nag_dspevd (f08gcc) computes all the eigenvalues and, optionally, all the eigenvectors of a real symmetric 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_dspevd (f08gcc) computes all the eigenvalues and, optionally, all the eigenvectors of a real symmetric matrix
(held in packed storage).
In other words, it can compute the spectral factorization of
as
where
is a diagonal matrix whose diagonal elements are the eigenvalues
, and
is the orthogonal 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
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_dspevd (f08gcc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_dspevd (f08gcc) 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
X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
The complex analogue of this function is
nag_zhpevd (f08gqc).
This example computes all the eigenvalues and eigenvectors of the symmetric matrix
, where