DSYEVX(l) LAPACK driver routine (version 1.1) DSYEVX(l)
NAME
DSYEVX - compute selected eigenvalues and, optionally, eigenvectors of a
real symmetric matrix A
SYNOPSIS
SUBROUTINE DSYEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M,
W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO )
CHARACTER JOBZ, RANGE, UPLO
INTEGER IL, INFO, IU, LDA, LDZ, LWORK, M, N
DOUBLE PRECISION ABSTOL, VL, VU
INTEGER IFAIL( * ), IWORK( * )
DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ), Z( LDZ, * )
PURPOSE
DSYEVX computes selected eigenvalues and, optionally, eigenvectors of a
real symmetric matrix A. Eigenvalues and eigenvectors can be selected by
specifying either a range of values or a range of indices for the desired
eigenvalues.
ARGUMENTS
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE (input) CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU] will be
found. = 'I': the IL-th through IU-th eigenvalues will be found.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/workspace) DOUBLE PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading N-
by-N upper triangular part of A contains the upper triangular part
of the matrix A. If UPLO = 'L', the leading N-by-N lower triangu-
lar part of A contains the lower triangular part of the matrix A.
On exit, the lower triangle (if UPLO='L') or the upper triangle (if
UPLO='U') of A, including the diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
VL (input) DOUBLE PRECISION
If RANGE='V', the lower bound of the interval to be searched for
eigenvalues. Not referenced if RANGE = 'A' or 'I'.
VU (input) DOUBLE PRECISION
If RANGE='V', the upper bound of the interval to be searched for
eigenvalues. Not referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
If RANGE='I', the index (from smallest to largest) of the smallest
eigenvalue to be returned. IL >= 1. Not referenced if RANGE = 'A'
or 'V'.
IU (input) INTEGER
If RANGE='I', the index (from smallest to largest) of the largest
eigenvalue to be returned. min(IL,N) <= IU <= N. Not referenced
if RANGE = 'A' or 'V'.
ABSTOL (input) DOUBLE PRECISION
The absolute error tolerance for the eigenvalues. An approximate
eigenvalue is accepted as converged when it is determined to lie in
an interval [a,b] of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ) ,
where EPS is the machine precision. If ABSTOL is less than or
equal to zero, then EPS*|T| will be used in its place, where |T|
is the 1-norm of the tridiagonal matrix obtained by reducing A to
tridiagonal form.
See "Computing Small Singular Values of Bidiagonal Matrices with
Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK
Working Note #3.
M (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N. If RANGE =
'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) DOUBLE PRECISION array, dimension (N)
On normal exit, the first M entries contain the selected eigen-
values in ascending order.
Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M))
If JOBZ = 'V', then if INFO = 0, the first M columns of Z contain
the orthonormal eigenvectors of the matrix corresponding to the
selected eigenvalues. If an eigenvector fails to converge, then
that column of Z contains the latest approximation to the eigenvec-
tor, and the index of the eigenvector is returned in IFAIL. If
JOBZ = 'N', then Z is not referenced. Note: the user must ensure
that at least max(1,M) columns are supplied in the array Z; if
RANGE = 'V', the exact value of M is not known in advance and an
upper bound must be used.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V',
LDZ >= max(1,N).
WORK (workspace) DOUBLE PRECISION array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= max(1,8*N). For optimal
efficiency, LWORK >= (NB+3)*N, where NB is the blocksize for DSYTRD
returned by ILAENV.
IWORK (workspace) INTEGER array, dimension (5*N)
IFAIL (output) INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M elements of IFAIL are
zero. If INFO > 0, then IFAIL contains the indices of the
eigenvectors that failed to converge. If JOBZ = 'N', then IFAIL 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, then i eigenvectors failed to converge. Their
indices are stored in array IFAIL.
Back to the listing of expert driver routines