Dstemr.f -
subroutine dstemr (JOBZ, RANGE, N, D, E, VL, VU, IL, IU, M, W, Z, LDZ, NZC, ISUPPZ, TRYRAC, WORK, LWORK, IWORK, LIWORK, INFO)
DSTEMR
DSTEMR
Purpose:
DSTEMR computes selected eigenvalues and, optionally, eigenvectors
of a real symmetric tridiagonal matrix T. Any such unreduced matrix has
a well defined set of pairwise different real eigenvalues, the corresponding
real eigenvectors are pairwise orthogonal.
The spectrum may be computed either completely or partially by specifying
either an interval (VL,VU] or a range of indices IL:IU for the desired
eigenvalues.
Depending on the number of desired eigenvalues, these are computed either
by bisection or the dqds algorithm. Numerically orthogonal eigenvectors are
computed by the use of various suitable L D L^T factorizations near clusters
of close eigenvalues (referred to as RRRs, Relatively Robust
Representations). An informal sketch of the algorithm follows.
For each unreduced block (submatrix) of T,
(a) Compute T - sigma I = L D L^T, so that L and D
define all the wanted eigenvalues to high relative accuracy.
This means that small relative changes in the entries of D and L
cause only small relative changes in the eigenvalues and
eigenvectors. The standard (unfactored) representation of the
tridiagonal matrix T does not have this property in general.
(b) Compute the eigenvalues to suitable accuracy.
If the eigenvectors are desired, the algorithm attains full
accuracy of the computed eigenvalues only right before
the corresponding vectors have to be computed, see steps c) and d).
(c) For each cluster of close eigenvalues, select a new
shift close to the cluster, find a new factorization, and refine
the shifted eigenvalues to suitable accuracy.
(d) For each eigenvalue with a large enough relative separation compute
the corresponding eigenvector by forming a rank revealing twisted
factorization. Go back to (c) for any clusters that remain.
For more details, see:
- Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
- Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
2004. Also LAPACK Working Note 154.
- Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
tridiagonal eigenvalue/eigenvector problem",
Computer Science Division Technical Report No. UCB/CSD-97-971,
UC Berkeley, May 1997.
Further Details
1.DSTEMR works only on machines which follow IEEE-754
floating-point standard in their handling of infinities and NaNs.
This permits the use of efficient inner loops avoiding a check for
zero divisors.
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.
N
N is INTEGER
The order of the matrix. N >= 0.
D
D is DOUBLE PRECISION array, dimension (N)
On entry, the N diagonal elements of the tridiagonal matrix
T. On exit, D is overwritten.
E
E is DOUBLE PRECISION array, dimension (N)
On entry, the (N-1) subdiagonal elements of the tridiagonal
matrix T in elements 1 to N-1 of E. E(N) need not be set on
input, but is used internally as workspace.
On exit, E is overwritten.
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.
Not referenced if RANGE = 'A' or 'V'.
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)
The first M elements contain the selected eigenvalues in
ascending order.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M) )
If JOBZ = 'V', and if INFO = 0, then the first M columns of Z
contain the orthonormal eigenvectors of the matrix T
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
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 can be computed with a workspace
query by setting NZC = -1, see below.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', then LDZ >= max(1,N).
NZC
NZC is INTEGER
The number of eigenvectors to be held in the array Z.
If RANGE = 'A', then NZC >= max(1,N).
If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU].
If RANGE = 'I', then NZC >= IU-IL+1.
If NZC = -1, then a workspace query is assumed; the
routine calculates the number of columns of the array Z that
are needed to hold the eigenvectors.
This value is returned as the first entry of the Z array, and
no error message related to NZC is issued by XERBLA.
ISUPPZ
ISUPPZ is INTEGER ARRAY, dimension ( 2*max(1,M) )
The support of the eigenvectors in Z, i.e., the indices
indicating the nonzero elements in Z. The i-th computed eigenvector
is nonzero only in elements ISUPPZ( 2*i-1 ) through
ISUPPZ( 2*i ). This is relevant in the case when the matrix
is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0.
TRYRAC
TRYRAC is LOGICAL
If TRYRAC.EQ..TRUE., indicates that the code should check whether
the tridiagonal matrix defines its eigenvalues to high relative
accuracy. If so, the code uses relative-accuracy preserving
algorithms that might be (a bit) slower depending on the matrix.
If the matrix does not define its eigenvalues to high relative
accuracy, the code can uses possibly faster algorithms.
If TRYRAC.EQ..FALSE., the code is not required to guarantee
relatively accurate eigenvalues and can use the fastest possible
techniques.
On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix
does not define its eigenvalues to high relative accuracy.
WORK
WORK is DOUBLE PRECISION array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal
(and minimal) LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= max(1,18*N)
if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
IWORK
IWORK is INTEGER array, dimension (LIWORK)
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
LIWORK
LIWORK is INTEGER
The dimension of the array IWORK. LIWORK >= max(1,10*N)
if the eigenvectors are desired, and LIWORK >= max(1,8*N)
if only the eigenvalues are to be computed.
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal size of the IWORK array,
returns this value as the first entry of the IWORK array, and
no error message related to LIWORK is issued by XERBLA.
INFO
INFO is INTEGER
On exit, INFO
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = 1X, internal error in DLARRE,
if INFO = 2X, internal error in DLARRV.
Here, the digit X = ABS( IINFO ) < 10, where IINFO is
the nonzero error code returned by DLARRE or
DLARRV, respectively.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2013
Contributors:
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
Definition at line 311 of file dstemr.f.
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