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
of width less than or equal to
where
is the
machine precision. If
abstol is less than or equal to zero, then
will be used in its place, where
is the tridiagonal matrix obtained by reducing
to tridiagonal form. Eigenvalues will be computed most accurately when
abstol is set to twice the underflow threshold
, not zero. If this routine returns with
, indicating that some eigenvectors did not converge, try setting
abstol to
. See
Demmel and Kahan (1990).