Integer, Intent (In)	::	n, lda, lwork
Integer, Intent (Out)	::	info
Real (Kind=nag_wp), Intent (Inout)	::	a(lda,*)
Real (Kind=nag_wp), Intent (Out)	::	w(n), work(max(1,lwork))
Character (1), Intent (In)	::	jobz, uplo

C Header Interface

#include <nag.h>

void	f08faf_ (const char jobz, const char uplo, const Integer n, double a[], const Integer lda, double w[], double work[], const Integer lwork, Integer info, const Charlen length_jobz, const Charlen length_uplo)

The routine may be called by the names f08faf, nagf_lapackeig_dsyev or its LAPACK name dsyev.

3 Description

The symmetric matrix

A

is first reduced to tridiagonal form, using orthogonal similarity transformations, and then the

Q R

algorithm is applied to the tridiagonal matrix to compute the eigenvalues and (optionally) the eigenvectors.

4 References

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 https://www.netlib.org/lapack/lug

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5 Arguments

1: $jobz$ – Character(1) Input

On entry: indicates whether eigenvectors are computed.

$jobz ='N'$: Only eigenvalues are computed.
$jobz ='V'$: Eigenvalues and eigenvectors are computed.

Constraint:

jobz ='N'

'V'

2: $uplo$ – Character(1) Input

On entry: if

uplo ='U'

, the upper triangular part of

A

is stored.

uplo ='L'

, the lower triangular part of

A

is stored.

Constraint:

uplo ='U'

'L'

3: $n$ – Integer Input

On entry:

n

, the order of the matrix

A

Constraint:

n \geq 0

4: $a (lda, *)$ – Real (Kind=nag_wp) array Input/Output

Note: the second dimension of the array a must be at least

\max (1, n)

On entry: the

n \times n

symmetric matrix

A

If $uplo ='U'$ , the upper triangular part of $A$ must be stored and the elements of the array below the diagonal are not referenced.
If $uplo ='L'$ , the lower triangular part of $A$ must be stored and the elements of the array above the diagonal are not referenced.

On exit: if

jobz ='V'

, a contains the orthonormal eigenvectors of the matrix

A

jobz ='N'

then on exit the lower triangle (if

uplo ='L'

) or the upper triangle (if

uplo ='U'

) of a, including the diagonal, is overwritten.

5: $lda$ – Integer Input

On entry: the first dimension of the array a as declared in the (sub)program from which f08faf is called.

Constraint:

lda \geq \max (1, n)

6: $w (n)$ – Real (Kind=nag_wp) array Output

On exit: the eigenvalues in ascending order.

7: $work (\max (1, lwork))$ – Real (Kind=nag_wp) array Workspace

On exit: if

info = 0

work (1)

contains the minimum value of lwork required for optimal performance.

8: $lwork$ – Integer Input

On entry: the dimension of the array work as declared in the (sub)program from which f08faf is called.

lwork = −1

, a workspace query is assumed; the routine only calculates the optimal size of the work array, returns this value as the first entry of the work array, and no error message related to lwork is issued.

Suggested value: for optimal performance,

lwork \geq (nb + 2) \times n

, where

nb

is the optimal block size for f08fef.

Constraint:

lwork \geq \max (1, 3 \times n - 1)

lwork = −1

9: $info$ – Integer Output

On exit:

info = 0

unless the routine detects an error (see Section 6).

6 Error Indicators and Warnings

$info < 0$: If $info = - i$ , argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.

$info > 0$: The algorithm failed to converge; $⟨ value ⟩$ off-diagonal elements of an intermediate tridiagonal form did not converge to zero.

7 Accuracy

The computed eigenvalues and eigenvectors are exact for a nearby matrix

(A + E)

, where

{‖ E ‖}_{2} = O (ε) {‖ A ‖}_{2},

and

ε

is the machine precision. See Section 4.7 of Anderson et al. (1999) for further details.

8 Parallelism and Performance

f08faf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.

f08faf 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 routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

The total number of floating-point operations is proportional to

n^{3}

The complex analogue of this routine is f08fnf.

10 Example

This example finds all the eigenvalues and eigenvectors of the symmetric matrix

A = (\begin{matrix} 1 & 2 & 3 & 4 \\ 2 & 2 & 3 & 4 \\ 3 & 3 & 3 & 4 \\ 4 & 4 & 4 & 4 \end{matrix}),

together with approximate error bounds for the computed eigenvalues and eigenvectors.

f08fa: FL CL CPP AD

NAG FL Interfacef08faf (dsyev)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

NAG FL Interface
f08faf (dsyev)