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
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.
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.
This example finds all the eigenvalues and eigenvectors of the symmetric tridiagonal matrix
together with approximate error bounds for the computed eigenvalues and eigenvectors.