SSTEBZ(l) LAPACK routine (version 1.1) SSTEBZ(l)
NAME
SSTEBZ - compute the eigenvalues of a symmetric tridiagonal matrix T
SYNOPSIS
SUBROUTINE SSTEBZ( RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL, D, E, M,
NSPLIT, W, IBLOCK, ISPLIT, WORK, IWORK, INFO )
CHARACTER ORDER, RANGE
INTEGER IL, INFO, IU, M, N, NSPLIT
REAL ABSTOL, VL, VU
INTEGER IBLOCK( * ), ISPLIT( * ), IWORK( * )
REAL D( * ), E( * ), W( * ), WORK( * )
PURPOSE
SSTEBZ computes the eigenvalues of a symmetric tridiagonal matrix T. The
user may ask for all eigenvalues, all eigenvalues in the half-open interval
(VL, VU], or the IL-th through IU-th eigenvalues.
See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix",
Report CS41, Computer Science Dept., Stanford
University, July 21, 1966.
ARGUMENTS
RANGE (input) CHARACTER
= 'A': ("All") all eigenvalues will be found.
= 'V': ("Value") all eigenvalues in the half-open interval (VL, VU]
will be found. = 'I': ("Index") the IL-th through IU-th eigen-
values (of the entire matrix) will be found.
ORDER (input) CHARACTER
= 'B': ("By Block") the eigenvalues will be grouped by split-off
block (see IBLOCK, ISPLIT) and ordered from smallest to largest
within the block. = 'E': ("Entire matrix") the eigenvalues for the
entire matrix will be ordered from smallest to largest.
N (input) INTEGER
The dimension of the tridiagonal matrix T. N >= 0.
VL (input) REAL
If RANGE='V', the lower bound of the interval to be searched for
eigenvalues. Eigenvalues less than or equal to VL will not be
returned. Not referenced if RANGE='A' or 'I'.
VU (input) REAL
If RANGE='V', the upper bound of the interval to be searched for
eigenvalues. Eigenvalues greater than VU will not be returned. VU
must be greater than VL. 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 must be at least 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. IU must be at least IL and no greater
than N. Not referenced if RANGE='A' or 'V'.
ABSTOL (input) REAL
The absolute tolerance for the eigenvalues. An eigenvalue (or
cluster) is considered to be located if it has been determined to
lie in an interval whose width is ABSTOL or less. If ABSTOL is
less than or equal to zero, then ULP*|T| will be used, where |T|
means the 1-norm of T.
D (input) REAL array, dimension (N)
The n diagonal elements of the tridiagonal matrix T. To avoid
overflow, the matrix must be scaled so that its largest entry is no
greater than overflow**(1/2) * underflow**(1/4) in absolute value,
and for greatest accuracy, it should not be much smaller than that.
E (input) REAL array, dimension (N-1)
The (n-1) off-diagonal elements of the tridiagonal matrix T. To
avoid overflow, the matrix must be scaled so that its largest entry
is no greater than overflow**(1/2) * underflow**(1/4) in absolute
value, and for greatest accuracy, it should not be much smaller
than that.
M (output) INTEGER
The actual number of eigenvalues found. 0 <= M <= N. (See also the
description of INFO=2,3.)
NSPLIT (output) INTEGER
The number of diagonal blocks in the matrix T. 1 <= NSPLIT <= N.
W (output) REAL array, dimension (N)
On exit, the first M elements of W will contain the eigenvalues.
(SSTEBZ may use the remaining N-M elements as workspace.)
IBLOCK (output) INTEGER array, dimension (N)
At each row/column j where E(j) is zero or small, the matrix T is
considered to split into a block diagonal matrix. On exit,
IBLOCK(i) specifies which block (from 1 to the number of blocks)
the eigenvalue W(i) belongs to. (SSTEBZ may use the remaining N-M
elements as workspace.)
ISPLIT (output) INTEGER array, dimension (N)
The splitting points, at which T breaks up into submatrices. The
first submatrix consists of rows/columns 1 to ISPLIT(1), the second
of rows/columns ISPLIT(1)+1 through ISPLIT(2), etc., and the
NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through
ISPLIT(NSPLIT)=N. (Only the first NSPLIT elements will actually be
used, but since the user cannot know a priori what value NSPLIT
will have, N words must be reserved for ISPLIT.)
WORK (workspace) REAL array, dimension (4*N)
IWORK (workspace) INTEGER array, dimension (3*N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: some or all of the eigenvalues failed to converge or
were not computed:
=1 or 3: Bisection failed to converge for some eigenvalues; these
eigenvalues are flagged by a negative block number. The effect is
that the eigenvalues may not be as accurate as the absolute and
relative tolerances. This is generally caused by unexpectedly
inaccurate arithmetic. =2 or 3: RANGE='I' only: Not all of the
eigenvalues
IL:IU were found.
Effect: M < IU+1-IL
Cause: non-monotonic arithmetic, causing the Sturm sequence to be
non-monotonic. Cure: recalculate, using RANGE='A', and pick
out eigenvalues IL:IU. In some cases, increasing the PARAMETER
"FUDGE" may make things work. = 4: RANGE='I', and the Gershgo-
rin interval initially used was too small. No eigenvalues were
computed. Probable cause: your machine has sloppy floating-point
arithmetic. Cure: Increase the PARAMETER "FUDGE", recompile, and
try again.
PARAMETERS
RELFAC REAL, default = 2.0e0
The relative tolerance. An interval (a,b] lies within "relative
tolerance" if b-a < RELFAC*ulp*max(|a|,|b|), where "ulp" is the
machine precision (distance from 1 to the next larger floating
point number.)
FUDGE REAL, default = 2
A "fudge factor" to widen the Gershgorin intervals. Ideally, a
value of 1 should work, but on machines with sloppy arithmetic,
this needs to be larger. The default for publicly released ver-
sions should be large enough to handle the worst machine around.
Note that this has no effect on accuracy of the solution.
Back to the listing of computational routines for eigenvalue problems