The function may be called by the names: f08jac, nag_lapackeig_dstev or nag_dstev.
3Description
f08jac computes all the eigenvalues and, optionally, all the eigenvectors of using a combination of the and algorithms, with an implicit shift.
4References
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
5Arguments
1: – Nag_OrderTypeInput
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by . See Section 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.
Constraint:
or .
2: – Nag_JobTypeInput
On entry: indicates whether eigenvectors are computed.
Only eigenvalues are computed.
Eigenvalues and eigenvectors are computed.
Constraint:
or .
3: – IntegerInput
On entry: , the order of the matrix.
Constraint:
.
4: – doubleInput/Output
Note: the dimension, dim, of the array d
must be at least
.
On entry: the diagonal elements of the tridiagonal matrix .
On exit: if NE_NOERROR, the eigenvalues in ascending order.
5: – doubleInput/Output
Note: the dimension, dim, of the array e
must be at least
.
On entry: the subdiagonal elements of the tridiagonal matrix .
Note: the dimension, dim, of the array z
must be at least
when
;
otherwise.
The th element of the matrix is stored in
when ;
when .
On exit: if , then if NE_NOERROR, z contains the orthonormal eigenvectors of the matrix , with the th column of holding the eigenvector associated with .
On entry: the stride separating row or column elements (depending on the value of order) in the array z.
Constraints:
if , ;
otherwise .
8: – NagError *Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_BAD_PARAM
On entry, argument had an illegal value.
NE_CONVERGENCE
The algorithm failed to converge; off-diagonal elements of e did not converge to zero.
NE_ENUM_INT_2
On entry, , and .
Constraint: if , ;
otherwise .
NE_INT
On entry, .
Constraint: .
On entry, . Constraint: .
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
7Accuracy
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.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
f08jac is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f08jac 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 function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.
9Further Comments
The total number of floating-point operations is proportional to if and is proportional to if .
10Example
This example finds all the eigenvalues and eigenvectors of the symmetric tridiagonal matrix
together with approximate error bounds for the computed eigenvalues and eigenvectors.