f02 Chapter Contents
f02 Chapter Introduction
NAG Library Manual

# NAG Library Function Documentnag_real_symm_eigenvalues (f02aac)

## 1  Purpose

nag_real_symm_eigenvalues (f02aac) calculates all the eigenvalues of a real symmetric matrix.

## 2  Specification

 #include #include
 void nag_real_symm_eigenvalues (Integer n, double a[], Integer tda, double r[], NagError *fail)

## 3  Description

nag_real_symm_eigenvalues (f02aac) reduces the real symmetric matrix $A$ to a real symmetric tridiagonal matrix using Householder's method. The eigenvalues of the tridiagonal matrix are then determined using the $QL$ algorithm.

## 4  References

Wilkinson J H and Reinsch C (1971) Handbook for Automatic Computation II, Linear Algebra Springer–Verlag

## 5  Arguments

1:    $\mathbf{n}$IntegerInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 1$.
2:    $\mathbf{a}\left[{\mathbf{n}}×{\mathbf{tda}}\right]$doubleInput/Output
Note: the $\left(i,j\right)$th element of the matrix $A$ is stored in ${\mathbf{a}}\left[\left(i-1\right)×{\mathbf{tda}}+j-1\right]$.
On entry: the lower triangle of the $n$ by $n$ symmetric matrix $A$. The elements of the array above the diagonal need not be set.
On exit: the elements of $A$ below the diagonal are overwritten, and the rest of the array is unchanged.
3:    $\mathbf{tda}$IntegerInput
On entry: the stride separating matrix column elements in the array a.
Constraint: ${\mathbf{tda}}\ge {\mathbf{n}}$.
4:    $\mathbf{r}\left[{\mathbf{n}}\right]$doubleOutput
On exit: the eigenvalues in ascending order.
5:    $\mathbf{fail}$NagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

## 6  Error Indicators and Warnings

NE_2_INT_ARG_LT
On entry, ${\mathbf{tda}}=〈\mathit{\text{value}}〉$ while ${\mathbf{n}}=〈\mathit{\text{value}}〉$. These arguments must satisfy ${\mathbf{tda}}\ge {\mathbf{n}}$.
NE_ALLOC_FAIL
Dynamic memory allocation failed.
NE_INT_ARG_LT
On entry, ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{n}}\ge 1$.
NE_TOO_MANY_ITERATIONS
More than $〈\mathit{\text{value}}〉$ iterations are required to isolate all the eigenvalues.

## 7  Accuracy

The accuracy of the eigenvalues depends on the sensitivity of the matrix to rounding errors produced in tridiagonalisation. For a detailed error analysis see pages 222 and 235 of Wilkinson and Reinsch (1971).

## 8  Parallelism and Performance

Not applicable.

The time taken by nag_real_symm_eigenvalues (f02aac) is approximately proportional to ${n}^{3}$.

## 10  Example

To calculate all the eigenvalues of the real symmetric matrix
 $0.5 0.0 2.3 -2.6 0.0 0.5 -1.4 -0.7 2.3 -1.4 0.5 0.0 -2.6 -0.7 0.0 0.5 .$

### 10.1  Program Text

Program Text (f02aace.c)

### 10.2  Program Data

Program Data (f02aace.d)

### 10.3  Program Results

Program Results (f02aace.r)