LAPACK  3.10.0
LAPACK: Linear Algebra PACKage

◆ sstevr()

subroutine sstevr ( character  JOBZ,
character  RANGE,
integer  N,
real, dimension( * )  D,
real, dimension( * )  E,
real  VL,
real  VU,
integer  IL,
integer  IU,
real  ABSTOL,
integer  M,
real, dimension( * )  W,
real, dimension( ldz, * )  Z,
integer  LDZ,
integer, dimension( * )  ISUPPZ,
real, dimension( * )  WORK,
integer  LWORK,
integer, dimension( * )  IWORK,
integer  LIWORK,
integer  INFO 
)

SSTEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices

Download SSTEVR + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 SSTEVR computes selected eigenvalues and, optionally, eigenvectors
 of a real symmetric tridiagonal matrix T.  Eigenvalues and
 eigenvectors can be selected by specifying either a range of values
 or a range of indices for the desired eigenvalues.

 Whenever possible, SSTEVR calls SSTEMR to compute the
 eigenspectrum using Relatively Robust Representations.  SSTEMR
 computes eigenvalues by the dqds algorithm, while orthogonal
 eigenvectors are computed from various "good" L D L^T representations
 (also known as Relatively Robust Representations). Gram-Schmidt
 orthogonalization is avoided as far as possible. More specifically,
 the various steps of the algorithm are as follows. For the i-th
 unreduced block of T,
    (a) Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T
         is a relatively robust representation,
    (b) Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high
        relative accuracy by the dqds algorithm,
    (c) If there is a cluster of close eigenvalues, "choose" sigma_i
        close to the cluster, and go to step (a),
    (d) Given the approximate eigenvalue lambda_j of L_i D_i L_i^T,
        compute the corresponding eigenvector by forming a
        rank-revealing twisted factorization.
 The desired accuracy of the output can be specified by the input
 parameter ABSTOL.

 For more details, see "A new O(n^2) algorithm for the symmetric
 tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon,
 Computer Science Division Technical Report No. UCB//CSD-97-971,
 UC Berkeley, May 1997.


 Note 1 : SSTEVR calls SSTEMR when the full spectrum is requested
 on machines which conform to the ieee-754 floating point standard.
 SSTEVR calls SSTEBZ and SSTEIN on non-ieee machines and
 when partial spectrum requests are made.

 Normal execution of SSTEMR may create NaNs and infinities and
 hence may abort due to a floating point exception in environments
 which do not handle NaNs and infinities in the ieee standard default
 manner.
Parameters
[in]JOBZ
          JOBZ is CHARACTER*1
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.
[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.
          For RANGE = 'V' or 'I' and IU - IL < N - 1, SSTEBZ and
          SSTEIN are called
[in]N
          N is INTEGER
          The order of the matrix.  N >= 0.
[in,out]D
          D is REAL array, dimension (N)
          On entry, the n diagonal elements of the tridiagonal matrix
          A.
          On exit, D may be multiplied by a constant factor chosen
          to avoid over/underflow in computing the eigenvalues.
[in,out]E
          E is REAL array, dimension (max(1,N-1))
          On entry, the (n-1) subdiagonal elements of the tridiagonal
          matrix A in elements 1 to N-1 of E.
          On exit, E may be multiplied by a constant factor chosen
          to avoid over/underflow in computing the eigenvalues.
[in]VL
          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'.
[in]VU
          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'.
[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 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 + 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.

          If high relative accuracy is important, set ABSTOL to
          SLAMCH( 'Safe minimum' ).  Doing so will guarantee that
          eigenvalues are computed to high relative accuracy when
          possible in future releases.  The current code does not
          make any guarantees about high relative accuracy, but
          future releases will. See J. Barlow and J. Demmel,
          "Computing Accurate Eigensystems of Scaled Diagonally
          Dominant Matrices", LAPACK Working Note #7, for a discussion
          of which matrices define their eigenvalues to high relative
          accuracy.
[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 REAL array, dimension (N)
          The first M elements contain the selected eigenvalues in
          ascending order.
[out]Z
          Z is REAL 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).
          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]ISUPPZ
          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 eigenvector
          is nonzero only in elements ISUPPZ( 2*i-1 ) through
          ISUPPZ( 2*i ).
          Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1
[out]WORK
          WORK is REAL array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal (and
          minimal) LWORK.
[in]LWORK
          LWORK is INTEGER
          The dimension of the array WORK.  LWORK >= 20*N.

          If LWORK = -1, then a workspace query is assumed; the routine
          only calculates the optimal sizes of the WORK and IWORK
          arrays, returns these values as the first entries of the WORK
          and IWORK arrays, and no error message related to LWORK or
          LIWORK is issued by XERBLA.
[out]IWORK
          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
          On exit, if INFO = 0, IWORK(1) returns the optimal (and
          minimal) LIWORK.
[in]LIWORK
          LIWORK is INTEGER
          The dimension of the array IWORK.  LIWORK >= 10*N.

          If LIWORK = -1, then a workspace query is assumed; the
          routine only calculates the optimal sizes of the WORK and
          IWORK arrays, returns these values as the first entries of
          the WORK and IWORK arrays, and no error message related to
          LWORK or LIWORK is issued by XERBLA.
[out]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  Internal error
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Inderjit Dhillon, IBM Almaden, USA
Osni Marques, LBNL/NERSC, USA
Ken Stanley, Computer Science Division, University of California at Berkeley, USA
Jason Riedy, Computer Science Division, University of California at Berkeley, USA

Definition at line 303 of file sstevr.f.

306 *
307 * -- LAPACK driver routine --
308 * -- LAPACK is a software package provided by Univ. of Tennessee, --
309 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
310 *
311 * .. Scalar Arguments ..
312  CHARACTER JOBZ, RANGE
313  INTEGER IL, INFO, IU, LDZ, LIWORK, LWORK, M, N
314  REAL ABSTOL, VL, VU
315 * ..
316 * .. Array Arguments ..
317  INTEGER ISUPPZ( * ), IWORK( * )
318  REAL D( * ), E( * ), W( * ), WORK( * ), Z( LDZ, * )
319 * ..
320 *
321 * =====================================================================
322 *
323 * .. Parameters ..
324  REAL ZERO, ONE, TWO
325  parameter( zero = 0.0e+0, one = 1.0e+0, two = 2.0e+0 )
326 * ..
327 * .. Local Scalars ..
328  LOGICAL ALLEIG, INDEIG, TEST, LQUERY, VALEIG, WANTZ,
329  $ TRYRAC
330  CHARACTER ORDER
331  INTEGER I, IEEEOK, IMAX, INDIBL, INDIFL, INDISP,
332  $ INDIWO, ISCALE, J, JJ, LIWMIN, LWMIN, NSPLIT
333  REAL BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA, SMLNUM,
334  $ TMP1, TNRM, VLL, VUU
335 * ..
336 * .. External Functions ..
337  LOGICAL LSAME
338  INTEGER ILAENV
339  REAL SLAMCH, SLANST
340  EXTERNAL lsame, ilaenv, slamch, slanst
341 * ..
342 * .. External Subroutines ..
343  EXTERNAL scopy, sscal, sstebz, sstemr, sstein, ssterf,
344  $ sswap, xerbla
345 * ..
346 * .. Intrinsic Functions ..
347  INTRINSIC max, min, sqrt
348 * ..
349 * .. Executable Statements ..
350 *
351 *
352 * Test the input parameters.
353 *
354  ieeeok = ilaenv( 10, 'SSTEVR', 'N', 1, 2, 3, 4 )
355 *
356  wantz = lsame( jobz, 'V' )
357  alleig = lsame( range, 'A' )
358  valeig = lsame( range, 'V' )
359  indeig = lsame( range, 'I' )
360 *
361  lquery = ( ( lwork.EQ.-1 ) .OR. ( liwork.EQ.-1 ) )
362  lwmin = max( 1, 20*n )
363  liwmin = max(1, 10*n )
364 *
365 *
366  info = 0
367  IF( .NOT.( wantz .OR. lsame( jobz, 'N' ) ) ) THEN
368  info = -1
369  ELSE IF( .NOT.( alleig .OR. valeig .OR. indeig ) ) THEN
370  info = -2
371  ELSE IF( n.LT.0 ) THEN
372  info = -3
373  ELSE
374  IF( valeig ) THEN
375  IF( n.GT.0 .AND. vu.LE.vl )
376  $ info = -7
377  ELSE IF( indeig ) THEN
378  IF( il.LT.1 .OR. il.GT.max( 1, n ) ) THEN
379  info = -8
380  ELSE IF( iu.LT.min( n, il ) .OR. iu.GT.n ) THEN
381  info = -9
382  END IF
383  END IF
384  END IF
385  IF( info.EQ.0 ) THEN
386  IF( ldz.LT.1 .OR. ( wantz .AND. ldz.LT.n ) ) THEN
387  info = -14
388  END IF
389  END IF
390 *
391  IF( info.EQ.0 ) THEN
392  work( 1 ) = lwmin
393  iwork( 1 ) = liwmin
394 *
395  IF( lwork.LT.lwmin .AND. .NOT.lquery ) THEN
396  info = -17
397  ELSE IF( liwork.LT.liwmin .AND. .NOT.lquery ) THEN
398  info = -19
399  END IF
400  END IF
401 *
402  IF( info.NE.0 ) THEN
403  CALL xerbla( 'SSTEVR', -info )
404  RETURN
405  ELSE IF( lquery ) THEN
406  RETURN
407  END IF
408 *
409 * Quick return if possible
410 *
411  m = 0
412  IF( n.EQ.0 )
413  $ RETURN
414 *
415  IF( n.EQ.1 ) THEN
416  IF( alleig .OR. indeig ) THEN
417  m = 1
418  w( 1 ) = d( 1 )
419  ELSE
420  IF( vl.LT.d( 1 ) .AND. vu.GE.d( 1 ) ) THEN
421  m = 1
422  w( 1 ) = d( 1 )
423  END IF
424  END IF
425  IF( wantz )
426  $ z( 1, 1 ) = one
427  RETURN
428  END IF
429 *
430 * Get machine constants.
431 *
432  safmin = slamch( 'Safe minimum' )
433  eps = slamch( 'Precision' )
434  smlnum = safmin / eps
435  bignum = one / smlnum
436  rmin = sqrt( smlnum )
437  rmax = min( sqrt( bignum ), one / sqrt( sqrt( safmin ) ) )
438 *
439 *
440 * Scale matrix to allowable range, if necessary.
441 *
442  iscale = 0
443  IF( valeig ) THEN
444  vll = vl
445  vuu = vu
446  END IF
447 *
448  tnrm = slanst( 'M', n, d, e )
449  IF( tnrm.GT.zero .AND. tnrm.LT.rmin ) THEN
450  iscale = 1
451  sigma = rmin / tnrm
452  ELSE IF( tnrm.GT.rmax ) THEN
453  iscale = 1
454  sigma = rmax / tnrm
455  END IF
456  IF( iscale.EQ.1 ) THEN
457  CALL sscal( n, sigma, d, 1 )
458  CALL sscal( n-1, sigma, e( 1 ), 1 )
459  IF( valeig ) THEN
460  vll = vl*sigma
461  vuu = vu*sigma
462  END IF
463  END IF
464 
465 * Initialize indices into workspaces. Note: These indices are used only
466 * if SSTERF or SSTEMR fail.
467 
468 * IWORK(INDIBL:INDIBL+M-1) corresponds to IBLOCK in SSTEBZ and
469 * stores the block indices of each of the M<=N eigenvalues.
470  indibl = 1
471 * IWORK(INDISP:INDISP+NSPLIT-1) corresponds to ISPLIT in SSTEBZ and
472 * stores the starting and finishing indices of each block.
473  indisp = indibl + n
474 * IWORK(INDIFL:INDIFL+N-1) stores the indices of eigenvectors
475 * that corresponding to eigenvectors that fail to converge in
476 * SSTEIN. This information is discarded; if any fail, the driver
477 * returns INFO > 0.
478  indifl = indisp + n
479 * INDIWO is the offset of the remaining integer workspace.
480  indiwo = indisp + n
481 *
482 * If all eigenvalues are desired, then
483 * call SSTERF or SSTEMR. If this fails for some eigenvalue, then
484 * try SSTEBZ.
485 *
486 *
487  test = .false.
488  IF( indeig ) THEN
489  IF( il.EQ.1 .AND. iu.EQ.n ) THEN
490  test = .true.
491  END IF
492  END IF
493  IF( ( alleig .OR. test ) .AND. ieeeok.EQ.1 ) THEN
494  CALL scopy( n-1, e( 1 ), 1, work( 1 ), 1 )
495  IF( .NOT.wantz ) THEN
496  CALL scopy( n, d, 1, w, 1 )
497  CALL ssterf( n, w, work, info )
498  ELSE
499  CALL scopy( n, d, 1, work( n+1 ), 1 )
500  IF (abstol .LE. two*n*eps) THEN
501  tryrac = .true.
502  ELSE
503  tryrac = .false.
504  END IF
505  CALL sstemr( jobz, 'A', n, work( n+1 ), work, vl, vu, il,
506  $ iu, m, w, z, ldz, n, isuppz, tryrac,
507  $ work( 2*n+1 ), lwork-2*n, iwork, liwork, info )
508 *
509  END IF
510  IF( info.EQ.0 ) THEN
511  m = n
512  GO TO 10
513  END IF
514  info = 0
515  END IF
516 *
517 * Otherwise, call SSTEBZ and, if eigenvectors are desired, SSTEIN.
518 *
519  IF( wantz ) THEN
520  order = 'B'
521  ELSE
522  order = 'E'
523  END IF
524 
525  CALL sstebz( range, order, n, vll, vuu, il, iu, abstol, d, e, m,
526  $ nsplit, w, iwork( indibl ), iwork( indisp ), work,
527  $ iwork( indiwo ), info )
528 *
529  IF( wantz ) THEN
530  CALL sstein( n, d, e, m, w, iwork( indibl ), iwork( indisp ),
531  $ z, ldz, work, iwork( indiwo ), iwork( indifl ),
532  $ info )
533  END IF
534 *
535 * If matrix was scaled, then rescale eigenvalues appropriately.
536 *
537  10 CONTINUE
538  IF( iscale.EQ.1 ) THEN
539  IF( info.EQ.0 ) THEN
540  imax = m
541  ELSE
542  imax = info - 1
543  END IF
544  CALL sscal( imax, one / sigma, w, 1 )
545  END IF
546 *
547 * If eigenvalues are not in order, then sort them, along with
548 * eigenvectors.
549 *
550  IF( wantz ) THEN
551  DO 30 j = 1, m - 1
552  i = 0
553  tmp1 = w( j )
554  DO 20 jj = j + 1, m
555  IF( w( jj ).LT.tmp1 ) THEN
556  i = jj
557  tmp1 = w( jj )
558  END IF
559  20 CONTINUE
560 *
561  IF( i.NE.0 ) THEN
562  w( i ) = w( j )
563  w( j ) = tmp1
564  CALL sswap( n, z( 1, i ), 1, z( 1, j ), 1 )
565  END IF
566  30 CONTINUE
567  END IF
568 *
569 * Causes problems with tests 19 & 20:
570 * IF (wantz .and. INDEIG ) Z( 1,1) = Z(1,1) / 1.002 + .002
571 *
572 *
573  work( 1 ) = lwmin
574  iwork( 1 ) = liwmin
575  RETURN
576 *
577 * End of SSTEVR
578 *
real function slanst(NORM, N, D, E)
SLANST returns the value of the 1-norm, or the Frobenius norm, or the infinity norm,...
Definition: slanst.f:100
integer function ilaenv(ISPEC, NAME, OPTS, N1, N2, N3, N4)
ILAENV
Definition: ilaenv.f:162
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:53
subroutine ssterf(N, D, E, INFO)
SSTERF
Definition: ssterf.f:86
subroutine sstebz(RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL, D, E, M, NSPLIT, W, IBLOCK, ISPLIT, WORK, IWORK, INFO)
SSTEBZ
Definition: sstebz.f:273
subroutine sstemr(JOBZ, RANGE, N, D, E, VL, VU, IL, IU, M, W, Z, LDZ, NZC, ISUPPZ, TRYRAC, WORK, LWORK, IWORK, LIWORK, INFO)
SSTEMR
Definition: sstemr.f:321
subroutine sstein(N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK, IWORK, IFAIL, INFO)
SSTEIN
Definition: sstein.f:174
subroutine sswap(N, SX, INCX, SY, INCY)
SSWAP
Definition: sswap.f:82
subroutine scopy(N, SX, INCX, SY, INCY)
SCOPY
Definition: scopy.f:82
subroutine sscal(N, SA, SX, INCX)
SSCAL
Definition: sscal.f:79
real function slamch(CMACH)
SLAMCH
Definition: slamch.f:68
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