f12aff is a setup routine for f12agf which may be used for finding some eigenvalues (and optionally the corresponding eigenvectors) of a standard or generalized eigenvalue problem defined by real, banded, nonsymmetric matrices. The banded matrix must be stored using the LAPACK column ordered storage format for real banded nonsymmetric matrices (see Section 3.3.4 in the F07 Chapter Introduction).

2 Specification

Fortran Interface

Subroutine f12aff (

n, nev, ncv, icomm, licomm, comm, lcomm, ifail)

Integer, Intent (In)	::	n, nev, ncv, licomm, lcomm
Integer, Intent (Inout)	::	ifail
Integer, Intent (Out)	::	icomm(max(1,licomm))
Real (Kind=nag_wp), Intent (Out)	::	comm(max(1,lcomm))

C Header Interface

#include <nag.h>

void	f12aff_ (const Integer n, const Integer nev, const Integer ncv, Integer icomm[], const Integer licomm, double comm[], const Integer lcomm, Integer ifail)

The routine may be called by the names f12aff or nagf_sparseig_real_band_init.

3 Description

The pair of routines f12aff and f12agf together with the option setting routine f12adf are designed to calculate some of the eigenvalues,

λ

, (and optionally the corresponding eigenvectors,

x

) of a standard eigenvalue problem

A x = λ x

, or of a generalized eigenvalue problem

A x = λ B x

of order

n

, where

n

is large and the coefficient matrices

A

and

B

are banded real and nonsymmetric.

f12aff is a setup routine which must be called before the option setting routine f12adf and the solver routine f12agf. Internally, f12agf makes calls to f12abf and f12acf; the routine documents for f12abf and f12acf should be consulted for details of the algorithm used.

This setup routine initializes the communication arrays, sets (to their default values) all options that can be set by you via the option setting routine f12adf, and checks that the lengths of the communication arrays as passed by you are of sufficient length. For details of the options available and how to set them, see Section 11.1 in f12adf.

4 References

Lehoucq R B (2001) Implicitly restarted Arnoldi methods and subspace iteration SIAM Journal on Matrix Analysis and Applications 23 551–562

Lehoucq R B and Scott J A (1996) An evaluation of software for computing eigenvalues of sparse nonsymmetric matrices Preprint MCS-P547-1195 Argonne National Laboratory

Lehoucq R B and Sorensen D C (1996) Deflation techniques for an implicitly restarted Arnoldi iteration SIAM Journal on Matrix Analysis and Applications 17 789–821

Lehoucq R B, Sorensen D C and Yang C (1998) ARPACK Users' Guide: Solution of Large-scale Eigenvalue Problems with Implicitly Restarted Arnoldi Methods SIAM, Philidelphia

5 Arguments

1: $n$ – Integer Input: On entry: the order of the matrix $A$ (and the order of the matrix $B$ for the generalized problem) that defines the eigenvalue problem.

Constraint: $n > 0$ .
2: $nev$ – Integer Input: On entry: the number of eigenvalues to be computed.

Constraint: $0 < nev < n - 1$ .
3: $ncv$ – Integer Input: On entry: the number of Lanczos basis vectors to use during the computation.
At present there is no a priori analysis to guide the selection of ncv relative to nev. However, it is recommended that $ncv \geq 2 \times nev + 1$ . If many problems of the same type are to be solved, you should experiment with increasing ncv while keeping nev fixed for a given test problem. This will usually decrease the required number of matrix-vector operations but it also increases the work and storage required to maintain the orthogonal basis vectors. The optimal ‘cross-over’ with respect to CPU time is problem dependent and must be determined empirically.

Constraint: $nev + 1 < ncv \leq n$ .
4: $icomm (\max (1, licomm))$ – Integer array Communication Array: On exit: contains data to be communicated to f12agf.
5: $licomm$ – Integer Input: On entry: the dimension of the array icomm as declared in the (sub)program from which f12aff is called.
If $licomm = - 1$ , a workspace query is assumed and the routine only calculates the required dimensions of icomm and comm, which it returns in $icomm (1)$ and $comm (1)$ respectively.

Constraint: $licomm \geq 140$ or $licomm = - 1$ .
6: $comm (\max (1, lcomm))$ – Real (Kind=nag_wp) array Communication Array: On exit: contains data to be communicated to f12agf.
7: $lcomm$ – Integer Input: On entry: the dimension of the array comm as declared in the (sub)program from which f12aff is called.
If $lcomm = - 1$ , a workspace query is assumed and the routine only calculates the dimensions of icomm and comm required by f12agf, which it returns in $icomm (1)$ and $comm (1)$ respectively.

Constraint: $lcomm \geq 60$ or $lcomm = - 1$ .
8: $ifail$ – Integer Input/Output: On entry: ifail must be set to $0$ , $- 1$ or $1$ to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of $0$ causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of $- 1$ means that an error message is printed while a value of $1$ means that it is not.

If halting is not appropriate, the value $- 1$ or $1$ is recommended. If message printing is undesirable, then the value $1$ is recommended. Otherwise, the value $0$ is recommended. When the value $- 1$ or $1$ is used it is essential to test the value of ifail on exit.

On exit: $ifail = 0$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry

ifail = 0

- 1

, explanatory error messages are output on the current error message unit (as defined by x04aaf).

Errors or warnings detected by the routine:

$ifail = 1$: On entry, $n = 〈value〉$ .
Constraint: $n > 0$ .

$ifail = 2$: On entry, $nev = 〈value〉$ .
Constraint: $nev > 0$ .

$ifail = 3$: On entry, $ncv = 〈value〉$ , $nev = 〈value〉$ and $n = 〈value〉$ .
Constraint: $ncv > nev + 1$ and $ncv \leq n$ .

$ifail = 4$: The length of the integer array icomm is too small $licomm = 〈value〉$ , but must be at least $〈value〉$ .

$ifail = 5$: The length of the integer array comm is too small $lcomm = 〈value〉$ , but must be at least $〈value〉$ .

$ifail = - 99$: An unexpected error has been triggered by this routine. Please contact NAG.
See Section 7 in the Introduction to the NAG Library FL Interface for further information.

$ifail = - 399$: Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.