SSTEVX
November 2006
Purpose
SSTEVX 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.
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.
Arguments
| JOBZ |
(input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors. |
| RANGE |
(input) 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 |
(input) INTEGER
The order of the matrix. N >= 0.
|
| D |
(input/output) REAL 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 |
(input/output) REAL 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 |
(input) REAL
|
| VU |
(input) REAL
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 |
(input) INTEGER
|
| IU |
(input) 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; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'. |
| ABSTOL |
(input) REAL
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*SLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*SLAMCH('S'). 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 = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. |
| W |
(output) REAL array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order. |
| Z |
(output) REAL 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 |
(input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N). |
| WORK |
(workspace) REAL array, dimension (5*N)
|
| IWORK |
(workspace) INTEGER array, dimension (5*N)
|
| IFAIL |
(output) 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 |
(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. |