NAG FL Interface
f08fnf (zheev)
1
Purpose
f08fnf computes all the eigenvalues and, optionally, all the eigenvectors of a complex by Hermitian matrix .
2
Specification
Fortran Interface
Integer, Intent (In) |
:: |
n, lda, lwork |
Integer, Intent (Out) |
:: |
info |
Real (Kind=nag_wp), Intent (Inout) |
:: |
rwork(*) |
Real (Kind=nag_wp), Intent (Out) |
:: |
w(n) |
Complex (Kind=nag_wp), Intent (Inout) |
:: |
a(lda,*) |
Complex (Kind=nag_wp), Intent (Out) |
:: |
work(max(1,lwork)) |
Character (1), Intent (In) |
:: |
jobz, uplo |
|
C Header Interface
#include <nag.h>
void |
f08fnf_ (const char *jobz, const char *uplo, const Integer *n, Complex a[], const Integer *lda, double w[], Complex work[], const Integer *lwork, double rwork[], Integer *info, const Charlen length_jobz, const Charlen length_uplo) |
|
C++ Header Interface
#include <nag.h> extern "C" {
void |
f08fnf_ (const char *jobz, const char *uplo, const Integer &n, Complex a[], const Integer &lda, double w[], Complex work[], const Integer &lwork, double rwork[], Integer &info, const Charlen length_jobz, const Charlen length_uplo) |
}
|
The routine may be called by the names f08fnf, nagf_lapackeig_zheev or its LAPACK name zheev.
3
Description
The Hermitian matrix is first reduced to real tridiagonal form, using unitary similarity transformations, and then the 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:
– Character(1)
Input
-
On entry: indicates whether eigenvectors are computed.
- Only eigenvalues are computed.
- Eigenvalues and eigenvectors are computed.
Constraint:
or .
-
2:
– Character(1)
Input
-
On entry: if
, the upper triangular part of
is stored.
If , the lower triangular part of is stored.
Constraint:
or .
-
3:
– Integer
Input
-
On entry: , the order of the matrix .
Constraint:
.
-
4:
– Complex (Kind=nag_wp) array
Input/Output
-
Note: the second dimension of the array
a
must be at least
.
On entry: the
by
Hermitian matrix
.
- If , the upper triangular part of must be stored and the elements of the array below the diagonal are not referenced.
- If , the lower triangular part of must be stored and the elements of the array above the diagonal are not referenced.
On exit: if
,
a contains the orthonormal eigenvectors of the matrix
.
If
then on exit the lower triangle (if
) or the upper triangle (if
) of
a, including the diagonal, is overwritten.
-
5:
– Integer
Input
-
On entry: the first dimension of the array
a as declared in the (sub)program from which
f08fnf is called.
Constraint:
.
-
6:
– Real (Kind=nag_wp) array
Output
-
On exit: the eigenvalues in ascending order.
-
7:
– Complex (Kind=nag_wp) array
Workspace
-
On exit: if
, the real part of
contains the minimum value of
lwork required for optimal performance.
-
8:
– Integer
Input
-
On entry: the dimension of the array
work as declared in the (sub)program from which
f08fnf is called.
If
, 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,
, where
is the optimal
block size for
f08fsf.
Constraint:
.
-
9:
– Real (Kind=nag_wp) array
Workspace
-
Note: the dimension of the array
rwork
must be at least
.
-
10:
– Integer
Output
On exit:
unless the routine detects an error (see
Section 6).
6
Error Indicators and Warnings
If , argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
-
The algorithm failed to converge; 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
, where
and
is the
machine precision. See Section 4.7 of
Anderson et al. (1999) for further details.
8
Parallelism and Performance
f08fnf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f08fnf 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.
Each eigenvector is normalized so that the element of largest absolute value is real.
The total number of floating-point operations is proportional to .
The real analogue of this routine is
f08faf.
10
Example
This example finds all the eigenvalues and eigenvectors of the Hermitian matrix
together with approximate error bounds for the computed eigenvalues and eigenvectors.
10.1
Program Text
10.2
Program Data
10.3
Program Results