k > 0 and r
>= 0, then the interval will have N(AB(j,1))=NAB(j,1)=f-k and
N(AB(j,2))=NAB(j,2)=f+r. The cases w(l) < w(l+1) and
w(l-r)=...=w(l+k) are handled similarly.
Definition at line 318 of file dlaebz.f.
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