nag_zhpevd (f08gqc) computes all the eigenvalues and, optionally, all the eigenvectors of a complex Hermitian matrix held in packed storage.
If the eigenvectors are requested, then it uses a divide-and-conquer algorithm to compute eigenvalues and eigenvectors. However, if only eigenvalues are required, then it uses the Pal–Walker–Kahan variant of the or algorithm.
nag_zhpevd (f08gqc) computes all the eigenvalues and, optionally, all the eigenvectors of a complex Hermitian matrix
(held in packed storage).
In other words, it can compute the spectral factorization of
as
where
is a real diagonal matrix whose diagonal elements are the eigenvalues
, and
is the (complex) unitary matrix whose columns are the eigenvectors
. Thus
Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999)
LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia
http://www.netlib.org/lapack/lug
- NE_ALLOC_FAIL
-
Dynamic memory allocation failed.
- NE_BAD_PARAM
-
On entry, argument had an illegal value.
- NE_CONVERGENCE
-
If and , the algorithm failed to converge; elements of an intermediate tridiagonal form did not converge to zero; if and , then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and column through .
- NE_ENUM_INT_2
-
On entry, , and .
Constraint: if , ;
if , .
- NE_INT
-
On entry, .
Constraint: .
On entry, .
Constraint: .
- NE_INTERNAL_ERROR
-
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact
NAG for assistance.
The computed eigenvalues and eigenvectors are exact for a nearby matrix
, where
and
is the
machine precision. See Section 4.7 of
Anderson et al. (1999) for further details.
nag_zhpevd (f08gqc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_zhpevd (f08gqc) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the
Users' Note for your implementation for any additional implementation-specific information.
The real analogue of this function is
nag_dspevd (f08gcc).
This example computes all the eigenvalues and eigenvectors of the Hermitian matrix
, where