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LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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| subroutine dsyevx_2stage | ( | character | jobz, |
| character | range, | ||
| character | uplo, | ||
| integer | n, | ||
| double precision, dimension( lda, * ) | a, | ||
| integer | lda, | ||
| double precision | vl, | ||
| double precision | vu, | ||
| integer | il, | ||
| integer | iu, | ||
| double precision | abstol, | ||
| integer | m, | ||
| double precision, dimension( * ) | w, | ||
| double precision, dimension( ldz, * ) | z, | ||
| integer | ldz, | ||
| double precision, dimension( * ) | work, | ||
| integer | lwork, | ||
| integer, dimension( * ) | iwork, | ||
| integer, dimension( * ) | ifail, | ||
| integer | info | ||
| ) |
DSYEVX_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
Download DSYEVX_2STAGE + dependencies [TGZ] [ZIP] [TXT]
DSYEVX_2STAGE computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A using the 2stage technique for the reduction to tridiagonal. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.
| [in] | JOBZ | JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
Not available in this release. |
| [in] | RANGE | 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. |
| [in] | UPLO | UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored. |
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in,out] | A | A is 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 triangular 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. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [in] | VL | 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'. |
| [in] | VU | 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'. |
| [in] | IL | IL is INTEGER
If RANGE='I', the index of the
smallest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'. |
| [in] | IU | IU is INTEGER
If RANGE='I', the index of the
largest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'. |
| [in] | ABSTOL | ABSTOL is 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.
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH('S'), not zero.
If this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*DLAMCH('S').
See "Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy," by Demmel and
Kahan, LAPACK Working Note #3. |
| [out] | M | 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. |
| [out] | W | W is DOUBLE PRECISION array, dimension (N)
On normal exit, the first M elements contain the selected
eigenvalues in ascending order. |
| [out] | Z | Z is 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 A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, 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. |
| [in] | LDZ | LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N). |
| [out] | WORK | WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK. |
| [in] | LWORK | LWORK is INTEGER
The length of the array WORK. LWORK >= 1, when N <= 1;
otherwise
If JOBZ = 'N' and N > 1, LWORK must be queried.
LWORK = MAX(1, 8*N, dimension) where
dimension = max(stage1,stage2) + (KD+1)*N + 3*N
= N*KD + N*max(KD+1,FACTOPTNB)
+ max(2*KD*KD, KD*NTHREADS)
+ (KD+1)*N + 3*N
where KD is the blocking size of the reduction,
FACTOPTNB is the blocking used by the QR or LQ
algorithm, usually FACTOPTNB=128 is a good choice
NTHREADS is the number of threads used when
openMP compilation is enabled, otherwise =1.
If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available
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. |
| [out] | IWORK | IWORK is INTEGER array, dimension (5*N) |
| [out] | IFAIL | IFAIL is 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. |
| [out] | INFO | INFO is 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. |
All details about the 2stage techniques are available in: Azzam Haidar, Hatem Ltaief, and Jack Dongarra. Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), New York, NY, USA, Article 8 , 11 pages. http://doi.acm.org/10.1145/2063384.2063394 A. Haidar, J. Kurzak, P. Luszczek, 2013. An improved parallel singular value algorithm and its implementation for multicore hardware, In Proceedings of 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '13). Denver, Colorado, USA, 2013. Article 90, 12 pages. http://doi.acm.org/10.1145/2503210.2503292 A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. A novel hybrid CPU-GPU generalized eigensolver for electronic structure calculations based on fine-grained memory aware tasks. International Journal of High Performance Computing Applications. Volume 28 Issue 2, Pages 196-209, May 2014. http://hpc.sagepub.com/content/28/2/196
Definition at line 297 of file dsyevx_2stage.f.
1.9.7