dstevx.f3
Usage
Functions/Subroutines
subroutine dstevx (jobz, range, n, d, e, vl, vu, il, iu, abstol, m, w, z, ldz, work, iwork, ifail, info)
DSTEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Function/Subroutine Documentation
subroutine dstevx (character jobz, character range, integer n, double precision, dimension( * ) d, double precision, dimension( * ) e, double precision vl, double precision vu, integer il, integer iu, double precision abstol, integer m, double precision, dimension( * ) w, double precision, dimension( ldz, * ) z, integer ldz, double precision, dimension( * ) work, integer, dimension( * ) iwork, integer, dimension( * ) ifail, integer info)
DSTEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
!> !> DSTEVX computes selected eigenvalues and, optionally, eigenvectors !> of a real symmetric tridiagonal matrix A. Eigenvalues and !> eigenvectors can be selected by specifying either a range of values !> or a range of indices for the desired eigenvalues. !>
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 !> A. !> On exit, D may be multiplied by a constant factor chosen !> to avoid over/underflow in computing the eigenvalues. !>
E
!> E is DOUBLE PRECISION array, dimension (max(1,N-1)) !> On entry, the (n-1) subdiagonal elements of the tridiagonal !> matrix A in elements 1 to N-1 of E. !> On exit, E may be multiplied by a constant factor chosen !> to avoid over/underflow in computing the eigenvalues. !>
VL
!> VL is DOUBLE PRECISION !> If RANGE='V', the lower bound of the interval to !> be searched for eigenvalues. VL < VU. !> Not referenced if RANGE = 'A' or 'I'. !>
VU
!> VU is DOUBLE PRECISION !> If RANGE='V', the upper bound of the interval to !> be searched for eigenvalues. VL < VU. !> Not referenced if RANGE = 'A' or 'I'. !>
IL
!> IL is INTEGER !> If RANGE='I', the index of the !> smallest eigenvalue 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'. !>
IU
!> IU is INTEGER !> If RANGE='I', the index of the !> largest eigenvalue 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'. !>
ABSTOL
!> ABSTOL is 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.
!>
!> Eigenvalues will be computed most accurately when ABSTOL is
!> set to twice the underflow threshold 2*DLAMCH('S'), not zero.
!> If this routine returns with INFO>0, indicating that some
!> eigenvectors did not converge, try setting ABSTOL to
!> 2*DLAMCH('S').
!>
!> See by Demmel and
!> Kahan, LAPACK Working Note #3.
!>
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', 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 (INFO > 0), then that !> column of Z contains the latest approximation to the !> eigenvector, and the index of the eigenvector is returned !> in IFAIL. 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 an upper bound must be used. !>
LDZ
!> LDZ is INTEGER !> The leading dimension of the array Z. LDZ >= 1, and if !> JOBZ = 'V', LDZ >= max(1,N). !>
WORK
!> WORK is DOUBLE PRECISION array, dimension (5*N) !>
IWORK
!> IWORK is INTEGER array, dimension (5*N) !>
IFAIL
!> IFAIL is INTEGER array, dimension (N) !> If JOBZ = 'V', 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 = 'N', then IFAIL is not referenced. !>
INFO
!> INFO is 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. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 225 of file dstevx.f.
Releases
4 releases since Debian 7 (Wheezy); the text changed 3 times.