CPTEQR(l) LAPACK routine (version 1.1) CPTEQR(l)
NAME
CPTEQR - compute all eigenvalues and, optionally, eigenvectors of a sym-
metric positive definite tridiagonal matrix by first factoring the matrix
using SPTTRF and then calling CBDSQR to compute the singular values of the
bidiagonal factor
SYNOPSIS
SUBROUTINE CPTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
CHARACTER COMPZ
INTEGER INFO, LDZ, N
REAL D( * ), E( * ), WORK( * )
COMPLEX Z( LDZ, * )
PURPOSE
CPTEQR computes all eigenvalues and, optionally, eigenvectors of a sym-
metric positive definite tridiagonal matrix by first factoring the matrix
using SPTTRF and then calling CBDSQR to compute the singular values of the
bidiagonal factor.
This routine computes the eigenvalues of the positive definite tridiagonal
matrix to high relative accuracy. This means that if the eigenvalues range
over many orders of magnitude in size, then the small eigenvalues and
corresponding eigenvectors will be computed more accurately than, for exam-
ple, with the standard QR method.
The eigenvectors of a full or band complex Hermitian matrix can also be
found if CHETRD or CHPTRD or CHBTRD has been used to reduce this matrix to
tridiagonal form. (The reduction to tridiagonal form, however, may pre-
clude the possibility of obtaining high relative accuracy in the small
eigenvalues of the original matrix, if these eigenvalues range over many
orders of magnitude.)
ARGUMENTS
COMPZ (input) CHARACTER*1
= 'N': Compute eigenvalues only.
= 'V': Compute eigenvectors of original Hermitian matrix also.
Array Z contains the unitary matrix used to reduce the original
matrix to tridiagonal form. = 'I': Compute eigenvectors of tridi-
agonal matrix also.
N (input) INTEGER
The order of the matrix. N >= 0.
D (input/output) REAL array, dimension (N)
On entry, the n diagonal elements of the tridiagonal matrix. On
normal exit, D contains the eigenvalues, in descending order.
E (input/output) REAL array, dimension (N-1)
On entry, the (n-1) subdiagonal elements of the tridiagonal matrix.
On exit, E has been destroyed.
Z (input/output) COMPLEX array, dimension (LDZ, N)
On entry, if COMPZ = 'V', the unitary matrix used in the reduction
to tridiagonal form. On exit, if COMPZ = 'V', the orthonormal
eigenvectors of the original Hermitian matrix; if COMPZ = 'I', the
orthonormal eigenvectors of the tridiagonal matrix. If INFO > 0 on
exit, Z contains the eigenvectors associated with only the stored
eigenvalues. If COMPZ = 'N', then Z is not referenced.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if COMPZ = 'V'
or 'I', LDZ >= max(1,N).
WORK (workspace) REAL array, dimension (max(1,4*N-4))
If COMPZ = 'N', then WORK is not referenced.
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, and i is: <= N the Cholesky factorization of
the matrix could not be performed because the i-th principal minor
was not positive definite. > N the SVD algorithm failed to con-
verge; if INFO = N+i, i off-diagonal elements of the bidiagonal
factor did not converge to zero.
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