NAG Library Routine Document

F08JBF (DSTEVX)

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     $\mathrm{JOBZ}$ – 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:     $\mathrm{RANGE}$ – CHARACTER(1)Input

On entry: if $\mathbf{RANGE}=\text{'A'}$, all eigenvalues will be found.

If $\mathbf{RANGE}=\text{'V'}$, all eigenvalues in the half-open interval $\left(\mathbf{VL},\mathbf{VU}\right]$ will be found.

If $\mathbf{RANGE}=\text{'I'}$, the ILth to IUth eigenvalues will be found.

Constraint: $\mathbf{RANGE}=\text{'A'}$, $\text{'V'}$ or $\text{'I'}$.

3:     $\mathrm{N}$ – INTEGERInput

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

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

4:     $\mathrm{D}\left(*\right)$ – REAL (KIND=nag_wp) arrayInput/Output

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

On entry: the $n$ diagonal elements of the tridiagonal matrix $A$.

On exit: may be multiplied by a constant factor chosen to avoid over/underflow in computing the eigenvalues.

5:     $\mathrm{E}\left(*\right)$ – REAL (KIND=nag_wp) arrayInput/Output

Note: the dimension of the array E must be at least $\max \left(1,\mathbf{N}-1\right)$.

On entry: the $\left(n-1\right)$ subdiagonal elements of the tridiagonal matrix $A$.

On exit: may be multiplied by a constant factor chosen to avoid over/underflow in computing the eigenvalues.

6:     $\mathrm{VL}$ – REAL (KIND=nag_wp)Input

7:     $\mathrm{VU}$ – REAL (KIND=nag_wp)Input

On entry: if $\mathbf{RANGE}=\text{'V'}$, the lower and upper bounds of the interval to be searched for eigenvalues.

If $\mathbf{RANGE}=\text{'A'}$ or $\text{'I'}$, VL and VU are not referenced.

Constraint: if $\mathbf{RANGE}=\text{'V'}$, $\mathbf{VL}<\mathbf{VU}$.

8:     $\mathrm{IL}$ – INTEGERInput

9:     $\mathrm{IU}$ – INTEGERInput

On entry: if $\mathbf{RANGE}=\text{'I'}$, the indices (in ascending order) of the smallest and largest eigenvalues to be returned.

If $\mathbf{RANGE}=\text{'A'}$ or $\text{'V'}$, IL and IU are not referenced.

Constraints:

• if $\mathbf{RANGE}=\text{'I'}$ and $\mathbf{N}=0$, $\mathbf{IL}=1$ and $\mathbf{IU}=0$;
• if $\mathbf{RANGE}=\text{'I'}$ and $\mathbf{N}>0$, $1\le \mathbf{IL}\le \mathbf{IU}\le \mathbf{N}$.

10:   $\mathrm{ABSTOL}$ – REAL (KIND=nag_wp)Input

On entry: the absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval $\left[a,b\right]$ of width less than or equal to

$$\mathbf{ABSTOL}+\epsilon \max \left(\left|a\right|,\left|b\right|\right)\text{,}$$

where $\epsilon$ is the machine precision. If ABSTOL is less than or equal to zero, then $\epsilon {‖A‖}_1$ will be used in its place. Eigenvalues will be computed most accurately when ABSTOL is set to twice the underflow threshold $2\times \mathbf{X02AMF}\left( \right)$, not zero. If this routine returns with $\mathbf{INFO}>\mathbf{0}$, indicating that some eigenvectors did not converge, try setting ABSTOL to $2\times \mathbf{X02AMF}\left( \right)$. See Demmel and Kahan (1990).

11:   $\mathrm{M}$ – INTEGEROutput

On exit: the total number of eigenvalues found. $0\le \mathbf{M}\le \mathbf{N}$.

If $\mathbf{RANGE}=\text{'A'}$, $\mathbf{M}=\mathbf{N}$.

If $\mathbf{RANGE}=\text{'I'}$, $\mathbf{M}=\mathbf{IU}-\mathbf{IL}+1$.

12:   $\mathrm{W}\left(\mathbf{N}\right)$ – REAL (KIND=nag_wp) arrayOutput

On exit: the first M elements contain the selected eigenvalues in ascending order.

13:   $\mathrm{Z}\left(\mathbf{LDZ},*\right)$ – REAL (KIND=nag_wp) arrayOutput

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

On exit: if $\mathbf{JOBZ}=\text{'V'}$, then

• if $\mathbf{INFO}=\mathbf{0}$, 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 $\mathbf{W}\left(i\right)$;
• if an eigenvector fails to converge ($\mathbf{INFO}>\mathbf{0}$), then that column of $Z$ contains the latest approximation to the eigenvector, and the index of the eigenvector is returned in JFAIL.

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

Note:  you must ensure that at least $\max \left(1,\mathbf{M}\right)$ columns are supplied in the array Z; if $\mathbf{RANGE}=\text{'V'}$, the exact value of M is not known in advance and an upper bound of at least N must be used.

14:   $\mathrm{LDZ}$ – INTEGERInput

On entry: the first dimension of the array Z as declared in the (sub)program from which F08JBF (DSTEVX) is called.

Constraints:

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

15:   $\mathrm{WORK}\left(5\times \mathbf{N}\right)$ – REAL (KIND=nag_wp) arrayWorkspace

16:   $\mathrm{IWORK}\left(5\times \mathbf{N}\right)$ – INTEGER arrayWorkspace

17:   $\mathrm{JFAIL}\left(*\right)$ – INTEGER arrayOutput

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

On exit: if $\mathbf{JOBZ}=\text{'V'}$, then

• if $\mathbf{INFO}=\mathbf{0}$, the first M elements of JFAIL are zero;
• if $\mathbf{INFO}>\mathbf{0}$, JFAIL contains the indices of the eigenvectors that failed to converge.

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

18:   $\mathrm{INFO}$ – 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.

$\mathbf{INFO}>0$

The algorithm failed to converge; $〈\mathit{\text{value}}〉$ eigenvectors did not converge. Their indices are stored in array JFAIL.

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example

10.1  Program Text

Program Text (f08jbfe.f90)

10.2  Program Data

Program Data (f08jbfe.d)

10.3  Program Results

Program Results (f08jbfe.r)