DPTEQR(l) LAPACK routine (version 1.1) DPTEQR(l)
NAME
DPTEQR - compute all eigenvalues and, optionally, eigenvectors of a sym-
metric positive definite tridiagonal matrix by first factoring the matrix
using DPTTRF, and then calling DBDSQR to compute the singular values of the
bidiagonal factor
SYNOPSIS
SUBROUTINE DPTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
CHARACTER COMPZ
INTEGER INFO, LDZ, N
DOUBLE PRECISION D( * ), E( * ), WORK( * ), Z( LDZ, * )
PURPOSE
DPTEQR computes all eigenvalues and, optionally, eigenvectors of a sym-
metric positive definite tridiagonal matrix by first factoring the matrix
using DPTTRF, and then calling DBDSQR 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 symmetric matrix can also be found if
DSYTRD or DSPTRD or DSBTRD has been used to reduce this matrix to tridiago-
nal form. (The reduction to tridiagonal form, however, may preclude the
possibility of obtaining high relative accuracy in the small eigenvalues of
the original matrix, if these eigenvalues range over many orders of magni-
tude.)
ARGUMENTS
COMPZ (input) CHARACTER*1
= 'N': Compute eigenvalues only.
= 'V': Compute eigenvectors of original symmetric matrix also.
Array Z contains the orthogonal 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (N-1)
On entry, the (n-1) subdiagonal elements of the tridiagonal matrix.
On exit, E has been destroyed.
Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N)
On entry, if COMPZ = 'V', the orthogonal matrix used in the reduc-
tion to tridiagonal form. On exit, if COMPZ = 'V', the orthonormal
eigenvectors of the original symmetric 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) DOUBLE PRECISION 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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