Purpose
=======
LA_SYEVX / LA_HEEVX compute selected eigenvalues and, optionally,
the corresponding eigenvectors of a real symmetric/complex Hermitian
matrix A. Eigenvalues and eigenvectors can be selected by specifying
either a range of values or a range of indices for the desired
eigenvalues.
=========
SUBROUTINE LA_SYEVX / LA_HEEVX ( A, W, JOBZ=jobz, UPLO=uplo, &
VL=vl, VU=vu, IL=il, IU=iu, M=m, IFAIL=ifail, &
ABSTOL=abstol, INFO=info )
(), INTENT(INOUT) :: A(:,:)
REAL(), INTENT(OUT) :: W(:)
CHARACTER(LEN=1), INTENT(IN), OPTIONAL :: JOBZ, UPLO
REAL(), INTENT(IN), OPTIONAL :: VL, VU
INTEGER, INTENT(IN), OPTIONAL :: IL, IU
INTEGER, INTENT(OUT), OPTIONAL :: M
INTEGER, INTENT(OUT), OPTIONAL :: IFAIL(:)
REAL(), INTENT(IN), OPTIONAL :: ABSTOL
INTEGER, INTENT(OUT), OPTIONAL :: INFO
where
::= REAL | COMPLEX
::= KIND(1.0) | KIND(1.0D0)
Arguments
=========
A (input/output) REAL or COMPLEX square array, shape (:,:).
On entry, the matrix A.
If UPLO = 'U', the upper triangular part of A contains the upper
triangular part of the matrix A. If UPLO = 'L', the lower
triangular part of A contains the lower triangular part of the
matrix A.
On exit:
If JOBZ = 'V', then the first M columns of A contain the
orthonormal eigenvectors of the matrix A corresponding to the
selected eigenvalues, with the i-th column of A containing the
eigenvector associated with the eigenvalue in W(i) . If an
eigenvector fails to converge, then that column of A contains the
latest approximation to the eigenvector and the index of the
eigenvector is returned in IFAIL.
If JOBZ = 'N', then the upper triangle (if UPLO = 'U') or the
lower triangle (if UPLO = 'L') of A, including the diagonal, is
destroyed.
W (output) REAL array, shape (:) with size(W) = size(A,1).
The first M elements contain the selected eigenvalues in
ascending order.
JOBZ Optional (input) CHARACTER(LEN=1).
= 'N': Computes eigenvalues only;
= 'V': Computes eigenvalues and eigenvectors.
Default value: 'N'.
UPLO Optional (input) CHARACTER(LEN=1).
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
Default value: 'U'.
VL,VU Optional (input) REAL.
The lower and upper bounds of the interval to be searched for
eigenvalues. VL < VU.
Default values: VL = -HUGE() and VU = HUGE(), where
::= KIND(1.0) | KIND(1.0D0).
Note: Neither VL nor VU may be present if IL and/or IU is
present.
IL,IU Optional (input) INTEGER.
The indices of the smallest and largest eigenvalues to be
returned. The IL-th through IU-th eigenvalues will be found.
1 <= IL <= IU <= size(A,1).
Default values: IL = 1 and IU = size(A,1).
Note: Neither IL nor IU may be present if VL and/or VU is
present.
Note: All eigenvalues are calculated if none of the arguments
VL, VU, IL and IU are present.
M Optional (output) INTEGER.
The total number of eigenvalues found. 0 <= M <= size(A,1).
Note: If IL and IU are present then M = IU-IL+1.
IFAIL Optional (output) INTEGER array, shape (:) with size(IFAIL) =
size(A,1).
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.
Note: IFAIL must be absent if JOBZ = 'N'.
ABSTOL Optional (input) REAL.
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 + EPSILON(1.0_) * max(|a|,|b|),
where is the working precision. If ABSTOL<= 0, then
EPSILON(1.0_)*||T||1 will be used in its place, where ||T||1
is the l1 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 * LA_LAMCH(1.0_, 'Save minimum'), not zero.
Default value: 0.0_.
Note: If this routine returns with INFO > 0, then some
eigenvectors did not converge. Try setting ABSTOL to
2 * LA_LAMCH(1.0_, 'Save minimum').
INFO Optional (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.
If INFO is not present and an error occurs, then the program is
terminated with an error message.