.TH "stemr" 3 "Version 3.12.0" "LAPACK" \" -*- nroff -*- .ad l .nh .SH NAME stemr \- stemr: eig, relatively robust representation (RRR) .SH SYNOPSIS .br .PP .SS "Functions" .in +1c .ti -1c .RI "subroutine \fBcstemr\fP (jobz, range, n, d, e, vl, vu, il, iu, m, w, z, ldz, nzc, isuppz, tryrac, work, lwork, iwork, liwork, info)" .br .RI "\fBCSTEMR\fP " .ti -1c .RI "subroutine \fBdstemr\fP (jobz, range, n, d, e, vl, vu, il, iu, m, w, z, ldz, nzc, isuppz, tryrac, work, lwork, iwork, liwork, info)" .br .RI "\fBDSTEMR\fP " .ti -1c .RI "subroutine \fBsstemr\fP (jobz, range, n, d, e, vl, vu, il, iu, m, w, z, ldz, nzc, isuppz, tryrac, work, lwork, iwork, liwork, info)" .br .RI "\fBSSTEMR\fP " .ti -1c .RI "subroutine \fBzstemr\fP (jobz, range, n, d, e, vl, vu, il, iu, m, w, z, ldz, nzc, isuppz, tryrac, work, lwork, iwork, liwork, info)" .br .RI "\fBZSTEMR\fP " .in -1c .SH "Detailed Description" .PP .SH "Function Documentation" .PP .SS "subroutine cstemr (character jobz, character range, integer n, real, dimension( * ) d, real, dimension( * ) e, real vl, real vu, integer il, integer iu, integer m, real, dimension( * ) w, complex, dimension( ldz, * ) z, integer ldz, integer nzc, integer, dimension( * ) isuppz, logical tryrac, real, dimension( * ) work, integer lwork, integer, dimension( * ) iwork, integer liwork, integer info)" .PP \fBCSTEMR\fP .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> CSTEMR computes selected eigenvalues and, optionally, eigenvectors !> of a real symmetric tridiagonal matrix T\&. Any such unreduced matrix has !> a well defined set of pairwise different real eigenvalues, the corresponding !> real eigenvectors are pairwise orthogonal\&. !> !> The spectrum may be computed either completely or partially by specifying !> either an interval (VL,VU] or a range of indices IL:IU for the desired !> eigenvalues\&. !> !> Depending on the number of desired eigenvalues, these are computed either !> by bisection or the dqds algorithm\&. Numerically orthogonal eigenvectors are !> computed by the use of various suitable L D L^T factorizations near clusters !> of close eigenvalues (referred to as RRRs, Relatively Robust !> Representations)\&. An informal sketch of the algorithm follows\&. !> !> For each unreduced block (submatrix) of T, !> (a) Compute T - sigma I = L D L^T, so that L and D !> define all the wanted eigenvalues to high relative accuracy\&. !> This means that small relative changes in the entries of D and L !> cause only small relative changes in the eigenvalues and !> eigenvectors\&. The standard (unfactored) representation of the !> tridiagonal matrix T does not have this property in general\&. !> (b) Compute the eigenvalues to suitable accuracy\&. !> If the eigenvectors are desired, the algorithm attains full !> accuracy of the computed eigenvalues only right before !> the corresponding vectors have to be computed, see steps c) and d)\&. !> (c) For each cluster of close eigenvalues, select a new !> shift close to the cluster, find a new factorization, and refine !> the shifted eigenvalues to suitable accuracy\&. !> (d) For each eigenvalue with a large enough relative separation compute !> the corresponding eigenvector by forming a rank revealing twisted !> factorization\&. Go back to (c) for any clusters that remain\&. !> !> For more details, see: !> - Inderjit S\&. Dhillon and Beresford N\&. Parlett: !> Linear Algebra and its Applications, 387(1), pp\&. 1-28, August 2004\&. !> - Inderjit Dhillon and Beresford Parlett: SIAM Journal on Matrix Analysis and Applications, Vol\&. 25, !> 2004\&. Also LAPACK Working Note 154\&. !> - Inderjit Dhillon: , !> Computer Science Division Technical Report No\&. UCB/CSD-97-971, !> UC Berkeley, May 1997\&. !> !> Further Details !> 1\&.CSTEMR works only on machines which follow IEEE-754 !> floating-point standard in their handling of infinities and NaNs\&. !> This permits the use of efficient inner loops avoiding a check for !> zero divisors\&. !> !> 2\&. LAPACK routines can be used to reduce a complex Hermitean matrix to !> real symmetric tridiagonal form\&. !> !> (Any complex Hermitean tridiagonal matrix has real values on its diagonal !> and potentially complex numbers on its off-diagonals\&. By applying a !> similarity transform with an appropriate diagonal matrix !> diag(1,e^{i \\phy_1}, \&.\&.\&. , e^{i \\phy_{n-1}}), the complex Hermitean !> matrix can be transformed into a real symmetric matrix and complex !> arithmetic can be entirely avoided\&.) !> !> While the eigenvectors of the real symmetric tridiagonal matrix are real, !> the eigenvectors of original complex Hermitean matrix have complex entries !> in general\&. !> Since LAPACK drivers overwrite the matrix data with the eigenvectors, !> CSTEMR accepts complex workspace to facilitate interoperability !> with CUNMTR or CUPMTR\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIJOBZ\fP .PP .nf !> JOBZ is CHARACTER*1 !> = 'N': Compute eigenvalues only; !> = 'V': Compute eigenvalues and eigenvectors\&. !> .fi .PP .br \fIRANGE\fP .PP .nf !> RANGE is 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\&. !> .fi .PP .br \fIN\fP .PP .nf !> N is INTEGER !> The order of the matrix\&. N >= 0\&. !> .fi .PP .br \fID\fP .PP .nf !> D is REAL array, dimension (N) !> On entry, the N diagonal elements of the tridiagonal matrix !> T\&. On exit, D is overwritten\&. !> .fi .PP .br \fIE\fP .PP .nf !> E is REAL array, dimension (N) !> On entry, the (N-1) subdiagonal elements of the tridiagonal !> matrix T in elements 1 to N-1 of E\&. E(N) need not be set on !> input, but is used internally as workspace\&. !> On exit, E is overwritten\&. !> .fi .PP .br \fIVL\fP .PP .nf !> VL is REAL !> !> If RANGE='V', the lower bound of the interval to !> be searched for eigenvalues\&. VL < VU\&. !> Not referenced if RANGE = 'A' or 'I'\&. !> .fi .PP .br \fIVU\fP .PP .nf !> VU is REAL !> !> If RANGE='V', the upper bound of the interval to !> be searched for eigenvalues\&. VL < VU\&. !> Not referenced if RANGE = 'A' or 'I'\&. !> .fi .PP .br \fIIL\fP .PP .nf !> IL is INTEGER !> !> If RANGE='I', the index of the !> smallest eigenvalue to be returned\&. !> 1 <= IL <= IU <= N, if N > 0\&. !> Not referenced if RANGE = 'A' or 'V'\&. !> .fi .PP .br \fIIU\fP .PP .nf !> IU is INTEGER !> !> If RANGE='I', the index of the !> largest eigenvalue to be returned\&. !> 1 <= IL <= IU <= N, if N > 0\&. !> Not referenced if RANGE = 'A' or 'V'\&. !> .fi .PP .br \fIM\fP .PP .nf !> M is INTEGER !> The total number of eigenvalues found\&. 0 <= M <= N\&. !> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1\&. !> .fi .PP .br \fIW\fP .PP .nf !> W is REAL array, dimension (N) !> The first M elements contain the selected eigenvalues in !> ascending order\&. !> .fi .PP .br \fIZ\fP .PP .nf !> Z is COMPLEX array, dimension (LDZ, max(1,M) ) !> If JOBZ = 'V', and if INFO = 0, then the first M columns of Z !> contain the orthonormal eigenvectors of the matrix T !> corresponding to the selected eigenvalues, with the i-th !> column of Z holding the eigenvector associated with W(i)\&. !> 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 can be computed with a workspace !> query by setting NZC = -1, see below\&. !> .fi .PP .br \fILDZ\fP .PP .nf !> LDZ is INTEGER !> The leading dimension of the array Z\&. LDZ >= 1, and if !> JOBZ = 'V', then LDZ >= max(1,N)\&. !> .fi .PP .br \fINZC\fP .PP .nf !> NZC is INTEGER !> The number of eigenvectors to be held in the array Z\&. !> If RANGE = 'A', then NZC >= max(1,N)\&. !> If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU]\&. !> If RANGE = 'I', then NZC >= IU-IL+1\&. !> If NZC = -1, then a workspace query is assumed; the !> routine calculates the number of columns of the array Z that !> are needed to hold the eigenvectors\&. !> This value is returned as the first entry of the Z array, and !> no error message related to NZC is issued by XERBLA\&. !> .fi .PP .br \fIISUPPZ\fP .PP .nf !> ISUPPZ is INTEGER array, dimension ( 2*max(1,M) ) !> The support of the eigenvectors in Z, i\&.e\&., the indices !> indicating the nonzero elements in Z\&. The i-th computed eigenvector !> is nonzero only in elements ISUPPZ( 2*i-1 ) through !> ISUPPZ( 2*i )\&. This is relevant in the case when the matrix !> is split\&. ISUPPZ is only accessed when JOBZ is 'V' and N > 0\&. !> .fi .PP .br \fITRYRAC\fP .PP .nf !> TRYRAC is LOGICAL !> If TRYRAC = \&.TRUE\&., indicates that the code should check whether !> the tridiagonal matrix defines its eigenvalues to high relative !> accuracy\&. If so, the code uses relative-accuracy preserving !> algorithms that might be (a bit) slower depending on the matrix\&. !> If the matrix does not define its eigenvalues to high relative !> accuracy, the code can uses possibly faster algorithms\&. !> If TRYRAC = \&.FALSE\&., the code is not required to guarantee !> relatively accurate eigenvalues and can use the fastest possible !> techniques\&. !> On exit, a \&.TRUE\&. TRYRAC will be set to \&.FALSE\&. if the matrix !> does not define its eigenvalues to high relative accuracy\&. !> .fi .PP .br \fIWORK\fP .PP .nf !> WORK is REAL array, dimension (LWORK) !> On exit, if INFO = 0, WORK(1) returns the optimal !> (and minimal) LWORK\&. !> .fi .PP .br \fILWORK\fP .PP .nf !> LWORK is INTEGER !> The dimension of the array WORK\&. LWORK >= max(1,18*N) !> if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'\&. !> If LWORK = -1, then a workspace query is assumed; the routine !> only calculates the optimal size of the WORK array, returns !> this value as the first entry of the WORK array, and no error !> message related to LWORK is issued by XERBLA\&. !> .fi .PP .br \fIIWORK\fP .PP .nf !> IWORK is INTEGER array, dimension (LIWORK) !> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK\&. !> .fi .PP .br \fILIWORK\fP .PP .nf !> LIWORK is INTEGER !> The dimension of the array IWORK\&. LIWORK >= max(1,10*N) !> if the eigenvectors are desired, and LIWORK >= max(1,8*N) !> if only the eigenvalues are to be computed\&. !> If LIWORK = -1, then a workspace query is assumed; the !> routine only calculates the optimal size of the IWORK array, !> returns this value as the first entry of the IWORK array, and !> no error message related to LIWORK is issued by XERBLA\&. !> .fi .PP .br \fIINFO\fP .PP .nf !> INFO is INTEGER !> On exit, INFO !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !> > 0: if INFO = 1X, internal error in SLARRE, !> if INFO = 2X, internal error in CLARRV\&. !> Here, the digit X = ABS( IINFO ) < 10, where IINFO is !> the nonzero error code returned by SLARRE or !> CLARRV, respectively\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP \fBContributors:\fP .RS 4 Beresford Parlett, University of California, Berkeley, USA .br Jim Demmel, University of California, Berkeley, USA .br Inderjit Dhillon, University of Texas, Austin, USA .br Osni Marques, LBNL/NERSC, USA .br Christof Voemel, University of California, Berkeley, USA .br Aravindh Krishnamoorthy, FAU, Erlangen, Germany .br .RE .PP .PP Definition at line \fB336\fP of file \fBcstemr\&.f\fP\&. .SS "subroutine dstemr (character jobz, character range, integer n, double precision, dimension( * ) d, double precision, dimension( * ) e, double precision vl, double precision vu, integer il, integer iu, integer m, double precision, dimension( * ) w, double precision, dimension( ldz, * ) z, integer ldz, integer nzc, integer, dimension( * ) isuppz, logical tryrac, double precision, dimension( * ) work, integer lwork, integer, dimension( * ) iwork, integer liwork, integer info)" .PP \fBDSTEMR\fP .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> DSTEMR computes selected eigenvalues and, optionally, eigenvectors !> of a real symmetric tridiagonal matrix T\&. Any such unreduced matrix has !> a well defined set of pairwise different real eigenvalues, the corresponding !> real eigenvectors are pairwise orthogonal\&. !> !> The spectrum may be computed either completely or partially by specifying !> either an interval (VL,VU] or a range of indices IL:IU for the desired !> eigenvalues\&. !> !> Depending on the number of desired eigenvalues, these are computed either !> by bisection or the dqds algorithm\&. Numerically orthogonal eigenvectors are !> computed by the use of various suitable L D L^T factorizations near clusters !> of close eigenvalues (referred to as RRRs, Relatively Robust !> Representations)\&. An informal sketch of the algorithm follows\&. !> !> For each unreduced block (submatrix) of T, !> (a) Compute T - sigma I = L D L^T, so that L and D !> define all the wanted eigenvalues to high relative accuracy\&. !> This means that small relative changes in the entries of D and L !> cause only small relative changes in the eigenvalues and !> eigenvectors\&. The standard (unfactored) representation of the !> tridiagonal matrix T does not have this property in general\&. !> (b) Compute the eigenvalues to suitable accuracy\&. !> If the eigenvectors are desired, the algorithm attains full !> accuracy of the computed eigenvalues only right before !> the corresponding vectors have to be computed, see steps c) and d)\&. !> (c) For each cluster of close eigenvalues, select a new !> shift close to the cluster, find a new factorization, and refine !> the shifted eigenvalues to suitable accuracy\&. !> (d) For each eigenvalue with a large enough relative separation compute !> the corresponding eigenvector by forming a rank revealing twisted !> factorization\&. Go back to (c) for any clusters that remain\&. !> !> For more details, see: !> - Inderjit S\&. Dhillon and Beresford N\&. Parlett: !> Linear Algebra and its Applications, 387(1), pp\&. 1-28, August 2004\&. !> - Inderjit Dhillon and Beresford Parlett: SIAM Journal on Matrix Analysis and Applications, Vol\&. 25, !> 2004\&. Also LAPACK Working Note 154\&. !> - Inderjit Dhillon: , !> Computer Science Division Technical Report No\&. UCB/CSD-97-971, !> UC Berkeley, May 1997\&. !> !> Further Details !> 1\&.DSTEMR works only on machines which follow IEEE-754 !> floating-point standard in their handling of infinities and NaNs\&. !> This permits the use of efficient inner loops avoiding a check for !> zero divisors\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIJOBZ\fP .PP .nf !> JOBZ is CHARACTER*1 !> = 'N': Compute eigenvalues only; !> = 'V': Compute eigenvalues and eigenvectors\&. !> .fi .PP .br \fIRANGE\fP .PP .nf !> RANGE is 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\&. !> .fi .PP .br \fIN\fP .PP .nf !> N is INTEGER !> The order of the matrix\&. N >= 0\&. !> .fi .PP .br \fID\fP .PP .nf !> D is DOUBLE PRECISION array, dimension (N) !> On entry, the N diagonal elements of the tridiagonal matrix !> T\&. On exit, D is overwritten\&. !> .fi .PP .br \fIE\fP .PP .nf !> E is DOUBLE PRECISION array, dimension (N) !> On entry, the (N-1) subdiagonal elements of the tridiagonal !> matrix T in elements 1 to N-1 of E\&. E(N) need not be set on !> input, but is used internally as workspace\&. !> On exit, E is overwritten\&. !> .fi .PP .br \fIVL\fP .PP .nf !> VL is DOUBLE PRECISION !> !> If RANGE='V', the lower bound of the interval to !> be searched for eigenvalues\&. VL < VU\&. !> Not referenced if RANGE = 'A' or 'I'\&. !> .fi .PP .br \fIVU\fP .PP .nf !> VU is DOUBLE PRECISION !> !> If RANGE='V', the upper bound of the interval to !> be searched for eigenvalues\&. VL < VU\&. !> Not referenced if RANGE = 'A' or 'I'\&. !> .fi .PP .br \fIIL\fP .PP .nf !> IL is INTEGER !> !> If RANGE='I', the index of the !> smallest eigenvalue to be returned\&. !> 1 <= IL <= IU <= N, if N > 0\&. !> Not referenced if RANGE = 'A' or 'V'\&. !> .fi .PP .br \fIIU\fP .PP .nf !> IU is INTEGER !> !> If RANGE='I', the index of the !> largest eigenvalue to be returned\&. !> 1 <= IL <= IU <= N, if N > 0\&. !> Not referenced if RANGE = 'A' or 'V'\&. !> .fi .PP .br \fIM\fP .PP .nf !> M is INTEGER !> The total number of eigenvalues found\&. 0 <= M <= N\&. !> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1\&. !> .fi .PP .br \fIW\fP .PP .nf !> W is DOUBLE PRECISION array, dimension (N) !> The first M elements contain the selected eigenvalues in !> ascending order\&. !> .fi .PP .br \fIZ\fP .PP .nf !> Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M) ) !> If JOBZ = 'V', and if INFO = 0, then the first M columns of Z !> contain the orthonormal eigenvectors of the matrix T !> corresponding to the selected eigenvalues, with the i-th !> column of Z holding the eigenvector associated with W(i)\&. !> 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 can be computed with a workspace !> query by setting NZC = -1, see below\&. !> .fi .PP .br \fILDZ\fP .PP .nf !> LDZ is INTEGER !> The leading dimension of the array Z\&. LDZ >= 1, and if !> JOBZ = 'V', then LDZ >= max(1,N)\&. !> .fi .PP .br \fINZC\fP .PP .nf !> NZC is INTEGER !> The number of eigenvectors to be held in the array Z\&. !> If RANGE = 'A', then NZC >= max(1,N)\&. !> If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU]\&. !> If RANGE = 'I', then NZC >= IU-IL+1\&. !> If NZC = -1, then a workspace query is assumed; the !> routine calculates the number of columns of the array Z that !> are needed to hold the eigenvectors\&. !> This value is returned as the first entry of the Z array, and !> no error message related to NZC is issued by XERBLA\&. !> .fi .PP .br \fIISUPPZ\fP .PP .nf !> ISUPPZ is INTEGER array, dimension ( 2*max(1,M) ) !> The support of the eigenvectors in Z, i\&.e\&., the indices !> indicating the nonzero elements in Z\&. The i-th computed eigenvector !> is nonzero only in elements ISUPPZ( 2*i-1 ) through !> ISUPPZ( 2*i )\&. This is relevant in the case when the matrix !> is split\&. ISUPPZ is only accessed when JOBZ is 'V' and N > 0\&. !> .fi .PP .br \fITRYRAC\fP .PP .nf !> TRYRAC is LOGICAL !> If TRYRAC = \&.TRUE\&., indicates that the code should check whether !> the tridiagonal matrix defines its eigenvalues to high relative !> accuracy\&. If so, the code uses relative-accuracy preserving !> algorithms that might be (a bit) slower depending on the matrix\&. !> If the matrix does not define its eigenvalues to high relative !> accuracy, the code can uses possibly faster algorithms\&. !> If TRYRAC = \&.FALSE\&., the code is not required to guarantee !> relatively accurate eigenvalues and can use the fastest possible !> techniques\&. !> On exit, a \&.TRUE\&. TRYRAC will be set to \&.FALSE\&. if the matrix !> does not define its eigenvalues to high relative accuracy\&. !> .fi .PP .br \fIWORK\fP .PP .nf !> WORK is DOUBLE PRECISION array, dimension (LWORK) !> On exit, if INFO = 0, WORK(1) returns the optimal !> (and minimal) LWORK\&. !> .fi .PP .br \fILWORK\fP .PP .nf !> LWORK is INTEGER !> The dimension of the array WORK\&. LWORK >= max(1,18*N) !> if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'\&. !> If LWORK = -1, then a workspace query is assumed; the routine !> only calculates the optimal size of the WORK array, returns !> this value as the first entry of the WORK array, and no error !> message related to LWORK is issued by XERBLA\&. !> .fi .PP .br \fIIWORK\fP .PP .nf !> IWORK is INTEGER array, dimension (LIWORK) !> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK\&. !> .fi .PP .br \fILIWORK\fP .PP .nf !> LIWORK is INTEGER !> The dimension of the array IWORK\&. LIWORK >= max(1,10*N) !> if the eigenvectors are desired, and LIWORK >= max(1,8*N) !> if only the eigenvalues are to be computed\&. !> If LIWORK = -1, then a workspace query is assumed; the !> routine only calculates the optimal size of the IWORK array, !> returns this value as the first entry of the IWORK array, and !> no error message related to LIWORK is issued by XERBLA\&. !> .fi .PP .br \fIINFO\fP .PP .nf !> INFO is INTEGER !> On exit, INFO !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !> > 0: if INFO = 1X, internal error in DLARRE, !> if INFO = 2X, internal error in DLARRV\&. !> Here, the digit X = ABS( IINFO ) < 10, where IINFO is !> the nonzero error code returned by DLARRE or !> DLARRV, respectively\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP \fBContributors:\fP .RS 4 Beresford Parlett, University of California, Berkeley, USA .br Jim Demmel, University of California, Berkeley, USA .br Inderjit Dhillon, University of Texas, Austin, USA .br Osni Marques, LBNL/NERSC, USA .br Christof Voemel, University of California, Berkeley, USA .br Aravindh Krishnamoorthy, FAU, Erlangen, Germany .br .RE .PP .PP Definition at line \fB319\fP of file \fBdstemr\&.f\fP\&. .SS "subroutine sstemr (character jobz, character range, integer n, real, dimension( * ) d, real, dimension( * ) e, real vl, real vu, integer il, integer iu, integer m, real, dimension( * ) w, real, dimension( ldz, * ) z, integer ldz, integer nzc, integer, dimension( * ) isuppz, logical tryrac, real, dimension( * ) work, integer lwork, integer, dimension( * ) iwork, integer liwork, integer info)" .PP \fBSSTEMR\fP .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> SSTEMR computes selected eigenvalues and, optionally, eigenvectors !> of a real symmetric tridiagonal matrix T\&. Any such unreduced matrix has !> a well defined set of pairwise different real eigenvalues, the corresponding !> real eigenvectors are pairwise orthogonal\&. !> !> The spectrum may be computed either completely or partially by specifying !> either an interval (VL,VU] or a range of indices IL:IU for the desired !> eigenvalues\&. !> !> Depending on the number of desired eigenvalues, these are computed either !> by bisection or the dqds algorithm\&. Numerically orthogonal eigenvectors are !> computed by the use of various suitable L D L^T factorizations near clusters !> of close eigenvalues (referred to as RRRs, Relatively Robust !> Representations)\&. An informal sketch of the algorithm follows\&. !> !> For each unreduced block (submatrix) of T, !> (a) Compute T - sigma I = L D L^T, so that L and D !> define all the wanted eigenvalues to high relative accuracy\&. !> This means that small relative changes in the entries of D and L !> cause only small relative changes in the eigenvalues and !> eigenvectors\&. The standard (unfactored) representation of the !> tridiagonal matrix T does not have this property in general\&. !> (b) Compute the eigenvalues to suitable accuracy\&. !> If the eigenvectors are desired, the algorithm attains full !> accuracy of the computed eigenvalues only right before !> the corresponding vectors have to be computed, see steps c) and d)\&. !> (c) For each cluster of close eigenvalues, select a new !> shift close to the cluster, find a new factorization, and refine !> the shifted eigenvalues to suitable accuracy\&. !> (d) For each eigenvalue with a large enough relative separation compute !> the corresponding eigenvector by forming a rank revealing twisted !> factorization\&. Go back to (c) for any clusters that remain\&. !> !> For more details, see: !> - Inderjit S\&. Dhillon and Beresford N\&. Parlett: !> Linear Algebra and its Applications, 387(1), pp\&. 1-28, August 2004\&. !> - Inderjit Dhillon and Beresford Parlett: SIAM Journal on Matrix Analysis and Applications, Vol\&. 25, !> 2004\&. Also LAPACK Working Note 154\&. !> - Inderjit Dhillon: , !> Computer Science Division Technical Report No\&. UCB/CSD-97-971, !> UC Berkeley, May 1997\&. !> !> Further Details !> 1\&.SSTEMR works only on machines which follow IEEE-754 !> floating-point standard in their handling of infinities and NaNs\&. !> This permits the use of efficient inner loops avoiding a check for !> zero divisors\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIJOBZ\fP .PP .nf !> JOBZ is CHARACTER*1 !> = 'N': Compute eigenvalues only; !> = 'V': Compute eigenvalues and eigenvectors\&. !> .fi .PP .br \fIRANGE\fP .PP .nf !> RANGE is 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\&. !> .fi .PP .br \fIN\fP .PP .nf !> N is INTEGER !> The order of the matrix\&. N >= 0\&. !> .fi .PP .br \fID\fP .PP .nf !> D is REAL array, dimension (N) !> On entry, the N diagonal elements of the tridiagonal matrix !> T\&. On exit, D is overwritten\&. !> .fi .PP .br \fIE\fP .PP .nf !> E is REAL array, dimension (N) !> On entry, the (N-1) subdiagonal elements of the tridiagonal !> matrix T in elements 1 to N-1 of E\&. E(N) need not be set on !> input, but is used internally as workspace\&. !> On exit, E is overwritten\&. !> .fi .PP .br \fIVL\fP .PP .nf !> VL is REAL !> !> If RANGE='V', the lower bound of the interval to !> be searched for eigenvalues\&. VL < VU\&. !> Not referenced if RANGE = 'A' or 'I'\&. !> .fi .PP .br \fIVU\fP .PP .nf !> VU is REAL !> !> If RANGE='V', the upper bound of the interval to !> be searched for eigenvalues\&. VL < VU\&. !> Not referenced if RANGE = 'A' or 'I'\&. !> .fi .PP .br \fIIL\fP .PP .nf !> IL is INTEGER !> !> If RANGE='I', the index of the !> smallest eigenvalue to be returned\&. !> 1 <= IL <= IU <= N, if N > 0\&. !> Not referenced if RANGE = 'A' or 'V'\&. !> .fi .PP .br \fIIU\fP .PP .nf !> IU is INTEGER !> !> If RANGE='I', the index of the !> largest eigenvalue to be returned\&. !> 1 <= IL <= IU <= N, if N > 0\&. !> Not referenced if RANGE = 'A' or 'V'\&. !> .fi .PP .br \fIM\fP .PP .nf !> M is INTEGER !> The total number of eigenvalues found\&. 0 <= M <= N\&. !> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1\&. !> .fi .PP .br \fIW\fP .PP .nf !> W is REAL array, dimension (N) !> The first M elements contain the selected eigenvalues in !> ascending order\&. !> .fi .PP .br \fIZ\fP .PP .nf !> Z is REAL array, dimension (LDZ, max(1,M) ) !> If JOBZ = 'V', and if INFO = 0, then the first M columns of Z !> contain the orthonormal eigenvectors of the matrix T !> corresponding to the selected eigenvalues, with the i-th !> column of Z holding the eigenvector associated with W(i)\&. !> 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 can be computed with a workspace !> query by setting NZC = -1, see below\&. !> .fi .PP .br \fILDZ\fP .PP .nf !> LDZ is INTEGER !> The leading dimension of the array Z\&. LDZ >= 1, and if !> JOBZ = 'V', then LDZ >= max(1,N)\&. !> .fi .PP .br \fINZC\fP .PP .nf !> NZC is INTEGER !> The number of eigenvectors to be held in the array Z\&. !> If RANGE = 'A', then NZC >= max(1,N)\&. !> If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU]\&. !> If RANGE = 'I', then NZC >= IU-IL+1\&. !> If NZC = -1, then a workspace query is assumed; the !> routine calculates the number of columns of the array Z that !> are needed to hold the eigenvectors\&. !> This value is returned as the first entry of the Z array, and !> no error message related to NZC is issued by XERBLA\&. !> .fi .PP .br \fIISUPPZ\fP .PP .nf !> ISUPPZ is INTEGER array, dimension ( 2*max(1,M) ) !> The support of the eigenvectors in Z, i\&.e\&., the indices !> indicating the nonzero elements in Z\&. The i-th computed eigenvector !> is nonzero only in elements ISUPPZ( 2*i-1 ) through !> ISUPPZ( 2*i )\&. This is relevant in the case when the matrix !> is split\&. ISUPPZ is only accessed when JOBZ is 'V' and N > 0\&. !> .fi .PP .br \fITRYRAC\fP .PP .nf !> TRYRAC is LOGICAL !> If TRYRAC = \&.TRUE\&., indicates that the code should check whether !> the tridiagonal matrix defines its eigenvalues to high relative !> accuracy\&. If so, the code uses relative-accuracy preserving !> algorithms that might be (a bit) slower depending on the matrix\&. !> If the matrix does not define its eigenvalues to high relative !> accuracy, the code can uses possibly faster algorithms\&. !> If TRYRAC = \&.FALSE\&., the code is not required to guarantee !> relatively accurate eigenvalues and can use the fastest possible !> techniques\&. !> On exit, a \&.TRUE\&. TRYRAC will be set to \&.FALSE\&. if the matrix !> does not define its eigenvalues to high relative accuracy\&. !> .fi .PP .br \fIWORK\fP .PP .nf !> WORK is REAL array, dimension (LWORK) !> On exit, if INFO = 0, WORK(1) returns the optimal !> (and minimal) LWORK\&. !> .fi .PP .br \fILWORK\fP .PP .nf !> LWORK is INTEGER !> The dimension of the array WORK\&. LWORK >= max(1,18*N) !> if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'\&. !> If LWORK = -1, then a workspace query is assumed; the routine !> only calculates the optimal size of the WORK array, returns !> this value as the first entry of the WORK array, and no error !> message related to LWORK is issued by XERBLA\&. !> .fi .PP .br \fIIWORK\fP .PP .nf !> IWORK is INTEGER array, dimension (LIWORK) !> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK\&. !> .fi .PP .br \fILIWORK\fP .PP .nf !> LIWORK is INTEGER !> The dimension of the array IWORK\&. LIWORK >= max(1,10*N) !> if the eigenvectors are desired, and LIWORK >= max(1,8*N) !> if only the eigenvalues are to be computed\&. !> If LIWORK = -1, then a workspace query is assumed; the !> routine only calculates the optimal size of the IWORK array, !> returns this value as the first entry of the IWORK array, and !> no error message related to LIWORK is issued by XERBLA\&. !> .fi .PP .br \fIINFO\fP .PP .nf !> INFO is INTEGER !> On exit, INFO !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !> > 0: if INFO = 1X, internal error in SLARRE, !> if INFO = 2X, internal error in SLARRV\&. !> Here, the digit X = ABS( IINFO ) < 10, where IINFO is !> the nonzero error code returned by SLARRE or !> SLARRV, respectively\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP \fBContributors:\fP .RS 4 Beresford Parlett, University of California, Berkeley, USA .br Jim Demmel, University of California, Berkeley, USA .br Inderjit Dhillon, University of Texas, Austin, USA .br Osni Marques, LBNL/NERSC, USA .br Christof Voemel, University of California, Berkeley, USA .br Aravindh Krishnamoorthy, FAU, Erlangen, Germany .br .RE .PP .PP Definition at line \fB319\fP of file \fBsstemr\&.f\fP\&. .SS "subroutine zstemr (character jobz, character range, integer n, double precision, dimension( * ) d, double precision, dimension( * ) e, double precision vl, double precision vu, integer il, integer iu, integer m, double precision, dimension( * ) w, complex*16, dimension( ldz, * ) z, integer ldz, integer nzc, integer, dimension( * ) isuppz, logical tryrac, double precision, dimension( * ) work, integer lwork, integer, dimension( * ) iwork, integer liwork, integer info)" .PP \fBZSTEMR\fP .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> ZSTEMR computes selected eigenvalues and, optionally, eigenvectors !> of a real symmetric tridiagonal matrix T\&. Any such unreduced matrix has !> a well defined set of pairwise different real eigenvalues, the corresponding !> real eigenvectors are pairwise orthogonal\&. !> !> The spectrum may be computed either completely or partially by specifying !> either an interval (VL,VU] or a range of indices IL:IU for the desired !> eigenvalues\&. !> !> Depending on the number of desired eigenvalues, these are computed either !> by bisection or the dqds algorithm\&. Numerically orthogonal eigenvectors are !> computed by the use of various suitable L D L^T factorizations near clusters !> of close eigenvalues (referred to as RRRs, Relatively Robust !> Representations)\&. An informal sketch of the algorithm follows\&. !> !> For each unreduced block (submatrix) of T, !> (a) Compute T - sigma I = L D L^T, so that L and D !> define all the wanted eigenvalues to high relative accuracy\&. !> This means that small relative changes in the entries of D and L !> cause only small relative changes in the eigenvalues and !> eigenvectors\&. The standard (unfactored) representation of the !> tridiagonal matrix T does not have this property in general\&. !> (b) Compute the eigenvalues to suitable accuracy\&. !> If the eigenvectors are desired, the algorithm attains full !> accuracy of the computed eigenvalues only right before !> the corresponding vectors have to be computed, see steps c) and d)\&. !> (c) For each cluster of close eigenvalues, select a new !> shift close to the cluster, find a new factorization, and refine !> the shifted eigenvalues to suitable accuracy\&. !> (d) For each eigenvalue with a large enough relative separation compute !> the corresponding eigenvector by forming a rank revealing twisted !> factorization\&. Go back to (c) for any clusters that remain\&. !> !> For more details, see: !> - Inderjit S\&. Dhillon and Beresford N\&. Parlett: !> Linear Algebra and its Applications, 387(1), pp\&. 1-28, August 2004\&. !> - Inderjit Dhillon and Beresford Parlett: SIAM Journal on Matrix Analysis and Applications, Vol\&. 25, !> 2004\&. Also LAPACK Working Note 154\&. !> - Inderjit Dhillon: , !> Computer Science Division Technical Report No\&. UCB/CSD-97-971, !> UC Berkeley, May 1997\&. !> !> Further Details !> 1\&.ZSTEMR works only on machines which follow IEEE-754 !> floating-point standard in their handling of infinities and NaNs\&. !> This permits the use of efficient inner loops avoiding a check for !> zero divisors\&. !> !> 2\&. LAPACK routines can be used to reduce a complex Hermitean matrix to !> real symmetric tridiagonal form\&. !> !> (Any complex Hermitean tridiagonal matrix has real values on its diagonal !> and potentially complex numbers on its off-diagonals\&. By applying a !> similarity transform with an appropriate diagonal matrix !> diag(1,e^{i \\phy_1}, \&.\&.\&. , e^{i \\phy_{n-1}}), the complex Hermitean !> matrix can be transformed into a real symmetric matrix and complex !> arithmetic can be entirely avoided\&.) !> !> While the eigenvectors of the real symmetric tridiagonal matrix are real, !> the eigenvectors of original complex Hermitean matrix have complex entries !> in general\&. !> Since LAPACK drivers overwrite the matrix data with the eigenvectors, !> ZSTEMR accepts complex workspace to facilitate interoperability !> with ZUNMTR or ZUPMTR\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIJOBZ\fP .PP .nf !> JOBZ is CHARACTER*1 !> = 'N': Compute eigenvalues only; !> = 'V': Compute eigenvalues and eigenvectors\&. !> .fi .PP .br \fIRANGE\fP .PP .nf !> RANGE is 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\&. !> .fi .PP .br \fIN\fP .PP .nf !> N is INTEGER !> The order of the matrix\&. N >= 0\&. !> .fi .PP .br \fID\fP .PP .nf !> D is DOUBLE PRECISION array, dimension (N) !> On entry, the N diagonal elements of the tridiagonal matrix !> T\&. On exit, D is overwritten\&. !> .fi .PP .br \fIE\fP .PP .nf !> E is DOUBLE PRECISION array, dimension (N) !> On entry, the (N-1) subdiagonal elements of the tridiagonal !> matrix T in elements 1 to N-1 of E\&. E(N) need not be set on !> input, but is used internally as workspace\&. !> On exit, E is overwritten\&. !> .fi .PP .br \fIVL\fP .PP .nf !> VL is DOUBLE PRECISION !> !> If RANGE='V', the lower bound of the interval to !> be searched for eigenvalues\&. VL < VU\&. !> Not referenced if RANGE = 'A' or 'I'\&. !> .fi .PP .br \fIVU\fP .PP .nf !> VU is DOUBLE PRECISION !> !> If RANGE='V', the upper bound of the interval to !> be searched for eigenvalues\&. VL < VU\&. !> Not referenced if RANGE = 'A' or 'I'\&. !> .fi .PP .br \fIIL\fP .PP .nf !> IL is INTEGER !> !> If RANGE='I', the index of the !> smallest eigenvalue to be returned\&. !> 1 <= IL <= IU <= N, if N > 0\&. !> Not referenced if RANGE = 'A' or 'V'\&. !> .fi .PP .br \fIIU\fP .PP .nf !> IU is INTEGER !> !> If RANGE='I', the index of the !> largest eigenvalue to be returned\&. !> 1 <= IL <= IU <= N, if N > 0\&. !> Not referenced if RANGE = 'A' or 'V'\&. !> .fi .PP .br \fIM\fP .PP .nf !> M is INTEGER !> The total number of eigenvalues found\&. 0 <= M <= N\&. !> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1\&. !> .fi .PP .br \fIW\fP .PP .nf !> W is DOUBLE PRECISION array, dimension (N) !> The first M elements contain the selected eigenvalues in !> ascending order\&. !> .fi .PP .br \fIZ\fP .PP .nf !> Z is COMPLEX*16 array, dimension (LDZ, max(1,M) ) !> If JOBZ = 'V', and if INFO = 0, then the first M columns of Z !> contain the orthonormal eigenvectors of the matrix T !> corresponding to the selected eigenvalues, with the i-th !> column of Z holding the eigenvector associated with W(i)\&. !> 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 can be computed with a workspace !> query by setting NZC = -1, see below\&. !> .fi .PP .br \fILDZ\fP .PP .nf !> LDZ is INTEGER !> The leading dimension of the array Z\&. LDZ >= 1, and if !> JOBZ = 'V', then LDZ >= max(1,N)\&. !> .fi .PP .br \fINZC\fP .PP .nf !> NZC is INTEGER !> The number of eigenvectors to be held in the array Z\&. !> If RANGE = 'A', then NZC >= max(1,N)\&. !> If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU]\&. !> If RANGE = 'I', then NZC >= IU-IL+1\&. !> If NZC = -1, then a workspace query is assumed; the !> routine calculates the number of columns of the array Z that !> are needed to hold the eigenvectors\&. !> This value is returned as the first entry of the Z array, and !> no error message related to NZC is issued by XERBLA\&. !> .fi .PP .br \fIISUPPZ\fP .PP .nf !> ISUPPZ is INTEGER array, dimension ( 2*max(1,M) ) !> The support of the eigenvectors in Z, i\&.e\&., the indices !> indicating the nonzero elements in Z\&. The i-th computed eigenvector !> is nonzero only in elements ISUPPZ( 2*i-1 ) through !> ISUPPZ( 2*i )\&. This is relevant in the case when the matrix !> is split\&. ISUPPZ is only accessed when JOBZ is 'V' and N > 0\&. !> .fi .PP .br \fITRYRAC\fP .PP .nf !> TRYRAC is LOGICAL !> If TRYRAC = \&.TRUE\&., indicates that the code should check whether !> the tridiagonal matrix defines its eigenvalues to high relative !> accuracy\&. If so, the code uses relative-accuracy preserving !> algorithms that might be (a bit) slower depending on the matrix\&. !> If the matrix does not define its eigenvalues to high relative !> accuracy, the code can uses possibly faster algorithms\&. !> If TRYRAC = \&.FALSE\&., the code is not required to guarantee !> relatively accurate eigenvalues and can use the fastest possible !> techniques\&. !> On exit, a \&.TRUE\&. TRYRAC will be set to \&.FALSE\&. if the matrix !> does not define its eigenvalues to high relative accuracy\&. !> .fi .PP .br \fIWORK\fP .PP .nf !> WORK is DOUBLE PRECISION array, dimension (LWORK) !> On exit, if INFO = 0, WORK(1) returns the optimal !> (and minimal) LWORK\&. !> .fi .PP .br \fILWORK\fP .PP .nf !> LWORK is INTEGER !> The dimension of the array WORK\&. LWORK >= max(1,18*N) !> if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'\&. !> If LWORK = -1, then a workspace query is assumed; the routine !> only calculates the optimal size of the WORK array, returns !> this value as the first entry of the WORK array, and no error !> message related to LWORK is issued by XERBLA\&. !> .fi .PP .br \fIIWORK\fP .PP .nf !> IWORK is INTEGER array, dimension (LIWORK) !> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK\&. !> .fi .PP .br \fILIWORK\fP .PP .nf !> LIWORK is INTEGER !> The dimension of the array IWORK\&. LIWORK >= max(1,10*N) !> if the eigenvectors are desired, and LIWORK >= max(1,8*N) !> if only the eigenvalues are to be computed\&. !> If LIWORK = -1, then a workspace query is assumed; the !> routine only calculates the optimal size of the IWORK array, !> returns this value as the first entry of the IWORK array, and !> no error message related to LIWORK is issued by XERBLA\&. !> .fi .PP .br \fIINFO\fP .PP .nf !> INFO is INTEGER !> On exit, INFO !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !> > 0: if INFO = 1X, internal error in DLARRE, !> if INFO = 2X, internal error in ZLARRV\&. !> Here, the digit X = ABS( IINFO ) < 10, where IINFO is !> the nonzero error code returned by DLARRE or !> ZLARRV, respectively\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP \fBContributors:\fP .RS 4 Beresford Parlett, University of California, Berkeley, USA .br Jim Demmel, University of California, Berkeley, USA .br Inderjit Dhillon, University of Texas, Austin, USA .br Osni Marques, LBNL/NERSC, USA .br Christof Voemel, University of California, Berkeley, USA .br Aravindh Krishnamoorthy, FAU, Erlangen, Germany .br .RE .PP .PP Definition at line \fB336\fP of file \fBzstemr\&.f\fP\&. .SH "Author" .PP Generated automatically by Doxygen for LAPACK from the source code\&.