NAG Library Routine Document

F08GAF (DSPEV)

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     JOBZ – CHARACTER(1)Input

On entry: indicates whether eigenvectors are computed.

$\mathbf{JOBZ}=\text{'N'}$

Only eigenvalues are computed.

$\mathbf{JOBZ}=\text{'V'}$

Eigenvalues and eigenvectors are computed.

Constraint: $\mathbf{JOBZ}=\text{'N'}$ or $\text{'V'}$.

2:     UPLO – CHARACTER(1)Input

On entry: if $\mathbf{UPLO}=\text{'U'}$, the upper triangular part of $A$ is stored.

If $\mathbf{UPLO}=\text{'L'}$, the lower triangular part of $A$ is stored.

Constraint: $\mathbf{UPLO}=\text{'U'}$ or $\text{'L'}$.

3:     N – INTEGERInput

On entry: $n$, the order of the matrix $A$.

Constraint: $\mathbf{N}\ge 0$.

4:     AP($*$) – REAL (KIND=nag_wp) arrayInput/Output

Note: the dimension of the array AP must be at least $\max \left(1,\mathbf{N}\times \left(\mathbf{N}+1\right)/2\right)$.

On entry: the upper or lower triangle of the $n$ by $n$ symmetric matrix $A$, packed by columns.

More precisely,

• if $\mathbf{UPLO}=\text{'U'}$, the upper triangle of $A$ must be stored with element $A_{ij}$ in $\mathbf{AP}\left(i+j\left(j-1\right)/2\right)$ for $i\le j$;
• if $\mathbf{UPLO}=\text{'L'}$, the lower triangle of $A$ must be stored with element $A_{ij}$ in $\mathbf{AP}\left(i+\left(2n-j\right)\left(j-1\right)/2\right)$ for $i\ge j$.

On exit: AP is overwritten by the values generated during the reduction to tridiagonal form. The elements of the diagonal and the off-diagonal of the tridiagonal matrix overwrite the corresponding elements of $A$.

5:     W(N) – REAL (KIND=nag_wp) arrayOutput

On exit: the eigenvalues in ascending order.

6:     Z(LDZ,$*$) – REAL (KIND=nag_wp) arrayOutput

Note: the second dimension of the array Z must be at least $\max \left(1,\mathbf{N}\right)$ if $\mathbf{JOBZ}=\text{'V'}$, and at least $1$ otherwise.

On exit: if $\mathbf{JOBZ}=\text{'V'}$, Z contains the orthonormal eigenvectors of the matrix $A$, with the $i$th column of $Z$ holding the eigenvector associated with $\mathbf{W}\left(i\right)$.

If $\mathbf{JOBZ}=\text{'N'}$, Z is not referenced.

7:     LDZ – INTEGERInput

On entry: the first dimension of the array Z as declared in the (sub)program from which F08GAF (DSPEV) is called.

Constraints:

• if $\mathbf{JOBZ}=\text{'V'}$, $\mathbf{LDZ}\ge \max \left(1,\mathbf{N}\right)$;
• otherwise $\mathbf{LDZ}\ge 1$.

8:     WORK($3\times \mathbf{N}$) – REAL (KIND=nag_wp) arrayWorkspace

9:     INFO – INTEGEROutput

On exit: $\mathbf{INFO}=0$ unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

$\mathbf{INFO}<0$

If $\mathbf{INFO}=-i$, argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.

$\mathbf{INFO}>0$

If $\mathbf{INFO}=i$, the algorithm failed to converge; $i$ off-diagonal elements of an intermediate tridiagonal form did not converge to zero.

7  Accuracy

8  Further Comments

9  Example

9.1  Program Text

Program Text (f08gafe.f90)

9.2  Program Data

Program Data (f08gafe.d)

9.3  Program Results

Program Results (f08gafe.r)